CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0877 |
-0.0010 |
-0.1% |
1.0790 |
| High |
1.0887 |
1.0957 |
0.0070 |
0.6% |
1.0884 |
| Low |
1.0825 |
1.0830 |
0.0005 |
0.0% |
1.0712 |
| Close |
1.0850 |
1.0923 |
0.0073 |
0.7% |
1.0875 |
| Range |
0.0062 |
0.0127 |
0.0065 |
104.8% |
0.0172 |
| ATR |
0.0059 |
0.0064 |
0.0005 |
8.1% |
0.0000 |
| Volume |
645 |
953 |
308 |
47.8% |
840 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1231 |
1.0993 |
|
| R3 |
1.1157 |
1.1104 |
1.0958 |
|
| R2 |
1.1030 |
1.1030 |
1.0946 |
|
| R1 |
1.0977 |
1.0977 |
1.0935 |
1.1004 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0917 |
| S1 |
1.0850 |
1.0850 |
1.0911 |
1.0877 |
| S2 |
1.0776 |
1.0776 |
1.0900 |
|
| S3 |
1.0649 |
1.0723 |
1.0888 |
|
| S4 |
1.0522 |
1.0596 |
1.0853 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1279 |
1.0970 |
|
| R3 |
1.1168 |
1.1107 |
1.0922 |
|
| R2 |
1.0996 |
1.0996 |
1.0907 |
|
| R1 |
1.0935 |
1.0935 |
1.0891 |
1.0966 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0839 |
| S1 |
1.0763 |
1.0763 |
1.0859 |
1.0794 |
| S2 |
1.0652 |
1.0652 |
1.0843 |
|
| S3 |
1.0480 |
1.0591 |
1.0828 |
|
| S4 |
1.0308 |
1.0419 |
1.0780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0086 |
0.8% |
86% |
True |
False |
476 |
| 10 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0070 |
0.6% |
86% |
True |
False |
263 |
| 20 |
1.1036 |
1.0712 |
0.0324 |
3.0% |
0.0056 |
0.5% |
65% |
False |
False |
148 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0049 |
0.4% |
64% |
False |
False |
103 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0051 |
0.5% |
64% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1289 |
|
1.618 |
1.1162 |
|
1.000 |
1.1084 |
|
0.618 |
1.1035 |
|
HIGH |
1.0957 |
|
0.618 |
1.0908 |
|
0.500 |
1.0894 |
|
0.382 |
1.0879 |
|
LOW |
1.0830 |
|
0.618 |
1.0752 |
|
1.000 |
1.0703 |
|
1.618 |
1.0625 |
|
2.618 |
1.0498 |
|
4.250 |
1.0290 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0895 |
| PP |
1.0903 |
1.0867 |
| S1 |
1.0894 |
1.0839 |
|