CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0856 |
-0.0047 |
-0.4% |
1.0926 |
| High |
1.0903 |
1.0903 |
0.0000 |
0.0% |
1.0929 |
| Low |
1.0824 |
1.0837 |
0.0013 |
0.1% |
1.0815 |
| Close |
1.0848 |
1.0889 |
0.0041 |
0.4% |
1.0889 |
| Range |
0.0079 |
0.0066 |
-0.0013 |
-16.5% |
0.0114 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
30,105 |
20,365 |
-9,740 |
-32.4% |
95,083 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1048 |
1.0925 |
|
| R3 |
1.1008 |
1.0982 |
1.0907 |
|
| R2 |
1.0942 |
1.0942 |
1.0901 |
|
| R1 |
1.0916 |
1.0916 |
1.0895 |
1.0929 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0883 |
| S1 |
1.0850 |
1.0850 |
1.0883 |
1.0863 |
| S2 |
1.0810 |
1.0810 |
1.0877 |
|
| S3 |
1.0744 |
1.0784 |
1.0871 |
|
| S4 |
1.0678 |
1.0718 |
1.0853 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1168 |
1.0952 |
|
| R3 |
1.1106 |
1.1054 |
1.0920 |
|
| R2 |
1.0992 |
1.0992 |
1.0910 |
|
| R1 |
1.0940 |
1.0940 |
1.0899 |
1.0909 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0862 |
| S1 |
1.0826 |
1.0826 |
1.0879 |
1.0795 |
| S2 |
1.0764 |
1.0764 |
1.0868 |
|
| S3 |
1.0650 |
1.0712 |
1.0858 |
|
| S4 |
1.0536 |
1.0598 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0929 |
1.0815 |
0.0114 |
1.0% |
0.0073 |
0.7% |
65% |
False |
False |
19,016 |
| 10 |
1.0957 |
1.0815 |
0.0142 |
1.3% |
0.0072 |
0.7% |
52% |
False |
False |
10,112 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0066 |
0.6% |
72% |
False |
False |
5,116 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
54% |
False |
False |
2,579 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
54% |
False |
False |
1,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1076 |
|
1.618 |
1.1010 |
|
1.000 |
1.0969 |
|
0.618 |
1.0944 |
|
HIGH |
1.0903 |
|
0.618 |
1.0878 |
|
0.500 |
1.0870 |
|
0.382 |
1.0862 |
|
LOW |
1.0837 |
|
0.618 |
1.0796 |
|
1.000 |
1.0771 |
|
1.618 |
1.0730 |
|
2.618 |
1.0664 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0881 |
| PP |
1.0876 |
1.0873 |
| S1 |
1.0870 |
1.0866 |
|