CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0897 |
0.0047 |
0.4% |
1.0893 |
| High |
1.0908 |
1.0924 |
0.0016 |
0.1% |
1.0929 |
| Low |
1.0833 |
1.0872 |
0.0039 |
0.4% |
1.0791 |
| Close |
1.0899 |
1.0922 |
0.0023 |
0.2% |
1.0854 |
| Range |
0.0075 |
0.0052 |
-0.0023 |
-30.7% |
0.0138 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
14,177 |
12,505 |
-1,672 |
-11.8% |
86,581 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1044 |
1.0951 |
|
| R3 |
1.1010 |
1.0992 |
1.0936 |
|
| R2 |
1.0958 |
1.0958 |
1.0932 |
|
| R1 |
1.0940 |
1.0940 |
1.0927 |
1.0949 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0911 |
| S1 |
1.0888 |
1.0888 |
1.0917 |
1.0897 |
| S2 |
1.0854 |
1.0854 |
1.0912 |
|
| S3 |
1.0802 |
1.0836 |
1.0908 |
|
| S4 |
1.0750 |
1.0784 |
1.0893 |
|
|
| 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% |
0.0070 |
0.6% |
93% |
False |
False |
14,252 |
| 10 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0069 |
0.6% |
95% |
False |
False |
16,105 |
| 20 |
1.0957 |
1.0720 |
0.0237 |
2.2% |
0.0075 |
0.7% |
85% |
False |
False |
12,121 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0063 |
0.6% |
64% |
False |
False |
6,088 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
64% |
False |
False |
4,073 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
64% |
False |
False |
3,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.1060 |
|
1.618 |
1.1008 |
|
1.000 |
1.0976 |
|
0.618 |
1.0956 |
|
HIGH |
1.0924 |
|
0.618 |
1.0904 |
|
0.500 |
1.0898 |
|
0.382 |
1.0892 |
|
LOW |
1.0872 |
|
0.618 |
1.0840 |
|
1.000 |
1.0820 |
|
1.618 |
1.0788 |
|
2.618 |
1.0736 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0907 |
| PP |
1.0906 |
1.0893 |
| S1 |
1.0898 |
1.0878 |
|