CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0900 |
0.0018 |
0.2% |
1.0996 |
| High |
1.0908 |
1.0912 |
0.0004 |
0.0% |
1.1024 |
| Low |
1.0869 |
1.0846 |
-0.0023 |
-0.2% |
1.0869 |
| Close |
1.0901 |
1.0855 |
-0.0046 |
-0.4% |
1.0901 |
| Range |
0.0039 |
0.0066 |
0.0027 |
69.2% |
0.0155 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0000 |
| Volume |
99 |
61 |
-38 |
-38.4% |
181 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1028 |
1.0891 |
|
| R3 |
1.1003 |
1.0962 |
1.0873 |
|
| R2 |
1.0937 |
1.0937 |
1.0867 |
|
| R1 |
1.0896 |
1.0896 |
1.0861 |
1.0884 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0865 |
| S1 |
1.0830 |
1.0830 |
1.0849 |
1.0818 |
| S2 |
1.0805 |
1.0805 |
1.0843 |
|
| S3 |
1.0739 |
1.0764 |
1.0837 |
|
| S4 |
1.0673 |
1.0698 |
1.0819 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1304 |
1.0986 |
|
| R3 |
1.1241 |
1.1149 |
1.0944 |
|
| R2 |
1.1086 |
1.1086 |
1.0929 |
|
| R1 |
1.0994 |
1.0994 |
1.0915 |
1.0963 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0916 |
| S1 |
1.0839 |
1.0839 |
1.0887 |
1.0808 |
| S2 |
1.0776 |
1.0776 |
1.0873 |
|
| S3 |
1.0621 |
1.0684 |
1.0858 |
|
| S4 |
1.0466 |
1.0529 |
1.0816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0846 |
0.0178 |
1.6% |
0.0054 |
0.5% |
5% |
False |
True |
43 |
| 10 |
1.1036 |
1.0846 |
0.0190 |
1.8% |
0.0043 |
0.4% |
5% |
False |
True |
33 |
| 20 |
1.1042 |
1.0846 |
0.0196 |
1.8% |
0.0045 |
0.4% |
5% |
False |
True |
46 |
| 40 |
1.1042 |
1.0721 |
0.0321 |
3.0% |
0.0045 |
0.4% |
42% |
False |
False |
39 |
| 60 |
1.1043 |
1.0721 |
0.0322 |
3.0% |
0.0047 |
0.4% |
42% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.1085 |
|
1.618 |
1.1019 |
|
1.000 |
1.0978 |
|
0.618 |
1.0953 |
|
HIGH |
1.0912 |
|
0.618 |
1.0887 |
|
0.500 |
1.0879 |
|
0.382 |
1.0871 |
|
LOW |
1.0846 |
|
0.618 |
1.0805 |
|
1.000 |
1.0780 |
|
1.618 |
1.0739 |
|
2.618 |
1.0673 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0887 |
| PP |
1.0871 |
1.0876 |
| S1 |
1.0863 |
1.0866 |
|