CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0903 |
0.0050 |
0.5% |
1.0887 |
| High |
1.0907 |
1.0903 |
-0.0004 |
0.0% |
1.0957 |
| Low |
1.0841 |
1.0824 |
-0.0017 |
-0.2% |
1.0825 |
| Close |
1.0902 |
1.0848 |
-0.0054 |
-0.5% |
1.0931 |
| Range |
0.0066 |
0.0079 |
0.0013 |
19.7% |
0.0132 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
27,106 |
30,105 |
2,999 |
11.1% |
6,039 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1051 |
1.0891 |
|
| R3 |
1.1016 |
1.0972 |
1.0870 |
|
| R2 |
1.0937 |
1.0937 |
1.0862 |
|
| R1 |
1.0893 |
1.0893 |
1.0855 |
1.0876 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0850 |
| S1 |
1.0814 |
1.0814 |
1.0841 |
1.0797 |
| S2 |
1.0779 |
1.0779 |
1.0834 |
|
| S3 |
1.0700 |
1.0735 |
1.0826 |
|
| S4 |
1.0621 |
1.0656 |
1.0805 |
|
|
| 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% |
0.0072 |
0.7% |
26% |
False |
False |
15,324 |
| 10 |
1.0957 |
1.0720 |
0.0237 |
2.2% |
0.0081 |
0.7% |
54% |
False |
False |
8,138 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0065 |
0.6% |
56% |
False |
False |
4,098 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
41% |
False |
False |
2,070 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
41% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1110 |
|
1.618 |
1.1031 |
|
1.000 |
1.0982 |
|
0.618 |
1.0952 |
|
HIGH |
1.0903 |
|
0.618 |
1.0873 |
|
0.500 |
1.0864 |
|
0.382 |
1.0854 |
|
LOW |
1.0824 |
|
0.618 |
1.0775 |
|
1.000 |
1.0745 |
|
1.618 |
1.0696 |
|
2.618 |
1.0617 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0861 |
| PP |
1.0858 |
1.0857 |
| S1 |
1.0853 |
1.0852 |
|