CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0846 |
-0.0060 |
-0.6% |
1.0893 |
| High |
1.0929 |
1.0904 |
-0.0025 |
-0.2% |
1.0929 |
| Low |
1.0845 |
1.0836 |
-0.0009 |
-0.1% |
1.0791 |
| Close |
1.0854 |
1.0867 |
0.0013 |
0.1% |
1.0854 |
| Range |
0.0084 |
0.0068 |
-0.0016 |
-19.0% |
0.0138 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17,154 |
14,222 |
-2,932 |
-17.1% |
86,581 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1038 |
1.0904 |
|
| R3 |
1.1005 |
1.0970 |
1.0886 |
|
| R2 |
1.0937 |
1.0937 |
1.0879 |
|
| R1 |
1.0902 |
1.0902 |
1.0873 |
1.0920 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0878 |
| S1 |
1.0834 |
1.0834 |
1.0861 |
1.0852 |
| S2 |
1.0801 |
1.0801 |
1.0855 |
|
| S3 |
1.0733 |
1.0766 |
1.0848 |
|
| S4 |
1.0665 |
1.0698 |
1.0830 |
|
|
| 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% |
0.0074 |
0.7% |
55% |
False |
False |
17,538 |
| 10 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0069 |
0.6% |
55% |
False |
False |
18,999 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0073 |
0.7% |
63% |
False |
False |
10,138 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0060 |
0.5% |
47% |
False |
False |
5,092 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
47% |
False |
False |
3,409 |
| 80 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0055 |
0.5% |
47% |
False |
False |
2,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.1082 |
|
1.618 |
1.1014 |
|
1.000 |
1.0972 |
|
0.618 |
1.0946 |
|
HIGH |
1.0904 |
|
0.618 |
1.0878 |
|
0.500 |
1.0870 |
|
0.382 |
1.0862 |
|
LOW |
1.0836 |
|
0.618 |
1.0794 |
|
1.000 |
1.0768 |
|
1.618 |
1.0726 |
|
2.618 |
1.0658 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0882 |
| PP |
1.0869 |
1.0877 |
| S1 |
1.0868 |
1.0872 |
|