CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0887 |
0.0145 |
1.3% |
1.0790 |
| High |
1.0884 |
1.0887 |
0.0003 |
0.0% |
1.0884 |
| Low |
1.0720 |
1.0825 |
0.0105 |
1.0% |
1.0712 |
| Close |
1.0875 |
1.0850 |
-0.0025 |
-0.2% |
1.0875 |
| Range |
0.0164 |
0.0062 |
-0.0102 |
-62.2% |
0.0172 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
626 |
645 |
19 |
3.0% |
840 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.1007 |
1.0884 |
|
| R3 |
1.0978 |
1.0945 |
1.0867 |
|
| R2 |
1.0916 |
1.0916 |
1.0861 |
|
| R1 |
1.0883 |
1.0883 |
1.0856 |
1.0869 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0847 |
| S1 |
1.0821 |
1.0821 |
1.0844 |
1.0807 |
| S2 |
1.0792 |
1.0792 |
1.0839 |
|
| S3 |
1.0730 |
1.0759 |
1.0833 |
|
| S4 |
1.0668 |
1.0697 |
1.0816 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1279 |
1.0970 |
|
| R3 |
1.1168 |
1.1107 |
1.0922 |
|
| R2 |
1.0996 |
1.0996 |
1.0907 |
|
| R1 |
1.0935 |
1.0935 |
1.0891 |
1.0966 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0839 |
| S1 |
1.0763 |
1.0763 |
1.0859 |
1.0794 |
| S2 |
1.0652 |
1.0652 |
1.0843 |
|
| S3 |
1.0480 |
1.0591 |
1.0828 |
|
| S4 |
1.0308 |
1.0419 |
1.0780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0887 |
1.0712 |
0.0175 |
1.6% |
0.0074 |
0.7% |
79% |
True |
False |
297 |
| 10 |
1.0912 |
1.0712 |
0.0200 |
1.8% |
0.0063 |
0.6% |
69% |
False |
False |
174 |
| 20 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
42% |
False |
False |
101 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0046 |
0.4% |
42% |
False |
False |
80 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0049 |
0.5% |
42% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1151 |
|
2.618 |
1.1049 |
|
1.618 |
1.0987 |
|
1.000 |
1.0949 |
|
0.618 |
1.0925 |
|
HIGH |
1.0887 |
|
0.618 |
1.0863 |
|
0.500 |
1.0856 |
|
0.382 |
1.0849 |
|
LOW |
1.0825 |
|
0.618 |
1.0787 |
|
1.000 |
1.0763 |
|
1.618 |
1.0725 |
|
2.618 |
1.0663 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0833 |
| PP |
1.0854 |
1.0816 |
| S1 |
1.0852 |
1.0800 |
|