CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0846 |
0.0041 |
0.4% |
1.0989 |
| High |
1.0849 |
1.0971 |
0.0122 |
1.1% |
1.0989 |
| Low |
1.0795 |
1.0834 |
0.0039 |
0.4% |
1.0848 |
| Close |
1.0844 |
1.0965 |
0.0121 |
1.1% |
1.0906 |
| Range |
0.0054 |
0.0137 |
0.0083 |
153.7% |
0.0141 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
7.4% |
0.0000 |
| Volume |
21,850 |
30,867 |
9,017 |
41.3% |
91,074 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1287 |
1.1040 |
|
| R3 |
1.1197 |
1.1150 |
1.1003 |
|
| R2 |
1.1060 |
1.1060 |
1.0990 |
|
| R1 |
1.1013 |
1.1013 |
1.0978 |
1.1037 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0935 |
| S1 |
1.0876 |
1.0876 |
1.0952 |
1.0900 |
| S2 |
1.0786 |
1.0786 |
1.0940 |
|
| S3 |
1.0649 |
1.0739 |
1.0927 |
|
| S4 |
1.0512 |
1.0602 |
1.0890 |
|
|
| 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 |
1.0971 |
1.0795 |
0.0176 |
1.6% |
0.0085 |
0.8% |
97% |
True |
False |
22,405 |
| 10 |
1.1005 |
1.0795 |
0.0210 |
1.9% |
0.0076 |
0.7% |
81% |
False |
False |
20,229 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0071 |
0.6% |
81% |
False |
False |
18,062 |
| 40 |
1.1005 |
1.0712 |
0.0293 |
2.7% |
0.0069 |
0.6% |
86% |
False |
False |
12,316 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
77% |
False |
False |
8,226 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
77% |
False |
False |
6,178 |
| 100 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0056 |
0.5% |
76% |
False |
False |
4,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1553 |
|
2.618 |
1.1330 |
|
1.618 |
1.1193 |
|
1.000 |
1.1108 |
|
0.618 |
1.1056 |
|
HIGH |
1.0971 |
|
0.618 |
1.0919 |
|
0.500 |
1.0903 |
|
0.382 |
1.0886 |
|
LOW |
1.0834 |
|
0.618 |
1.0749 |
|
1.000 |
1.0697 |
|
1.618 |
1.0612 |
|
2.618 |
1.0475 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0938 |
| PP |
1.0923 |
1.0910 |
| S1 |
1.0903 |
1.0883 |
|