CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0856 |
0.0002 |
0.0% |
1.0926 |
| High |
1.0861 |
1.0913 |
0.0052 |
0.5% |
1.0929 |
| Low |
1.0791 |
1.0834 |
0.0043 |
0.4% |
1.0815 |
| Close |
1.0833 |
1.0908 |
0.0075 |
0.7% |
1.0889 |
| Range |
0.0070 |
0.0079 |
0.0009 |
12.9% |
0.0114 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
19,107 |
21,071 |
1,964 |
10.3% |
95,083 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1094 |
1.0951 |
|
| R3 |
1.1043 |
1.1015 |
1.0930 |
|
| R2 |
1.0964 |
1.0964 |
1.0922 |
|
| R1 |
1.0936 |
1.0936 |
1.0915 |
1.0950 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0892 |
| S1 |
1.0857 |
1.0857 |
1.0901 |
1.0871 |
| S2 |
1.0806 |
1.0806 |
1.0894 |
|
| S3 |
1.0727 |
1.0778 |
1.0886 |
|
| S4 |
1.0648 |
1.0699 |
1.0865 |
|
|
| 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 |
1.0791 |
0.0125 |
1.1% |
0.0069 |
0.6% |
94% |
False |
False |
17,958 |
| 10 |
1.0943 |
1.0791 |
0.0152 |
1.4% |
0.0071 |
0.6% |
77% |
False |
False |
16,641 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0069 |
0.6% |
80% |
False |
False |
8,572 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
59% |
False |
False |
4,309 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
59% |
False |
False |
2,886 |
| 80 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0053 |
0.5% |
59% |
False |
False |
2,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1120 |
|
1.618 |
1.1041 |
|
1.000 |
1.0992 |
|
0.618 |
1.0962 |
|
HIGH |
1.0913 |
|
0.618 |
1.0883 |
|
0.500 |
1.0874 |
|
0.382 |
1.0864 |
|
LOW |
1.0834 |
|
0.618 |
1.0785 |
|
1.000 |
1.0755 |
|
1.618 |
1.0706 |
|
2.618 |
1.0627 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0890 |
| PP |
1.0885 |
1.0872 |
| S1 |
1.0874 |
1.0854 |
|