CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0850 |
-0.0026 |
-0.2% |
1.0893 |
| High |
1.0901 |
1.0908 |
0.0007 |
0.1% |
1.0929 |
| Low |
1.0832 |
1.0833 |
0.0001 |
0.0% |
1.0791 |
| Close |
1.0850 |
1.0899 |
0.0049 |
0.5% |
1.0854 |
| Range |
0.0069 |
0.0075 |
0.0006 |
8.7% |
0.0138 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
13,204 |
14,177 |
973 |
7.4% |
86,581 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1077 |
1.0940 |
|
| R3 |
1.1030 |
1.1002 |
1.0920 |
|
| R2 |
1.0955 |
1.0955 |
1.0913 |
|
| R1 |
1.0927 |
1.0927 |
1.0906 |
1.0941 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0887 |
| S1 |
1.0852 |
1.0852 |
1.0892 |
1.0866 |
| S2 |
1.0805 |
1.0805 |
1.0885 |
|
| S3 |
1.0730 |
1.0777 |
1.0878 |
|
| S4 |
1.0655 |
1.0702 |
1.0858 |
|
|
| 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 |
1.0832 |
0.0097 |
0.9% |
0.0075 |
0.7% |
69% |
False |
False |
15,965 |
| 10 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0072 |
0.7% |
78% |
False |
False |
17,865 |
| 20 |
1.0957 |
1.0712 |
0.0245 |
2.2% |
0.0075 |
0.7% |
76% |
False |
False |
11,501 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
57% |
False |
False |
5,776 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
57% |
False |
False |
3,865 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
57% |
False |
False |
2,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1104 |
|
1.618 |
1.1029 |
|
1.000 |
1.0983 |
|
0.618 |
1.0954 |
|
HIGH |
1.0908 |
|
0.618 |
1.0879 |
|
0.500 |
1.0871 |
|
0.382 |
1.0862 |
|
LOW |
1.0833 |
|
0.618 |
1.0787 |
|
1.000 |
1.0758 |
|
1.618 |
1.0712 |
|
2.618 |
1.0637 |
|
4.250 |
1.0514 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0889 |
| PP |
1.0880 |
1.0880 |
| S1 |
1.0871 |
1.0870 |
|