CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0976 |
0.0030 |
0.3% |
1.0927 |
| High |
1.0996 |
1.0986 |
-0.0010 |
-0.1% |
1.0999 |
| Low |
1.0939 |
1.0945 |
0.0006 |
0.1% |
1.0852 |
| Close |
1.0994 |
1.0967 |
-0.0027 |
-0.2% |
1.0936 |
| Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0147 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
27,444 |
22,322 |
-5,122 |
-18.7% |
130,274 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1069 |
1.0990 |
|
| R3 |
1.1048 |
1.1028 |
1.0978 |
|
| R2 |
1.1007 |
1.1007 |
1.0975 |
|
| R1 |
1.0987 |
1.0987 |
1.0971 |
1.0977 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0961 |
| S1 |
1.0946 |
1.0946 |
1.0963 |
1.0936 |
| S2 |
1.0925 |
1.0925 |
1.0959 |
|
| S3 |
1.0884 |
1.0905 |
1.0956 |
|
| S4 |
1.0843 |
1.0864 |
1.0944 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1300 |
1.1017 |
|
| R3 |
1.1223 |
1.1153 |
1.0976 |
|
| R2 |
1.1076 |
1.1076 |
1.0963 |
|
| R1 |
1.1006 |
1.1006 |
1.0949 |
1.1041 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0947 |
| S1 |
1.0859 |
1.0859 |
1.0923 |
1.0894 |
| S2 |
1.0782 |
1.0782 |
1.0909 |
|
| S3 |
1.0635 |
1.0712 |
1.0896 |
|
| S4 |
1.0488 |
1.0565 |
1.0855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1017 |
1.0910 |
0.0107 |
1.0% |
0.0072 |
0.7% |
53% |
False |
False |
28,364 |
| 10 |
1.1017 |
1.0852 |
0.0165 |
1.5% |
0.0065 |
0.6% |
70% |
False |
False |
25,459 |
| 20 |
1.1017 |
1.0754 |
0.0263 |
2.4% |
0.0063 |
0.6% |
81% |
False |
False |
23,102 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
85% |
False |
False |
23,296 |
| 60 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
84% |
False |
False |
16,860 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
64% |
False |
False |
12,658 |
| 100 |
1.1188 |
1.0693 |
0.0495 |
4.5% |
0.0063 |
0.6% |
55% |
False |
False |
10,128 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0062 |
0.6% |
49% |
False |
False |
8,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1093 |
|
1.618 |
1.1052 |
|
1.000 |
1.1027 |
|
0.618 |
1.1011 |
|
HIGH |
1.0986 |
|
0.618 |
1.0970 |
|
0.500 |
1.0966 |
|
0.382 |
1.0961 |
|
LOW |
1.0945 |
|
0.618 |
1.0920 |
|
1.000 |
1.0904 |
|
1.618 |
1.0879 |
|
2.618 |
1.0838 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0976 |
| PP |
1.0966 |
1.0973 |
| S1 |
1.0966 |
1.0970 |
|