CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0901 |
-0.0015 |
-0.1% |
1.0790 |
| High |
1.0939 |
1.0930 |
-0.0009 |
-0.1% |
1.0884 |
| Low |
1.0890 |
1.0880 |
-0.0010 |
-0.1% |
1.0712 |
| Close |
1.0904 |
1.0894 |
-0.0010 |
-0.1% |
1.0875 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0172 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,432 |
1,105 |
-327 |
-22.8% |
840 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1023 |
1.0922 |
|
| R3 |
1.1001 |
1.0973 |
1.0908 |
|
| R2 |
1.0951 |
1.0951 |
1.0903 |
|
| R1 |
1.0923 |
1.0923 |
1.0899 |
1.0912 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0896 |
| S1 |
1.0873 |
1.0873 |
1.0889 |
1.0862 |
| S2 |
1.0851 |
1.0851 |
1.0885 |
|
| S3 |
1.0801 |
1.0823 |
1.0880 |
|
| S4 |
1.0751 |
1.0773 |
1.0867 |
|
|
| 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 |
1.0957 |
1.0720 |
0.0237 |
2.2% |
0.0090 |
0.8% |
73% |
False |
False |
952 |
| 10 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0067 |
0.6% |
74% |
False |
False |
504 |
| 20 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0058 |
0.5% |
58% |
False |
False |
271 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0050 |
0.5% |
55% |
False |
False |
166 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0051 |
0.5% |
55% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1143 |
|
2.618 |
1.1061 |
|
1.618 |
1.1011 |
|
1.000 |
1.0980 |
|
0.618 |
1.0961 |
|
HIGH |
1.0930 |
|
0.618 |
1.0911 |
|
0.500 |
1.0905 |
|
0.382 |
1.0899 |
|
LOW |
1.0880 |
|
0.618 |
1.0849 |
|
1.000 |
1.0830 |
|
1.618 |
1.0799 |
|
2.618 |
1.0749 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0894 |
| PP |
1.0901 |
1.0894 |
| S1 |
1.0898 |
1.0894 |
|