CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0921 |
1.0926 |
0.0005 |
0.0% |
1.0846 |
| High |
1.0942 |
1.0981 |
0.0039 |
0.4% |
1.0924 |
| Low |
1.0903 |
1.0889 |
-0.0014 |
-0.1% |
1.0832 |
| Close |
1.0921 |
1.0957 |
0.0036 |
0.3% |
1.0922 |
| Range |
0.0039 |
0.0092 |
0.0053 |
135.9% |
0.0092 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.3% |
0.0000 |
| Volume |
14,388 |
23,033 |
8,645 |
60.1% |
54,108 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1180 |
1.1008 |
|
| R3 |
1.1126 |
1.1088 |
1.0982 |
|
| R2 |
1.1034 |
1.1034 |
1.0974 |
|
| R1 |
1.0996 |
1.0996 |
1.0965 |
1.1015 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0952 |
| S1 |
1.0904 |
1.0904 |
1.0949 |
1.0923 |
| S2 |
1.0850 |
1.0850 |
1.0940 |
|
| S3 |
1.0758 |
1.0812 |
1.0932 |
|
| S4 |
1.0666 |
1.0720 |
1.0906 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1137 |
1.0973 |
|
| R3 |
1.1077 |
1.1045 |
1.0947 |
|
| R2 |
1.0985 |
1.0985 |
1.0939 |
|
| R1 |
1.0953 |
1.0953 |
1.0930 |
1.0969 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0901 |
| S1 |
1.0861 |
1.0861 |
1.0914 |
1.0877 |
| S2 |
1.0801 |
1.0801 |
1.0905 |
|
| S3 |
1.0709 |
1.0769 |
1.0897 |
|
| S4 |
1.0617 |
1.0677 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0981 |
1.0833 |
0.0148 |
1.4% |
0.0058 |
0.5% |
84% |
True |
False |
14,840 |
| 10 |
1.0981 |
1.0791 |
0.0190 |
1.7% |
0.0066 |
0.6% |
87% |
True |
False |
15,896 |
| 20 |
1.0981 |
1.0791 |
0.0190 |
1.7% |
0.0066 |
0.6% |
87% |
True |
False |
14,386 |
| 40 |
1.1036 |
1.0712 |
0.0324 |
3.0% |
0.0061 |
0.6% |
76% |
False |
False |
7,267 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
74% |
False |
False |
4,864 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
74% |
False |
False |
3,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1372 |
|
2.618 |
1.1222 |
|
1.618 |
1.1130 |
|
1.000 |
1.1073 |
|
0.618 |
1.1038 |
|
HIGH |
1.0981 |
|
0.618 |
1.0946 |
|
0.500 |
1.0935 |
|
0.382 |
1.0924 |
|
LOW |
1.0889 |
|
0.618 |
1.0832 |
|
1.000 |
1.0797 |
|
1.618 |
1.0740 |
|
2.618 |
1.0648 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0950 |
| PP |
1.0942 |
1.0942 |
| S1 |
1.0935 |
1.0935 |
|