CME Swiss Franc Future March 2022
| 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 |
1.0775 |
1.0827 |
0.0052 |
0.5% |
1.0996 |
| High |
1.0817 |
1.0845 |
0.0028 |
0.3% |
1.1024 |
| Low |
1.0771 |
1.0818 |
0.0047 |
0.4% |
1.0869 |
| Close |
1.0808 |
1.0842 |
0.0034 |
0.3% |
1.0901 |
| Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0155 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
68 |
23 |
-45 |
-66.2% |
181 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0906 |
1.0857 |
|
| R3 |
1.0889 |
1.0879 |
1.0849 |
|
| R2 |
1.0862 |
1.0862 |
1.0847 |
|
| R1 |
1.0852 |
1.0852 |
1.0844 |
1.0857 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0838 |
| S1 |
1.0825 |
1.0825 |
1.0840 |
1.0830 |
| S2 |
1.0808 |
1.0808 |
1.0837 |
|
| S3 |
1.0781 |
1.0798 |
1.0835 |
|
| S4 |
1.0754 |
1.0771 |
1.0827 |
|
|
| 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 |
1.0912 |
1.0771 |
0.0141 |
1.3% |
0.0052 |
0.5% |
50% |
False |
False |
63 |
| 10 |
1.1024 |
1.0771 |
0.0253 |
2.3% |
0.0050 |
0.5% |
28% |
False |
False |
40 |
| 20 |
1.1042 |
1.0771 |
0.0271 |
2.5% |
0.0045 |
0.4% |
26% |
False |
False |
44 |
| 40 |
1.1042 |
1.0721 |
0.0321 |
3.0% |
0.0044 |
0.4% |
38% |
False |
False |
43 |
| 60 |
1.1043 |
1.0721 |
0.0322 |
3.0% |
0.0048 |
0.4% |
38% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0960 |
|
2.618 |
1.0916 |
|
1.618 |
1.0889 |
|
1.000 |
1.0872 |
|
0.618 |
1.0862 |
|
HIGH |
1.0845 |
|
0.618 |
1.0835 |
|
0.500 |
1.0832 |
|
0.382 |
1.0828 |
|
LOW |
1.0818 |
|
0.618 |
1.0801 |
|
1.000 |
1.0791 |
|
1.618 |
1.0774 |
|
2.618 |
1.0747 |
|
4.250 |
1.0703 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0833 |
| PP |
1.0835 |
1.0825 |
| S1 |
1.0832 |
1.0816 |
|