CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0934 |
0.0033 |
0.3% |
1.0918 |
| High |
1.0964 |
1.0958 |
-0.0006 |
-0.1% |
1.1005 |
| Low |
1.0895 |
1.0907 |
0.0012 |
0.1% |
1.0889 |
| Close |
1.0931 |
1.0919 |
-0.0012 |
-0.1% |
1.0992 |
| Range |
0.0069 |
0.0051 |
-0.0018 |
-26.1% |
0.0116 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
17,124 |
18,596 |
1,472 |
8.6% |
80,448 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1051 |
1.0947 |
|
| R3 |
1.1030 |
1.1000 |
1.0933 |
|
| R2 |
1.0979 |
1.0979 |
1.0928 |
|
| R1 |
1.0949 |
1.0949 |
1.0924 |
1.0939 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0923 |
| S1 |
1.0898 |
1.0898 |
1.0914 |
1.0888 |
| S2 |
1.0877 |
1.0877 |
1.0910 |
|
| S3 |
1.0826 |
1.0847 |
1.0905 |
|
| S4 |
1.0775 |
1.0796 |
1.0891 |
|
|
| 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 |
1.0888 |
0.0117 |
1.1% |
0.0067 |
0.6% |
26% |
False |
False |
18,053 |
| 10 |
1.1005 |
1.0833 |
0.0172 |
1.6% |
0.0063 |
0.6% |
50% |
False |
False |
16,446 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0067 |
0.6% |
60% |
False |
False |
17,802 |
| 40 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0065 |
0.6% |
66% |
False |
False |
9,521 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
63% |
False |
False |
6,366 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0055 |
0.5% |
63% |
False |
False |
4,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1092 |
|
1.618 |
1.1041 |
|
1.000 |
1.1009 |
|
0.618 |
1.0990 |
|
HIGH |
1.0958 |
|
0.618 |
1.0939 |
|
0.500 |
1.0933 |
|
0.382 |
1.0926 |
|
LOW |
1.0907 |
|
0.618 |
1.0875 |
|
1.000 |
1.0856 |
|
1.618 |
1.0824 |
|
2.618 |
1.0773 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0939 |
| PP |
1.0928 |
1.0932 |
| S1 |
1.0924 |
1.0926 |
|