CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0920 |
-0.0014 |
-0.1% |
1.0918 |
| High |
1.0958 |
1.0925 |
-0.0033 |
-0.3% |
1.1005 |
| Low |
1.0907 |
1.0858 |
-0.0049 |
-0.4% |
1.0889 |
| Close |
1.0919 |
1.0860 |
-0.0059 |
-0.5% |
1.0992 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0116 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
18,596 |
16,702 |
-1,894 |
-10.2% |
80,448 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1038 |
1.0897 |
|
| R3 |
1.1015 |
1.0971 |
1.0878 |
|
| R2 |
1.0948 |
1.0948 |
1.0872 |
|
| R1 |
1.0904 |
1.0904 |
1.0866 |
1.0893 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0875 |
| S1 |
1.0837 |
1.0837 |
1.0854 |
1.0826 |
| S2 |
1.0814 |
1.0814 |
1.0848 |
|
| S3 |
1.0747 |
1.0770 |
1.0842 |
|
| S4 |
1.0680 |
1.0703 |
1.0823 |
|
|
| 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 |
1.0858 |
0.0147 |
1.4% |
0.0068 |
0.6% |
1% |
False |
True |
17,965 |
| 10 |
1.1005 |
1.0858 |
0.0147 |
1.4% |
0.0062 |
0.6% |
1% |
False |
True |
16,699 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0067 |
0.6% |
32% |
False |
False |
17,282 |
| 40 |
1.1005 |
1.0712 |
0.0293 |
2.7% |
0.0066 |
0.6% |
51% |
False |
False |
9,938 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
45% |
False |
False |
6,642 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0056 |
0.5% |
45% |
False |
False |
4,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1100 |
|
1.618 |
1.1033 |
|
1.000 |
1.0992 |
|
0.618 |
1.0966 |
|
HIGH |
1.0925 |
|
0.618 |
1.0899 |
|
0.500 |
1.0892 |
|
0.382 |
1.0884 |
|
LOW |
1.0858 |
|
0.618 |
1.0817 |
|
1.000 |
1.0791 |
|
1.618 |
1.0750 |
|
2.618 |
1.0683 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0892 |
1.0911 |
| PP |
1.0881 |
1.0894 |
| S1 |
1.0871 |
1.0877 |
|