CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0853 |
0.0015 |
0.1% |
1.0887 |
| High |
1.0866 |
1.0907 |
0.0041 |
0.4% |
1.0957 |
| Low |
1.0815 |
1.0841 |
0.0026 |
0.2% |
1.0825 |
| Close |
1.0846 |
1.0902 |
0.0056 |
0.5% |
1.0931 |
| Range |
0.0051 |
0.0066 |
0.0015 |
29.4% |
0.0132 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
11,618 |
27,106 |
15,488 |
133.3% |
6,039 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1058 |
1.0938 |
|
| R3 |
1.1015 |
1.0992 |
1.0920 |
|
| R2 |
1.0949 |
1.0949 |
1.0914 |
|
| R1 |
1.0926 |
1.0926 |
1.0908 |
1.0938 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0889 |
| S1 |
1.0860 |
1.0860 |
1.0896 |
1.0872 |
| S2 |
1.0817 |
1.0817 |
1.0890 |
|
| S3 |
1.0751 |
1.0794 |
1.0884 |
|
| S4 |
1.0685 |
1.0728 |
1.0866 |
|
|
| 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% |
0.0066 |
0.6% |
68% |
False |
False |
9,524 |
| 10 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0078 |
0.7% |
78% |
False |
False |
5,137 |
| 20 |
1.1005 |
1.0712 |
0.0293 |
2.7% |
0.0065 |
0.6% |
65% |
False |
False |
2,594 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
58% |
False |
False |
1,322 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
58% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1188 |
|
2.618 |
1.1080 |
|
1.618 |
1.1014 |
|
1.000 |
1.0973 |
|
0.618 |
1.0948 |
|
HIGH |
1.0907 |
|
0.618 |
1.0882 |
|
0.500 |
1.0874 |
|
0.382 |
1.0866 |
|
LOW |
1.0841 |
|
0.618 |
1.0800 |
|
1.000 |
1.0775 |
|
1.618 |
1.0734 |
|
2.618 |
1.0668 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0892 |
| PP |
1.0883 |
1.0882 |
| S1 |
1.0874 |
1.0872 |
|