CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0955 |
0.0029 |
0.3% |
1.0846 |
| High |
1.0981 |
1.0970 |
-0.0011 |
-0.1% |
1.0924 |
| Low |
1.0889 |
1.0912 |
0.0023 |
0.2% |
1.0832 |
| Close |
1.0957 |
1.0963 |
0.0006 |
0.1% |
1.0922 |
| Range |
0.0092 |
0.0058 |
-0.0034 |
-37.0% |
0.0092 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
23,033 |
17,140 |
-5,893 |
-25.6% |
54,108 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1101 |
1.0995 |
|
| R3 |
1.1064 |
1.1043 |
1.0979 |
|
| R2 |
1.1006 |
1.1006 |
1.0974 |
|
| R1 |
1.0985 |
1.0985 |
1.0968 |
1.0996 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0954 |
| S1 |
1.0927 |
1.0927 |
1.0958 |
1.0938 |
| S2 |
1.0890 |
1.0890 |
1.0952 |
|
| S3 |
1.0832 |
1.0869 |
1.0947 |
|
| S4 |
1.0774 |
1.0811 |
1.0931 |
|
|
| 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 |
1.0872 |
0.0109 |
1.0% |
0.0055 |
0.5% |
83% |
False |
False |
15,433 |
| 10 |
1.0981 |
1.0832 |
0.0149 |
1.4% |
0.0065 |
0.6% |
88% |
False |
False |
15,699 |
| 20 |
1.0981 |
1.0791 |
0.0190 |
1.7% |
0.0066 |
0.6% |
91% |
False |
False |
15,172 |
| 40 |
1.1024 |
1.0712 |
0.0312 |
2.8% |
0.0061 |
0.6% |
80% |
False |
False |
7,694 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
76% |
False |
False |
5,150 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
76% |
False |
False |
3,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1122 |
|
1.618 |
1.1064 |
|
1.000 |
1.1028 |
|
0.618 |
1.1006 |
|
HIGH |
1.0970 |
|
0.618 |
1.0948 |
|
0.500 |
1.0941 |
|
0.382 |
1.0934 |
|
LOW |
1.0912 |
|
0.618 |
1.0876 |
|
1.000 |
1.0854 |
|
1.618 |
1.0818 |
|
2.618 |
1.0760 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0954 |
| PP |
1.0948 |
1.0944 |
| S1 |
1.0941 |
1.0935 |
|