CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0893 |
0.0037 |
0.3% |
1.0926 |
| High |
1.0903 |
1.0896 |
-0.0007 |
-0.1% |
1.0929 |
| Low |
1.0837 |
1.0834 |
-0.0003 |
0.0% |
1.0815 |
| Close |
1.0889 |
1.0878 |
-0.0011 |
-0.1% |
1.0889 |
| Range |
0.0066 |
0.0062 |
-0.0004 |
-6.1% |
0.0114 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
20,365 |
13,111 |
-7,254 |
-35.6% |
95,083 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1029 |
1.0912 |
|
| R3 |
1.0993 |
1.0967 |
1.0895 |
|
| R2 |
1.0931 |
1.0931 |
1.0889 |
|
| R1 |
1.0905 |
1.0905 |
1.0884 |
1.0887 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0861 |
| S1 |
1.0843 |
1.0843 |
1.0872 |
1.0825 |
| S2 |
1.0807 |
1.0807 |
1.0867 |
|
| S3 |
1.0745 |
1.0781 |
1.0861 |
|
| S4 |
1.0683 |
1.0719 |
1.0844 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1168 |
1.0952 |
|
| R3 |
1.1106 |
1.1054 |
1.0920 |
|
| R2 |
1.0992 |
1.0992 |
1.0910 |
|
| R1 |
1.0940 |
1.0940 |
1.0899 |
1.0909 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0862 |
| S1 |
1.0826 |
1.0826 |
1.0879 |
1.0795 |
| S2 |
1.0764 |
1.0764 |
1.0868 |
|
| S3 |
1.0650 |
1.0712 |
1.0858 |
|
| S4 |
1.0536 |
1.0598 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0907 |
1.0815 |
0.0092 |
0.8% |
0.0065 |
0.6% |
68% |
False |
False |
20,461 |
| 10 |
1.0957 |
1.0815 |
0.0142 |
1.3% |
0.0072 |
0.7% |
44% |
False |
False |
11,358 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0067 |
0.6% |
68% |
False |
False |
5,766 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
50% |
False |
False |
2,905 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
50% |
False |
False |
1,947 |
| 80 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0051 |
0.5% |
50% |
False |
False |
1,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1058 |
|
1.618 |
1.0996 |
|
1.000 |
1.0958 |
|
0.618 |
1.0934 |
|
HIGH |
1.0896 |
|
0.618 |
1.0872 |
|
0.500 |
1.0865 |
|
0.382 |
1.0858 |
|
LOW |
1.0834 |
|
0.618 |
1.0796 |
|
1.000 |
1.0772 |
|
1.618 |
1.0734 |
|
2.618 |
1.0672 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0873 |
| PP |
1.0869 |
1.0868 |
| S1 |
1.0865 |
1.0864 |
|