CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0757 |
1.0779 |
0.0022 |
0.2% |
1.0970 |
| High |
1.0787 |
1.0815 |
0.0028 |
0.3% |
1.0996 |
| Low |
1.0725 |
1.0768 |
0.0043 |
0.4% |
1.0833 |
| Close |
1.0776 |
1.0810 |
0.0034 |
0.3% |
1.0869 |
| Range |
0.0062 |
0.0047 |
-0.0015 |
-24.2% |
0.0163 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
23,333 |
21,012 |
-2,321 |
-9.9% |
114,491 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0921 |
1.0836 |
|
| R3 |
1.0892 |
1.0874 |
1.0823 |
|
| R2 |
1.0845 |
1.0845 |
1.0819 |
|
| R1 |
1.0827 |
1.0827 |
1.0814 |
1.0836 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0802 |
| S1 |
1.0780 |
1.0780 |
1.0806 |
1.0789 |
| S2 |
1.0751 |
1.0751 |
1.0801 |
|
| S3 |
1.0704 |
1.0733 |
1.0797 |
|
| S4 |
1.0657 |
1.0686 |
1.0784 |
|
|
| 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 |
1.0892 |
1.0725 |
0.0167 |
1.5% |
0.0064 |
0.6% |
51% |
False |
False |
22,699 |
| 10 |
1.0996 |
1.0725 |
0.0271 |
2.5% |
0.0065 |
0.6% |
31% |
False |
False |
23,474 |
| 20 |
1.1017 |
1.0725 |
0.0292 |
2.7% |
0.0065 |
0.6% |
29% |
False |
False |
24,467 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0063 |
0.6% |
36% |
False |
False |
23,088 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
36% |
False |
False |
20,764 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
27% |
False |
False |
15,581 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
27% |
False |
False |
12,474 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
21% |
False |
False |
10,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0938 |
|
1.618 |
1.0891 |
|
1.000 |
1.0862 |
|
0.618 |
1.0844 |
|
HIGH |
1.0815 |
|
0.618 |
1.0797 |
|
0.500 |
1.0792 |
|
0.382 |
1.0786 |
|
LOW |
1.0768 |
|
0.618 |
1.0739 |
|
1.000 |
1.0721 |
|
1.618 |
1.0692 |
|
2.618 |
1.0645 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0804 |
1.0800 |
| PP |
1.0798 |
1.0789 |
| S1 |
1.0792 |
1.0779 |
|