CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0838 |
-0.0088 |
-0.8% |
1.0887 |
| High |
1.0929 |
1.0866 |
-0.0063 |
-0.6% |
1.0957 |
| Low |
1.0824 |
1.0815 |
-0.0009 |
-0.1% |
1.0825 |
| Close |
1.0833 |
1.0846 |
0.0013 |
0.1% |
1.0931 |
| Range |
0.0105 |
0.0051 |
-0.0054 |
-51.4% |
0.0132 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5,889 |
11,618 |
5,729 |
97.3% |
6,039 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0972 |
1.0874 |
|
| R3 |
1.0944 |
1.0921 |
1.0860 |
|
| R2 |
1.0893 |
1.0893 |
1.0855 |
|
| R1 |
1.0870 |
1.0870 |
1.0851 |
1.0882 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0848 |
| S1 |
1.0819 |
1.0819 |
1.0841 |
1.0831 |
| S2 |
1.0791 |
1.0791 |
1.0837 |
|
| S3 |
1.0740 |
1.0768 |
1.0832 |
|
| S4 |
1.0689 |
1.0717 |
1.0818 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1248 |
1.1004 |
|
| R3 |
1.1168 |
1.1116 |
1.0967 |
|
| R2 |
1.1036 |
1.1036 |
1.0955 |
|
| R1 |
1.0984 |
1.0984 |
1.0943 |
1.1010 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0918 |
| S1 |
1.0852 |
1.0852 |
1.0919 |
1.0878 |
| S2 |
1.0772 |
1.0772 |
1.0907 |
|
| S3 |
1.0640 |
1.0720 |
1.0895 |
|
| S4 |
1.0508 |
1.0588 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0815 |
0.0128 |
1.2% |
0.0063 |
0.6% |
24% |
False |
True |
4,389 |
| 10 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0074 |
0.7% |
55% |
False |
False |
2,433 |
| 20 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0064 |
0.6% |
43% |
False |
False |
1,240 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
41% |
False |
False |
648 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0052 |
0.5% |
41% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.1000 |
|
1.618 |
1.0949 |
|
1.000 |
1.0917 |
|
0.618 |
1.0898 |
|
HIGH |
1.0866 |
|
0.618 |
1.0847 |
|
0.500 |
1.0841 |
|
0.382 |
1.0834 |
|
LOW |
1.0815 |
|
0.618 |
1.0783 |
|
1.000 |
1.0764 |
|
1.618 |
1.0732 |
|
2.618 |
1.0681 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0879 |
| PP |
1.0842 |
1.0868 |
| S1 |
1.0841 |
1.0857 |
|