CME Swiss Franc Future March 2022
Trading Metrics calculated at close of trading on 17-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.0856 |
1.0906 |
0.0050 |
0.5% |
1.0893 |
High |
1.0913 |
1.0929 |
0.0016 |
0.1% |
1.0929 |
Low |
1.0834 |
1.0845 |
0.0011 |
0.1% |
1.0791 |
Close |
1.0908 |
1.0854 |
-0.0054 |
-0.5% |
1.0854 |
Range |
0.0079 |
0.0084 |
0.0005 |
6.3% |
0.0138 |
ATR |
0.0067 |
0.0068 |
0.0001 |
1.9% |
0.0000 |
Volume |
21,071 |
17,154 |
-3,917 |
-18.6% |
86,581 |
|
Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1128 |
1.1075 |
1.0900 |
|
R3 |
1.1044 |
1.0991 |
1.0877 |
|
R2 |
1.0960 |
1.0960 |
1.0869 |
|
R1 |
1.0907 |
1.0907 |
1.0862 |
1.0892 |
PP |
1.0876 |
1.0876 |
1.0876 |
1.0868 |
S1 |
1.0823 |
1.0823 |
1.0846 |
1.0808 |
S2 |
1.0792 |
1.0792 |
1.0839 |
|
S3 |
1.0708 |
1.0739 |
1.0831 |
|
S4 |
1.0624 |
1.0655 |
1.0808 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1272 |
1.1201 |
1.0930 |
|
R3 |
1.1134 |
1.1063 |
1.0892 |
|
R2 |
1.0996 |
1.0996 |
1.0879 |
|
R1 |
1.0925 |
1.0925 |
1.0867 |
1.0892 |
PP |
1.0858 |
1.0858 |
1.0858 |
1.0841 |
S1 |
1.0787 |
1.0787 |
1.0841 |
1.0754 |
S2 |
1.0720 |
1.0720 |
1.0829 |
|
S3 |
1.0582 |
1.0649 |
1.0816 |
|
S4 |
1.0444 |
1.0511 |
1.0778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0072 |
0.7% |
46% |
True |
False |
17,316 |
10 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0073 |
0.7% |
46% |
True |
False |
18,166 |
20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0071 |
0.7% |
58% |
False |
False |
9,429 |
40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
43% |
False |
False |
4,736 |
60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
43% |
False |
False |
3,172 |
80 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0054 |
0.5% |
43% |
False |
False |
2,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1286 |
2.618 |
1.1149 |
1.618 |
1.1065 |
1.000 |
1.1013 |
0.618 |
1.0981 |
HIGH |
1.0929 |
0.618 |
1.0897 |
0.500 |
1.0887 |
0.382 |
1.0877 |
LOW |
1.0845 |
0.618 |
1.0793 |
1.000 |
1.0761 |
1.618 |
1.0709 |
2.618 |
1.0625 |
4.250 |
1.0488 |
|
|
Fisher Pivots for day following 17-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0887 |
1.0860 |
PP |
1.0876 |
1.0858 |
S1 |
1.0865 |
1.0856 |
|