CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0834 |
0.0007 |
0.1% |
1.0900 |
| High |
1.0845 |
1.0848 |
0.0003 |
0.0% |
1.0912 |
| Low |
1.0818 |
1.0803 |
-0.0015 |
-0.1% |
1.0771 |
| Close |
1.0842 |
1.0808 |
-0.0034 |
-0.3% |
1.0808 |
| Range |
0.0027 |
0.0045 |
0.0018 |
66.7% |
0.0141 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
23 |
43 |
20 |
87.0% |
262 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0926 |
1.0833 |
|
| R3 |
1.0910 |
1.0881 |
1.0820 |
|
| R2 |
1.0865 |
1.0865 |
1.0816 |
|
| R1 |
1.0836 |
1.0836 |
1.0812 |
1.0828 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0816 |
| S1 |
1.0791 |
1.0791 |
1.0804 |
1.0783 |
| S2 |
1.0775 |
1.0775 |
1.0800 |
|
| S3 |
1.0730 |
1.0746 |
1.0796 |
|
| S4 |
1.0685 |
1.0701 |
1.0783 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1172 |
1.0886 |
|
| R3 |
1.1112 |
1.1031 |
1.0847 |
|
| R2 |
1.0971 |
1.0971 |
1.0834 |
|
| R1 |
1.0890 |
1.0890 |
1.0821 |
1.0860 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0816 |
| S1 |
1.0749 |
1.0749 |
1.0795 |
1.0719 |
| S2 |
1.0689 |
1.0689 |
1.0782 |
|
| S3 |
1.0548 |
1.0608 |
1.0769 |
|
| S4 |
1.0407 |
1.0467 |
1.0730 |
|
|
| 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% |
0.0053 |
0.5% |
26% |
False |
False |
52 |
| 10 |
1.1024 |
1.0771 |
0.0253 |
2.3% |
0.0050 |
0.5% |
15% |
False |
False |
44 |
| 20 |
1.1042 |
1.0771 |
0.0271 |
2.5% |
0.0047 |
0.4% |
14% |
False |
False |
46 |
| 40 |
1.1042 |
1.0721 |
0.0321 |
3.0% |
0.0044 |
0.4% |
27% |
False |
False |
44 |
| 60 |
1.1043 |
1.0721 |
0.0322 |
3.0% |
0.0049 |
0.5% |
27% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0966 |
|
1.618 |
1.0921 |
|
1.000 |
1.0893 |
|
0.618 |
1.0876 |
|
HIGH |
1.0848 |
|
0.618 |
1.0831 |
|
0.500 |
1.0826 |
|
0.382 |
1.0820 |
|
LOW |
1.0803 |
|
0.618 |
1.0775 |
|
1.000 |
1.0758 |
|
1.618 |
1.0730 |
|
2.618 |
1.0685 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0810 |
| PP |
1.0820 |
1.0809 |
| S1 |
1.0814 |
1.0809 |
|