CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0790 |
-0.0044 |
-0.4% |
1.0900 |
| High |
1.0848 |
1.0820 |
-0.0028 |
-0.3% |
1.0912 |
| Low |
1.0803 |
1.0753 |
-0.0050 |
-0.5% |
1.0771 |
| Close |
1.0808 |
1.0753 |
-0.0055 |
-0.5% |
1.0808 |
| Range |
0.0045 |
0.0067 |
0.0022 |
48.9% |
0.0141 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.0% |
0.0000 |
| Volume |
43 |
56 |
13 |
30.2% |
262 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0932 |
1.0790 |
|
| R3 |
1.0909 |
1.0865 |
1.0771 |
|
| R2 |
1.0842 |
1.0842 |
1.0765 |
|
| R1 |
1.0798 |
1.0798 |
1.0759 |
1.0787 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0770 |
| S1 |
1.0731 |
1.0731 |
1.0747 |
1.0720 |
| S2 |
1.0708 |
1.0708 |
1.0741 |
|
| S3 |
1.0641 |
1.0664 |
1.0735 |
|
| S4 |
1.0574 |
1.0597 |
1.0716 |
|
|
| 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 |
1.0861 |
1.0753 |
0.0108 |
1.0% |
0.0053 |
0.5% |
0% |
False |
True |
51 |
| 10 |
1.1024 |
1.0753 |
0.0271 |
2.5% |
0.0054 |
0.5% |
0% |
False |
True |
47 |
| 20 |
1.1042 |
1.0753 |
0.0289 |
2.7% |
0.0048 |
0.5% |
0% |
False |
True |
48 |
| 40 |
1.1042 |
1.0721 |
0.0321 |
3.0% |
0.0045 |
0.4% |
10% |
False |
False |
45 |
| 60 |
1.1043 |
1.0721 |
0.0322 |
3.0% |
0.0048 |
0.4% |
10% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0995 |
|
1.618 |
1.0928 |
|
1.000 |
1.0887 |
|
0.618 |
1.0861 |
|
HIGH |
1.0820 |
|
0.618 |
1.0794 |
|
0.500 |
1.0787 |
|
0.382 |
1.0779 |
|
LOW |
1.0753 |
|
0.618 |
1.0712 |
|
1.000 |
1.0686 |
|
1.618 |
1.0645 |
|
2.618 |
1.0578 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0801 |
| PP |
1.0775 |
1.0785 |
| S1 |
1.0764 |
1.0769 |
|