CME Swiss Franc Future March 2022
Trading Metrics calculated at close of trading on 26-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1.0751 |
1.0742 |
-0.0009 |
-0.1% |
1.0790 |
High |
1.0753 |
1.0884 |
0.0131 |
1.2% |
1.0884 |
Low |
1.0712 |
1.0720 |
0.0008 |
0.1% |
1.0712 |
Close |
1.0742 |
1.0875 |
0.0133 |
1.2% |
1.0875 |
Range |
0.0041 |
0.0164 |
0.0123 |
300.0% |
0.0172 |
ATR |
0.0051 |
0.0059 |
0.0008 |
15.8% |
0.0000 |
Volume |
92 |
626 |
534 |
580.4% |
840 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1318 |
1.1261 |
1.0965 |
|
R3 |
1.1154 |
1.1097 |
1.0920 |
|
R2 |
1.0990 |
1.0990 |
1.0905 |
|
R1 |
1.0933 |
1.0933 |
1.0890 |
1.0962 |
PP |
1.0826 |
1.0826 |
1.0826 |
1.0841 |
S1 |
1.0769 |
1.0769 |
1.0860 |
1.0798 |
S2 |
1.0662 |
1.0662 |
1.0845 |
|
S3 |
1.0498 |
1.0605 |
1.0830 |
|
S4 |
1.0334 |
1.0441 |
1.0785 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1340 |
1.1279 |
1.0970 |
|
R3 |
1.1168 |
1.1107 |
1.0922 |
|
R2 |
1.0996 |
1.0996 |
1.0907 |
|
R1 |
1.0935 |
1.0935 |
1.0891 |
1.0966 |
PP |
1.0824 |
1.0824 |
1.0824 |
1.0839 |
S1 |
1.0763 |
1.0763 |
1.0859 |
1.0794 |
S2 |
1.0652 |
1.0652 |
1.0843 |
|
S3 |
1.0480 |
1.0591 |
1.0828 |
|
S4 |
1.0308 |
1.0419 |
1.0780 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0884 |
1.0712 |
0.0172 |
1.6% |
0.0070 |
0.6% |
95% |
True |
False |
176 |
10 |
1.0912 |
1.0712 |
0.0200 |
1.8% |
0.0061 |
0.6% |
82% |
False |
False |
120 |
20 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
49% |
False |
False |
82 |
40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0046 |
0.4% |
49% |
False |
False |
64 |
60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0049 |
0.4% |
49% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1581 |
2.618 |
1.1313 |
1.618 |
1.1149 |
1.000 |
1.1048 |
0.618 |
1.0985 |
HIGH |
1.0884 |
0.618 |
1.0821 |
0.500 |
1.0802 |
0.382 |
1.0783 |
LOW |
1.0720 |
0.618 |
1.0619 |
1.000 |
1.0556 |
1.618 |
1.0455 |
2.618 |
1.0291 |
4.250 |
1.0023 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0851 |
1.0849 |
PP |
1.0826 |
1.0824 |
S1 |
1.0802 |
1.0798 |
|