CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0872 |
-0.0048 |
-0.4% |
1.0989 |
| High |
1.0925 |
1.0909 |
-0.0016 |
-0.1% |
1.0989 |
| Low |
1.0858 |
1.0848 |
-0.0010 |
-0.1% |
1.0848 |
| Close |
1.0860 |
1.0906 |
0.0046 |
0.4% |
1.0906 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0141 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
16,702 |
17,033 |
331 |
2.0% |
91,074 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1049 |
1.0940 |
|
| R3 |
1.1010 |
1.0988 |
1.0923 |
|
| R2 |
1.0949 |
1.0949 |
1.0917 |
|
| R1 |
1.0927 |
1.0927 |
1.0912 |
1.0938 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0893 |
| S1 |
1.0866 |
1.0866 |
1.0900 |
1.0877 |
| S2 |
1.0827 |
1.0827 |
1.0895 |
|
| S3 |
1.0766 |
1.0805 |
1.0889 |
|
| S4 |
1.0705 |
1.0744 |
1.0872 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1263 |
1.0984 |
|
| R3 |
1.1196 |
1.1122 |
1.0945 |
|
| R2 |
1.1055 |
1.1055 |
1.0932 |
|
| R1 |
1.0981 |
1.0981 |
1.0919 |
1.0948 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0898 |
| S1 |
1.0840 |
1.0840 |
1.0893 |
1.0807 |
| S2 |
1.0773 |
1.0773 |
1.0880 |
|
| S3 |
1.0632 |
1.0699 |
1.0867 |
|
| S4 |
1.0491 |
1.0558 |
1.0828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0989 |
1.0848 |
0.0141 |
1.3% |
0.0070 |
0.6% |
41% |
False |
True |
18,214 |
| 10 |
1.1005 |
1.0848 |
0.0157 |
1.4% |
0.0063 |
0.6% |
37% |
False |
True |
17,152 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0066 |
0.6% |
54% |
False |
False |
16,628 |
| 40 |
1.1005 |
1.0712 |
0.0293 |
2.7% |
0.0066 |
0.6% |
66% |
False |
False |
10,363 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
59% |
False |
False |
6,923 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0056 |
0.5% |
59% |
False |
False |
5,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1069 |
|
1.618 |
1.1008 |
|
1.000 |
1.0970 |
|
0.618 |
1.0947 |
|
HIGH |
1.0909 |
|
0.618 |
1.0886 |
|
0.500 |
1.0879 |
|
0.382 |
1.0871 |
|
LOW |
1.0848 |
|
0.618 |
1.0810 |
|
1.000 |
1.0787 |
|
1.618 |
1.0749 |
|
2.618 |
1.0688 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0905 |
| PP |
1.0888 |
1.0904 |
| S1 |
1.0879 |
1.0903 |
|