CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0883 |
-0.0018 |
-0.2% |
1.0887 |
| High |
1.0930 |
1.0943 |
0.0013 |
0.1% |
1.0957 |
| Low |
1.0880 |
1.0883 |
0.0003 |
0.0% |
1.0825 |
| Close |
1.0894 |
1.0931 |
0.0037 |
0.3% |
1.0931 |
| Range |
0.0050 |
0.0060 |
0.0010 |
20.0% |
0.0132 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,105 |
1,904 |
799 |
72.3% |
6,039 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1075 |
1.0964 |
|
| R3 |
1.1039 |
1.1015 |
1.0948 |
|
| R2 |
1.0979 |
1.0979 |
1.0942 |
|
| R1 |
1.0955 |
1.0955 |
1.0937 |
1.0967 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0925 |
| S1 |
1.0895 |
1.0895 |
1.0926 |
1.0907 |
| S2 |
1.0859 |
1.0859 |
1.0920 |
|
| S3 |
1.0799 |
1.0835 |
1.0915 |
|
| S4 |
1.0739 |
1.0775 |
1.0898 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1248 |
1.1004 |
|
| R3 |
1.1168 |
1.1116 |
1.0967 |
|
| R2 |
1.1036 |
1.1036 |
1.0955 |
|
| R1 |
1.0984 |
1.0984 |
1.0943 |
1.1010 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0918 |
| S1 |
1.0852 |
1.0852 |
1.0919 |
1.0878 |
| S2 |
1.0772 |
1.0772 |
1.0907 |
|
| S3 |
1.0640 |
1.0720 |
1.0895 |
|
| S4 |
1.0508 |
1.0588 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0957 |
1.0825 |
0.0132 |
1.2% |
0.0070 |
0.6% |
80% |
False |
False |
1,207 |
| 10 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0070 |
0.6% |
89% |
False |
False |
692 |
| 20 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0060 |
0.5% |
70% |
False |
False |
366 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0051 |
0.5% |
66% |
False |
False |
213 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0051 |
0.5% |
66% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1100 |
|
1.618 |
1.1040 |
|
1.000 |
1.1003 |
|
0.618 |
1.0980 |
|
HIGH |
1.0943 |
|
0.618 |
1.0920 |
|
0.500 |
1.0913 |
|
0.382 |
1.0906 |
|
LOW |
1.0883 |
|
0.618 |
1.0846 |
|
1.000 |
1.0823 |
|
1.618 |
1.0786 |
|
2.618 |
1.0726 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0925 |
| PP |
1.0919 |
1.0918 |
| S1 |
1.0913 |
1.0912 |
|