CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0860 |
0.0036 |
0.3% |
1.0900 |
| High |
1.0870 |
1.0863 |
-0.0007 |
-0.1% |
1.0900 |
| Low |
1.0803 |
1.0804 |
0.0001 |
0.0% |
1.0783 |
| Close |
1.0858 |
1.0838 |
-0.0020 |
-0.2% |
1.0858 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.9% |
0.0117 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
7,811 |
910 |
-6,901 |
-88.3% |
130,382 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0984 |
1.0870 |
|
| R3 |
1.0953 |
1.0925 |
1.0854 |
|
| R2 |
1.0894 |
1.0894 |
1.0849 |
|
| R1 |
1.0866 |
1.0866 |
1.0843 |
1.0851 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0827 |
| S1 |
1.0807 |
1.0807 |
1.0833 |
1.0792 |
| S2 |
1.0776 |
1.0776 |
1.0827 |
|
| S3 |
1.0717 |
1.0748 |
1.0822 |
|
| S4 |
1.0658 |
1.0689 |
1.0806 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1145 |
1.0922 |
|
| R3 |
1.1081 |
1.1028 |
1.0890 |
|
| R2 |
1.0964 |
1.0964 |
1.0879 |
|
| R1 |
1.0911 |
1.0911 |
1.0869 |
1.0879 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0831 |
| S1 |
1.0794 |
1.0794 |
1.0847 |
1.0762 |
| S2 |
1.0730 |
1.0730 |
1.0837 |
|
| S3 |
1.0613 |
1.0677 |
1.0826 |
|
| S4 |
1.0496 |
1.0560 |
1.0794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0876 |
1.0783 |
0.0093 |
0.9% |
0.0064 |
0.6% |
59% |
False |
False |
21,134 |
| 10 |
1.0929 |
1.0783 |
0.0146 |
1.3% |
0.0074 |
0.7% |
38% |
False |
False |
23,392 |
| 20 |
1.0929 |
1.0673 |
0.0256 |
2.4% |
0.0073 |
0.7% |
64% |
False |
False |
24,534 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0069 |
0.6% |
48% |
False |
False |
24,281 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
48% |
False |
False |
23,779 |
| 80 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
48% |
False |
False |
20,536 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
37% |
False |
False |
16,443 |
| 120 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
37% |
False |
False |
13,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.1017 |
|
1.618 |
1.0958 |
|
1.000 |
1.0922 |
|
0.618 |
1.0899 |
|
HIGH |
1.0863 |
|
0.618 |
1.0840 |
|
0.500 |
1.0834 |
|
0.382 |
1.0827 |
|
LOW |
1.0804 |
|
0.618 |
1.0768 |
|
1.000 |
1.0745 |
|
1.618 |
1.0709 |
|
2.618 |
1.0650 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0836 |
| PP |
1.0835 |
1.0834 |
| S1 |
1.0834 |
1.0832 |
|