CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0751 |
-0.0011 |
-0.1% |
1.0900 |
| High |
1.0785 |
1.0753 |
-0.0032 |
-0.3% |
1.0912 |
| Low |
1.0750 |
1.0712 |
-0.0038 |
-0.4% |
1.0771 |
| Close |
1.0752 |
1.0742 |
-0.0010 |
-0.1% |
1.0808 |
| Range |
0.0035 |
0.0041 |
0.0006 |
17.1% |
0.0141 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
66 |
92 |
26 |
39.4% |
262 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0841 |
1.0765 |
|
| R3 |
1.0818 |
1.0800 |
1.0753 |
|
| R2 |
1.0777 |
1.0777 |
1.0750 |
|
| R1 |
1.0759 |
1.0759 |
1.0746 |
1.0748 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0730 |
| S1 |
1.0718 |
1.0718 |
1.0738 |
1.0707 |
| S2 |
1.0695 |
1.0695 |
1.0734 |
|
| S3 |
1.0654 |
1.0677 |
1.0731 |
|
| S4 |
1.0613 |
1.0636 |
1.0719 |
|
|
| 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 |
1.0848 |
1.0712 |
0.0136 |
1.3% |
0.0043 |
0.4% |
22% |
False |
True |
56 |
| 10 |
1.0928 |
1.0712 |
0.0216 |
2.0% |
0.0050 |
0.5% |
14% |
False |
True |
59 |
| 20 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0051 |
0.5% |
9% |
False |
True |
55 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0043 |
0.4% |
9% |
False |
True |
48 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0047 |
0.4% |
9% |
False |
True |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0860 |
|
1.618 |
1.0819 |
|
1.000 |
1.0794 |
|
0.618 |
1.0778 |
|
HIGH |
1.0753 |
|
0.618 |
1.0737 |
|
0.500 |
1.0733 |
|
0.382 |
1.0728 |
|
LOW |
1.0712 |
|
0.618 |
1.0687 |
|
1.000 |
1.0671 |
|
1.618 |
1.0646 |
|
2.618 |
1.0605 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0766 |
| PP |
1.0736 |
1.0758 |
| S1 |
1.0733 |
1.0750 |
|