CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0726 |
1.0720 |
-0.0006 |
-0.1% |
1.0863 |
| High |
1.0756 |
1.0725 |
-0.0031 |
-0.3% |
1.0892 |
| Low |
1.0705 |
1.0673 |
-0.0032 |
-0.3% |
1.0725 |
| Close |
1.0719 |
1.0709 |
-0.0010 |
-0.1% |
1.0775 |
| Range |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0167 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
22,349 |
26,978 |
4,629 |
20.7% |
118,187 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0836 |
1.0738 |
|
| R3 |
1.0806 |
1.0784 |
1.0723 |
|
| R2 |
1.0754 |
1.0754 |
1.0719 |
|
| R1 |
1.0732 |
1.0732 |
1.0714 |
1.0717 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0695 |
| S1 |
1.0680 |
1.0680 |
1.0704 |
1.0665 |
| S2 |
1.0650 |
1.0650 |
1.0699 |
|
| S3 |
1.0598 |
1.0628 |
1.0695 |
|
| S4 |
1.0546 |
1.0576 |
1.0680 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1204 |
1.0867 |
|
| R3 |
1.1131 |
1.1037 |
1.0821 |
|
| R2 |
1.0964 |
1.0964 |
1.0806 |
|
| R1 |
1.0870 |
1.0870 |
1.0790 |
1.0834 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0779 |
| S1 |
1.0703 |
1.0703 |
1.0760 |
1.0667 |
| S2 |
1.0630 |
1.0630 |
1.0744 |
|
| S3 |
1.0463 |
1.0536 |
1.0729 |
|
| S4 |
1.0296 |
1.0369 |
1.0683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0816 |
1.0673 |
0.0143 |
1.3% |
0.0055 |
0.5% |
25% |
False |
True |
24,093 |
| 10 |
1.0903 |
1.0673 |
0.0230 |
2.1% |
0.0060 |
0.6% |
16% |
False |
True |
23,498 |
| 20 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
10% |
False |
True |
25,379 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0063 |
0.6% |
10% |
False |
True |
23,316 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0064 |
0.6% |
10% |
False |
True |
22,410 |
| 80 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0063 |
0.6% |
8% |
False |
True |
16,823 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0063 |
0.6% |
8% |
False |
True |
13,468 |
| 120 |
1.1255 |
1.0673 |
0.0582 |
5.4% |
0.0062 |
0.6% |
6% |
False |
True |
11,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0946 |
|
2.618 |
1.0861 |
|
1.618 |
1.0809 |
|
1.000 |
1.0777 |
|
0.618 |
1.0757 |
|
HIGH |
1.0725 |
|
0.618 |
1.0705 |
|
0.500 |
1.0699 |
|
0.382 |
1.0693 |
|
LOW |
1.0673 |
|
0.618 |
1.0641 |
|
1.000 |
1.0621 |
|
1.618 |
1.0589 |
|
2.618 |
1.0537 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0735 |
| PP |
1.0702 |
1.0726 |
| S1 |
1.0699 |
1.0718 |
|