CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0883 |
1.0926 |
0.0043 |
0.4% |
1.0887 |
| High |
1.0943 |
1.0929 |
-0.0014 |
-0.1% |
1.0957 |
| Low |
1.0883 |
1.0824 |
-0.0059 |
-0.5% |
1.0825 |
| Close |
1.0931 |
1.0833 |
-0.0098 |
-0.9% |
1.0931 |
| Range |
0.0060 |
0.0105 |
0.0045 |
75.0% |
0.0132 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.2% |
0.0000 |
| Volume |
1,904 |
5,889 |
3,985 |
209.3% |
6,039 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1110 |
1.0891 |
|
| R3 |
1.1072 |
1.1005 |
1.0862 |
|
| R2 |
1.0967 |
1.0967 |
1.0852 |
|
| R1 |
1.0900 |
1.0900 |
1.0843 |
1.0881 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0853 |
| S1 |
1.0795 |
1.0795 |
1.0823 |
1.0776 |
| S2 |
1.0757 |
1.0757 |
1.0814 |
|
| S3 |
1.0652 |
1.0690 |
1.0804 |
|
| S4 |
1.0547 |
1.0585 |
1.0775 |
|
|
| 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 |
1.0824 |
0.0133 |
1.2% |
0.0078 |
0.7% |
7% |
False |
True |
2,256 |
| 10 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0076 |
0.7% |
49% |
False |
False |
1,276 |
| 20 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0063 |
0.6% |
39% |
False |
False |
660 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0052 |
0.5% |
37% |
False |
False |
361 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0052 |
0.5% |
37% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1204 |
|
1.618 |
1.1099 |
|
1.000 |
1.1034 |
|
0.618 |
1.0994 |
|
HIGH |
1.0929 |
|
0.618 |
1.0889 |
|
0.500 |
1.0877 |
|
0.382 |
1.0864 |
|
LOW |
1.0824 |
|
0.618 |
1.0759 |
|
1.000 |
1.0719 |
|
1.618 |
1.0654 |
|
2.618 |
1.0549 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0884 |
| PP |
1.0862 |
1.0867 |
| S1 |
1.0848 |
1.0850 |
|