CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.0946 |
-0.0066 |
-0.6% |
1.0927 |
| High |
1.1013 |
1.0996 |
-0.0017 |
-0.2% |
1.0999 |
| Low |
1.0940 |
1.0939 |
-0.0001 |
0.0% |
1.0852 |
| Close |
1.0951 |
1.0994 |
0.0043 |
0.4% |
1.0936 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-21.9% |
0.0147 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
26,084 |
27,444 |
1,360 |
5.2% |
130,274 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1128 |
1.1025 |
|
| R3 |
1.1090 |
1.1071 |
1.1010 |
|
| R2 |
1.1033 |
1.1033 |
1.1004 |
|
| R1 |
1.1014 |
1.1014 |
1.0999 |
1.1024 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0981 |
| S1 |
1.0957 |
1.0957 |
1.0989 |
1.0967 |
| S2 |
1.0919 |
1.0919 |
1.0984 |
|
| S3 |
1.0862 |
1.0900 |
1.0978 |
|
| S4 |
1.0805 |
1.0843 |
1.0963 |
|
|
| 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 |
1.0888 |
0.0129 |
1.2% |
0.0083 |
0.8% |
82% |
False |
False |
30,212 |
| 10 |
1.1017 |
1.0852 |
0.0165 |
1.5% |
0.0066 |
0.6% |
86% |
False |
False |
25,327 |
| 20 |
1.1017 |
1.0754 |
0.0263 |
2.4% |
0.0063 |
0.6% |
91% |
False |
False |
22,835 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
2.9% |
0.0065 |
0.6% |
93% |
False |
False |
23,516 |
| 60 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
92% |
False |
False |
16,488 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
70% |
False |
False |
12,379 |
| 100 |
1.1203 |
1.0693 |
0.0510 |
4.6% |
0.0063 |
0.6% |
59% |
False |
False |
9,905 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0062 |
0.6% |
54% |
False |
False |
8,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1145 |
|
1.618 |
1.1088 |
|
1.000 |
1.1053 |
|
0.618 |
1.1031 |
|
HIGH |
1.0996 |
|
0.618 |
1.0974 |
|
0.500 |
1.0968 |
|
0.382 |
1.0961 |
|
LOW |
1.0939 |
|
0.618 |
1.0904 |
|
1.000 |
1.0882 |
|
1.618 |
1.0847 |
|
2.618 |
1.0790 |
|
4.250 |
1.0697 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0985 |
| PP |
1.0976 |
1.0976 |
| S1 |
1.0968 |
1.0967 |
|