CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0805 |
-0.0096 |
-0.9% |
1.0989 |
| High |
1.0903 |
1.0849 |
-0.0054 |
-0.5% |
1.0989 |
| Low |
1.0799 |
1.0795 |
-0.0004 |
0.0% |
1.0848 |
| Close |
1.0802 |
1.0844 |
0.0042 |
0.4% |
1.0906 |
| Range |
0.0104 |
0.0054 |
-0.0050 |
-48.1% |
0.0141 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25,573 |
21,850 |
-3,723 |
-14.6% |
91,074 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0972 |
1.0874 |
|
| R3 |
1.0937 |
1.0918 |
1.0859 |
|
| R2 |
1.0883 |
1.0883 |
1.0854 |
|
| R1 |
1.0864 |
1.0864 |
1.0849 |
1.0874 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0834 |
| S1 |
1.0810 |
1.0810 |
1.0839 |
1.0820 |
| S2 |
1.0775 |
1.0775 |
1.0834 |
|
| S3 |
1.0721 |
1.0756 |
1.0829 |
|
| S4 |
1.0667 |
1.0702 |
1.0814 |
|
|
| 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 |
1.0958 |
1.0795 |
0.0163 |
1.5% |
0.0067 |
0.6% |
30% |
False |
True |
19,950 |
| 10 |
1.1005 |
1.0795 |
0.0210 |
1.9% |
0.0071 |
0.7% |
23% |
False |
True |
19,445 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0067 |
0.6% |
25% |
False |
False |
17,326 |
| 40 |
1.1005 |
1.0712 |
0.0293 |
2.7% |
0.0067 |
0.6% |
45% |
False |
False |
11,546 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
40% |
False |
False |
7,712 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0056 |
0.5% |
40% |
False |
False |
5,792 |
| 100 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0055 |
0.5% |
40% |
False |
False |
4,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0990 |
|
1.618 |
1.0936 |
|
1.000 |
1.0903 |
|
0.618 |
1.0882 |
|
HIGH |
1.0849 |
|
0.618 |
1.0828 |
|
0.500 |
1.0822 |
|
0.382 |
1.0816 |
|
LOW |
1.0795 |
|
0.618 |
1.0762 |
|
1.000 |
1.0741 |
|
1.618 |
1.0708 |
|
2.618 |
1.0654 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0852 |
| PP |
1.0829 |
1.0849 |
| S1 |
1.0822 |
1.0847 |
|