CME Swiss Franc Future March 2022
Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.0863 |
1.0854 |
-0.0009 |
-0.1% |
1.0926 |
High |
1.0916 |
1.0861 |
-0.0055 |
-0.5% |
1.0929 |
Low |
1.0849 |
1.0791 |
-0.0058 |
-0.5% |
1.0815 |
Close |
1.0851 |
1.0833 |
-0.0018 |
-0.2% |
1.0889 |
Range |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0114 |
ATR |
0.0065 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
Volume |
16,138 |
19,107 |
2,969 |
18.4% |
95,083 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1038 |
1.1006 |
1.0872 |
|
R3 |
1.0968 |
1.0936 |
1.0852 |
|
R2 |
1.0898 |
1.0898 |
1.0846 |
|
R1 |
1.0866 |
1.0866 |
1.0839 |
1.0847 |
PP |
1.0828 |
1.0828 |
1.0828 |
1.0819 |
S1 |
1.0796 |
1.0796 |
1.0827 |
1.0777 |
S2 |
1.0758 |
1.0758 |
1.0820 |
|
S3 |
1.0688 |
1.0726 |
1.0814 |
|
S4 |
1.0618 |
1.0656 |
1.0795 |
|
|
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 |
1.2% |
0.0069 |
0.6% |
34% |
False |
True |
19,765 |
10 |
1.0943 |
1.0791 |
0.0152 |
1.4% |
0.0068 |
0.6% |
28% |
False |
True |
14,644 |
20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0067 |
0.6% |
49% |
False |
False |
7,522 |
40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
37% |
False |
False |
3,782 |
60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
37% |
False |
False |
2,535 |
80 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0053 |
0.5% |
37% |
False |
False |
1,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1159 |
2.618 |
1.1044 |
1.618 |
1.0974 |
1.000 |
1.0931 |
0.618 |
1.0904 |
HIGH |
1.0861 |
0.618 |
1.0834 |
0.500 |
1.0826 |
0.382 |
1.0818 |
LOW |
1.0791 |
0.618 |
1.0748 |
1.000 |
1.0721 |
1.618 |
1.0678 |
2.618 |
1.0608 |
4.250 |
1.0494 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0831 |
1.0854 |
PP |
1.0828 |
1.0847 |
S1 |
1.0826 |
1.0840 |
|