CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0757 |
-0.0062 |
-0.6% |
1.0970 |
| High |
1.0832 |
1.0787 |
-0.0045 |
-0.4% |
1.0996 |
| Low |
1.0745 |
1.0725 |
-0.0020 |
-0.2% |
1.0833 |
| Close |
1.0748 |
1.0776 |
0.0028 |
0.3% |
1.0869 |
| Range |
0.0087 |
0.0062 |
-0.0025 |
-28.7% |
0.0163 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
27,866 |
23,333 |
-4,533 |
-16.3% |
114,491 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0924 |
1.0810 |
|
| R3 |
1.0887 |
1.0862 |
1.0793 |
|
| R2 |
1.0825 |
1.0825 |
1.0787 |
|
| R1 |
1.0800 |
1.0800 |
1.0782 |
1.0813 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0769 |
| S1 |
1.0738 |
1.0738 |
1.0770 |
1.0751 |
| S2 |
1.0701 |
1.0701 |
1.0765 |
|
| S3 |
1.0639 |
1.0676 |
1.0759 |
|
| S4 |
1.0577 |
1.0614 |
1.0742 |
|
|
| 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 |
1.0903 |
1.0725 |
0.0178 |
1.7% |
0.0065 |
0.6% |
29% |
False |
True |
22,903 |
| 10 |
1.0996 |
1.0725 |
0.0271 |
2.5% |
0.0065 |
0.6% |
19% |
False |
True |
23,605 |
| 20 |
1.1017 |
1.0725 |
0.0292 |
2.7% |
0.0065 |
0.6% |
17% |
False |
True |
24,466 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
26% |
False |
False |
23,115 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
26% |
False |
False |
20,414 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
19% |
False |
False |
15,318 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
19% |
False |
False |
12,264 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
15% |
False |
False |
10,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1051 |
|
2.618 |
1.0949 |
|
1.618 |
1.0887 |
|
1.000 |
1.0849 |
|
0.618 |
1.0825 |
|
HIGH |
1.0787 |
|
0.618 |
1.0763 |
|
0.500 |
1.0756 |
|
0.382 |
1.0749 |
|
LOW |
1.0725 |
|
0.618 |
1.0687 |
|
1.000 |
1.0663 |
|
1.618 |
1.0625 |
|
2.618 |
1.0563 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0809 |
| PP |
1.0763 |
1.0798 |
| S1 |
1.0756 |
1.0787 |
|