CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0901 |
0.0029 |
0.3% |
1.0989 |
| High |
1.0909 |
1.0903 |
-0.0006 |
-0.1% |
1.0989 |
| Low |
1.0848 |
1.0799 |
-0.0049 |
-0.5% |
1.0848 |
| Close |
1.0906 |
1.0802 |
-0.0104 |
-1.0% |
1.0906 |
| Range |
0.0061 |
0.0104 |
0.0043 |
70.5% |
0.0141 |
| ATR |
0.0066 |
0.0068 |
0.0003 |
4.5% |
0.0000 |
| Volume |
17,033 |
25,573 |
8,540 |
50.1% |
91,074 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1078 |
1.0859 |
|
| R3 |
1.1043 |
1.0974 |
1.0831 |
|
| R2 |
1.0939 |
1.0939 |
1.0821 |
|
| R1 |
1.0870 |
1.0870 |
1.0812 |
1.0853 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0826 |
| S1 |
1.0766 |
1.0766 |
1.0792 |
1.0749 |
| S2 |
1.0731 |
1.0731 |
1.0783 |
|
| S3 |
1.0627 |
1.0662 |
1.0773 |
|
| S4 |
1.0523 |
1.0558 |
1.0745 |
|
|
| 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 |
1.0964 |
1.0799 |
0.0165 |
1.5% |
0.0070 |
0.7% |
2% |
False |
True |
19,005 |
| 10 |
1.1005 |
1.0799 |
0.0206 |
1.9% |
0.0070 |
0.6% |
1% |
False |
True |
18,699 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0068 |
0.6% |
5% |
False |
False |
16,889 |
| 40 |
1.1005 |
1.0712 |
0.0293 |
2.7% |
0.0067 |
0.6% |
31% |
False |
False |
11,002 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
27% |
False |
False |
7,349 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0057 |
0.5% |
27% |
False |
False |
5,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1345 |
|
2.618 |
1.1175 |
|
1.618 |
1.1071 |
|
1.000 |
1.1007 |
|
0.618 |
1.0967 |
|
HIGH |
1.0903 |
|
0.618 |
1.0863 |
|
0.500 |
1.0851 |
|
0.382 |
1.0839 |
|
LOW |
1.0799 |
|
0.618 |
1.0735 |
|
1.000 |
1.0695 |
|
1.618 |
1.0631 |
|
2.618 |
1.0527 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0862 |
| PP |
1.0835 |
1.0842 |
| S1 |
1.0818 |
1.0822 |
|