CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0818 |
1.0868 |
0.0050 |
0.5% |
1.0839 |
| High |
1.0876 |
1.0870 |
-0.0006 |
-0.1% |
1.0929 |
| Low |
1.0810 |
1.0794 |
-0.0016 |
-0.1% |
1.0788 |
| Close |
1.0872 |
1.0818 |
-0.0054 |
-0.5% |
1.0900 |
| Range |
0.0066 |
0.0076 |
0.0010 |
15.2% |
0.0141 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
38,210 |
33,214 |
-4,996 |
-13.1% |
124,587 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1013 |
1.0860 |
|
| R3 |
1.0979 |
1.0937 |
1.0839 |
|
| R2 |
1.0903 |
1.0903 |
1.0832 |
|
| R1 |
1.0861 |
1.0861 |
1.0825 |
1.0844 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0819 |
| S1 |
1.0785 |
1.0785 |
1.0811 |
1.0768 |
| S2 |
1.0751 |
1.0751 |
1.0804 |
|
| S3 |
1.0675 |
1.0709 |
1.0797 |
|
| S4 |
1.0599 |
1.0633 |
1.0776 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1239 |
1.0978 |
|
| R3 |
1.1154 |
1.1098 |
1.0939 |
|
| R2 |
1.1013 |
1.1013 |
1.0926 |
|
| R1 |
1.0957 |
1.0957 |
1.0913 |
1.0985 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0887 |
| S1 |
1.0816 |
1.0816 |
1.0887 |
1.0844 |
| S2 |
1.0731 |
1.0731 |
1.0874 |
|
| S3 |
1.0590 |
1.0675 |
1.0861 |
|
| S4 |
1.0449 |
1.0534 |
1.0822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0929 |
1.0783 |
0.0146 |
1.3% |
0.0076 |
0.7% |
24% |
False |
False |
28,625 |
| 10 |
1.0929 |
1.0686 |
0.0243 |
2.2% |
0.0084 |
0.8% |
54% |
False |
False |
28,879 |
| 20 |
1.0929 |
1.0673 |
0.0256 |
2.4% |
0.0072 |
0.7% |
57% |
False |
False |
26,188 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0068 |
0.6% |
42% |
False |
False |
25,114 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
42% |
False |
False |
24,555 |
| 80 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
42% |
False |
False |
20,430 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
32% |
False |
False |
16,356 |
| 120 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0063 |
0.6% |
32% |
False |
False |
13,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.1069 |
|
1.618 |
1.0993 |
|
1.000 |
1.0946 |
|
0.618 |
1.0917 |
|
HIGH |
1.0870 |
|
0.618 |
1.0841 |
|
0.500 |
1.0832 |
|
0.382 |
1.0823 |
|
LOW |
1.0794 |
|
0.618 |
1.0747 |
|
1.000 |
1.0718 |
|
1.618 |
1.0671 |
|
2.618 |
1.0595 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0830 |
| PP |
1.0827 |
1.0826 |
| S1 |
1.0823 |
1.0822 |
|