CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0853 |
-0.0047 |
-0.4% |
1.0996 |
| High |
1.0912 |
1.0861 |
-0.0051 |
-0.5% |
1.1024 |
| Low |
1.0846 |
1.0780 |
-0.0066 |
-0.6% |
1.0869 |
| Close |
1.0855 |
1.0780 |
-0.0075 |
-0.7% |
1.0901 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.7% |
0.0155 |
| ATR |
0.0052 |
0.0055 |
0.0002 |
3.9% |
0.0000 |
| Volume |
61 |
67 |
6 |
9.8% |
181 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0996 |
1.0825 |
|
| R3 |
1.0969 |
1.0915 |
1.0802 |
|
| R2 |
1.0888 |
1.0888 |
1.0795 |
|
| R1 |
1.0834 |
1.0834 |
1.0787 |
1.0821 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0800 |
| S1 |
1.0753 |
1.0753 |
1.0773 |
1.0740 |
| S2 |
1.0726 |
1.0726 |
1.0765 |
|
| S3 |
1.0645 |
1.0672 |
1.0758 |
|
| S4 |
1.0564 |
1.0591 |
1.0735 |
|
|
| 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 |
1.1005 |
1.0780 |
0.0225 |
2.1% |
0.0061 |
0.6% |
0% |
False |
True |
54 |
| 10 |
1.1024 |
1.0780 |
0.0244 |
2.3% |
0.0045 |
0.4% |
0% |
False |
True |
32 |
| 20 |
1.1042 |
1.0780 |
0.0262 |
2.4% |
0.0047 |
0.4% |
0% |
False |
True |
43 |
| 40 |
1.1042 |
1.0721 |
0.0321 |
3.0% |
0.0046 |
0.4% |
18% |
False |
False |
41 |
| 60 |
1.1043 |
1.0721 |
0.0322 |
3.0% |
0.0048 |
0.4% |
18% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1073 |
|
1.618 |
1.0992 |
|
1.000 |
1.0942 |
|
0.618 |
1.0911 |
|
HIGH |
1.0861 |
|
0.618 |
1.0830 |
|
0.500 |
1.0821 |
|
0.382 |
1.0811 |
|
LOW |
1.0780 |
|
0.618 |
1.0730 |
|
1.000 |
1.0699 |
|
1.618 |
1.0649 |
|
2.618 |
1.0568 |
|
4.250 |
1.0436 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0846 |
| PP |
1.0807 |
1.0824 |
| S1 |
1.0794 |
1.0802 |
|