CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0819 |
-0.0044 |
-0.4% |
1.0970 |
| High |
1.0892 |
1.0832 |
-0.0060 |
-0.6% |
1.0996 |
| Low |
1.0810 |
1.0745 |
-0.0065 |
-0.6% |
1.0833 |
| Close |
1.0823 |
1.0748 |
-0.0075 |
-0.7% |
1.0869 |
| Range |
0.0082 |
0.0087 |
0.0005 |
6.1% |
0.0163 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.4% |
0.0000 |
| Volume |
21,505 |
27,866 |
6,361 |
29.6% |
114,491 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0979 |
1.0796 |
|
| R3 |
1.0949 |
1.0892 |
1.0772 |
|
| R2 |
1.0862 |
1.0862 |
1.0764 |
|
| R1 |
1.0805 |
1.0805 |
1.0756 |
1.0790 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0768 |
| S1 |
1.0718 |
1.0718 |
1.0740 |
1.0703 |
| S2 |
1.0688 |
1.0688 |
1.0732 |
|
| S3 |
1.0601 |
1.0631 |
1.0724 |
|
| S4 |
1.0514 |
1.0544 |
1.0700 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1292 |
1.0959 |
|
| R3 |
1.1225 |
1.1129 |
1.0914 |
|
| R2 |
1.1062 |
1.1062 |
1.0899 |
|
| R1 |
1.0966 |
1.0966 |
1.0884 |
1.0933 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0883 |
| S1 |
1.0803 |
1.0803 |
1.0854 |
1.0770 |
| S2 |
1.0736 |
1.0736 |
1.0839 |
|
| S3 |
1.0573 |
1.0640 |
1.0824 |
|
| S4 |
1.0410 |
1.0477 |
1.0779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0987 |
1.0745 |
0.0242 |
2.3% |
0.0072 |
0.7% |
1% |
False |
True |
24,189 |
| 10 |
1.0996 |
1.0745 |
0.0251 |
2.3% |
0.0064 |
0.6% |
1% |
False |
True |
24,016 |
| 20 |
1.1017 |
1.0745 |
0.0272 |
2.5% |
0.0066 |
0.6% |
1% |
False |
True |
24,340 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
17% |
False |
False |
23,247 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
17% |
False |
False |
20,025 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
13% |
False |
False |
15,030 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
13% |
False |
False |
12,031 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
10% |
False |
False |
10,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1060 |
|
1.618 |
1.0973 |
|
1.000 |
1.0919 |
|
0.618 |
1.0886 |
|
HIGH |
1.0832 |
|
0.618 |
1.0799 |
|
0.500 |
1.0789 |
|
0.382 |
1.0778 |
|
LOW |
1.0745 |
|
0.618 |
1.0691 |
|
1.000 |
1.0658 |
|
1.618 |
1.0604 |
|
2.618 |
1.0517 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0819 |
| PP |
1.0775 |
1.0795 |
| S1 |
1.0762 |
1.0772 |
|