CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0876 |
0.0030 |
0.3% |
1.0893 |
| High |
1.0904 |
1.0901 |
-0.0003 |
0.0% |
1.0929 |
| Low |
1.0836 |
1.0832 |
-0.0004 |
0.0% |
1.0791 |
| Close |
1.0867 |
1.0850 |
-0.0017 |
-0.2% |
1.0854 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0138 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
14,222 |
13,204 |
-1,018 |
-7.2% |
86,581 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1028 |
1.0888 |
|
| R3 |
1.0999 |
1.0959 |
1.0869 |
|
| R2 |
1.0930 |
1.0930 |
1.0863 |
|
| R1 |
1.0890 |
1.0890 |
1.0856 |
1.0876 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0854 |
| S1 |
1.0821 |
1.0821 |
1.0844 |
1.0807 |
| S2 |
1.0792 |
1.0792 |
1.0837 |
|
| S3 |
1.0723 |
1.0752 |
1.0831 |
|
| S4 |
1.0654 |
1.0683 |
1.0812 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1201 |
1.0930 |
|
| R3 |
1.1134 |
1.1063 |
1.0892 |
|
| R2 |
1.0996 |
1.0996 |
1.0879 |
|
| R1 |
1.0925 |
1.0925 |
1.0867 |
1.0892 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0841 |
| S1 |
1.0787 |
1.0787 |
1.0841 |
1.0754 |
| S2 |
1.0720 |
1.0720 |
1.0829 |
|
| S3 |
1.0582 |
1.0649 |
1.0816 |
|
| S4 |
1.0444 |
1.0511 |
1.0778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0074 |
0.7% |
43% |
False |
False |
16,951 |
| 10 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0071 |
0.7% |
43% |
False |
False |
19,158 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.3% |
0.0073 |
0.7% |
56% |
False |
False |
10,795 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
42% |
False |
False |
5,421 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
42% |
False |
False |
3,629 |
| 80 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0054 |
0.5% |
42% |
False |
False |
2,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1082 |
|
1.618 |
1.1013 |
|
1.000 |
1.0970 |
|
0.618 |
1.0944 |
|
HIGH |
1.0901 |
|
0.618 |
1.0875 |
|
0.500 |
1.0867 |
|
0.382 |
1.0858 |
|
LOW |
1.0832 |
|
0.618 |
1.0789 |
|
1.000 |
1.0763 |
|
1.618 |
1.0720 |
|
2.618 |
1.0651 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0867 |
1.0881 |
| PP |
1.0861 |
1.0870 |
| S1 |
1.0856 |
1.0860 |
|