CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0863 |
-0.0030 |
-0.3% |
1.0926 |
| High |
1.0896 |
1.0916 |
0.0020 |
0.2% |
1.0929 |
| Low |
1.0834 |
1.0849 |
0.0015 |
0.1% |
1.0815 |
| Close |
1.0878 |
1.0851 |
-0.0027 |
-0.2% |
1.0889 |
| Range |
0.0062 |
0.0067 |
0.0005 |
8.1% |
0.0114 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.2% |
0.0000 |
| Volume |
13,111 |
16,138 |
3,027 |
23.1% |
95,083 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1029 |
1.0888 |
|
| R3 |
1.1006 |
1.0962 |
1.0869 |
|
| R2 |
1.0939 |
1.0939 |
1.0863 |
|
| R1 |
1.0895 |
1.0895 |
1.0857 |
1.0884 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0866 |
| S1 |
1.0828 |
1.0828 |
1.0845 |
1.0817 |
| S2 |
1.0805 |
1.0805 |
1.0839 |
|
| S3 |
1.0738 |
1.0761 |
1.0833 |
|
| S4 |
1.0671 |
1.0694 |
1.0814 |
|
|
| 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 |
1.0916 |
1.0824 |
0.0092 |
0.8% |
0.0068 |
0.6% |
29% |
True |
False |
21,365 |
| 10 |
1.0943 |
1.0815 |
0.0128 |
1.2% |
0.0066 |
0.6% |
28% |
False |
False |
12,877 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0068 |
0.6% |
57% |
False |
False |
6,570 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0056 |
0.5% |
42% |
False |
False |
3,308 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
42% |
False |
False |
2,216 |
| 80 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0052 |
0.5% |
42% |
False |
False |
1,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1091 |
|
1.618 |
1.1024 |
|
1.000 |
1.0983 |
|
0.618 |
1.0957 |
|
HIGH |
1.0916 |
|
0.618 |
1.0890 |
|
0.500 |
1.0883 |
|
0.382 |
1.0875 |
|
LOW |
1.0849 |
|
0.618 |
1.0808 |
|
1.000 |
1.0782 |
|
1.618 |
1.0741 |
|
2.618 |
1.0674 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0875 |
| PP |
1.0872 |
1.0867 |
| S1 |
1.0862 |
1.0859 |
|