CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0966 |
0.0011 |
0.1% |
1.0918 |
| High |
1.0970 |
1.1005 |
0.0035 |
0.3% |
1.1005 |
| Low |
1.0912 |
1.0951 |
0.0039 |
0.4% |
1.0889 |
| Close |
1.0963 |
1.0992 |
0.0029 |
0.3% |
1.0992 |
| Range |
0.0058 |
0.0054 |
-0.0004 |
-6.9% |
0.0116 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
17,140 |
15,786 |
-1,354 |
-7.9% |
80,448 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1122 |
1.1022 |
|
| R3 |
1.1091 |
1.1068 |
1.1007 |
|
| R2 |
1.1037 |
1.1037 |
1.1002 |
|
| R1 |
1.1014 |
1.1014 |
1.0997 |
1.1026 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0988 |
| S1 |
1.0960 |
1.0960 |
1.0987 |
1.0972 |
| S2 |
1.0929 |
1.0929 |
1.0982 |
|
| S3 |
1.0875 |
1.0906 |
1.0977 |
|
| S4 |
1.0821 |
1.0852 |
1.0962 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1267 |
1.1056 |
|
| R3 |
1.1194 |
1.1151 |
1.1024 |
|
| R2 |
1.1078 |
1.1078 |
1.1013 |
|
| R1 |
1.1035 |
1.1035 |
1.1003 |
1.1057 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0973 |
| S1 |
1.0919 |
1.0919 |
1.0981 |
1.0941 |
| S2 |
1.0846 |
1.0846 |
1.0971 |
|
| S3 |
1.0730 |
1.0803 |
1.0960 |
|
| S4 |
1.0614 |
1.0687 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1005 |
1.0889 |
0.0116 |
1.1% |
0.0055 |
0.5% |
89% |
True |
False |
16,089 |
| 10 |
1.1005 |
1.0832 |
0.0173 |
1.6% |
0.0063 |
0.6% |
92% |
True |
False |
15,171 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
1.9% |
0.0067 |
0.6% |
94% |
True |
False |
15,906 |
| 40 |
1.1024 |
1.0712 |
0.0312 |
2.8% |
0.0062 |
0.6% |
90% |
False |
False |
8,089 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
85% |
False |
False |
5,413 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
85% |
False |
False |
4,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1146 |
|
1.618 |
1.1092 |
|
1.000 |
1.1059 |
|
0.618 |
1.1038 |
|
HIGH |
1.1005 |
|
0.618 |
1.0984 |
|
0.500 |
1.0978 |
|
0.382 |
1.0972 |
|
LOW |
1.0951 |
|
0.618 |
1.0918 |
|
1.000 |
1.0897 |
|
1.618 |
1.0864 |
|
2.618 |
1.0810 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0977 |
| PP |
1.0983 |
1.0962 |
| S1 |
1.0978 |
1.0947 |
|