CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0957 |
0.0111 |
1.0% |
1.0989 |
| High |
1.0971 |
1.1015 |
0.0044 |
0.4% |
1.0989 |
| Low |
1.0834 |
1.0947 |
0.0113 |
1.0% |
1.0848 |
| Close |
1.0965 |
1.0998 |
0.0033 |
0.3% |
1.0906 |
| Range |
0.0137 |
0.0068 |
-0.0069 |
-50.4% |
0.0141 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
30,867 |
23,905 |
-6,962 |
-22.6% |
91,074 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1162 |
1.1035 |
|
| R3 |
1.1123 |
1.1094 |
1.1017 |
|
| R2 |
1.1055 |
1.1055 |
1.1010 |
|
| R1 |
1.1026 |
1.1026 |
1.1004 |
1.1041 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0994 |
| S1 |
1.0958 |
1.0958 |
1.0992 |
1.0973 |
| S2 |
1.0919 |
1.0919 |
1.0986 |
|
| S3 |
1.0851 |
1.0890 |
1.0979 |
|
| S4 |
1.0783 |
1.0822 |
1.0961 |
|
|
| 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 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0085 |
0.8% |
92% |
True |
False |
23,845 |
| 10 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0077 |
0.7% |
92% |
True |
False |
20,905 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0071 |
0.6% |
92% |
True |
False |
18,302 |
| 40 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
94% |
True |
False |
12,912 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
87% |
False |
False |
8,622 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
87% |
False |
False |
6,476 |
| 100 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0056 |
0.5% |
86% |
False |
False |
5,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1193 |
|
1.618 |
1.1125 |
|
1.000 |
1.1083 |
|
0.618 |
1.1057 |
|
HIGH |
1.1015 |
|
0.618 |
1.0989 |
|
0.500 |
1.0981 |
|
0.382 |
1.0973 |
|
LOW |
1.0947 |
|
0.618 |
1.0905 |
|
1.000 |
1.0879 |
|
1.618 |
1.0837 |
|
2.618 |
1.0769 |
|
4.250 |
1.0658 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0967 |
| PP |
1.0987 |
1.0936 |
| S1 |
1.0981 |
1.0905 |
|