CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.0957 |
-0.0035 |
-0.3% |
1.0901 |
| High |
1.1011 |
1.0978 |
-0.0033 |
-0.3% |
1.1015 |
| Low |
1.0955 |
1.0910 |
-0.0045 |
-0.4% |
1.0795 |
| Close |
1.0959 |
1.0920 |
-0.0039 |
-0.4% |
1.0959 |
| Range |
0.0056 |
0.0068 |
0.0012 |
21.4% |
0.0220 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19,708 |
25,536 |
5,828 |
29.6% |
121,903 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1098 |
1.0957 |
|
| R3 |
1.1072 |
1.1030 |
1.0939 |
|
| R2 |
1.1004 |
1.1004 |
1.0932 |
|
| R1 |
1.0962 |
1.0962 |
1.0926 |
1.0949 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0930 |
| S1 |
1.0894 |
1.0894 |
1.0914 |
1.0881 |
| S2 |
1.0868 |
1.0868 |
1.0908 |
|
| S3 |
1.0800 |
1.0826 |
1.0901 |
|
| S4 |
1.0732 |
1.0758 |
1.0883 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1491 |
1.1080 |
|
| R3 |
1.1363 |
1.1271 |
1.1020 |
|
| R2 |
1.1143 |
1.1143 |
1.0999 |
|
| R1 |
1.1051 |
1.1051 |
1.0979 |
1.1097 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0946 |
| S1 |
1.0831 |
1.0831 |
1.0939 |
1.0877 |
| S2 |
1.0703 |
1.0703 |
1.0919 |
|
| S3 |
1.0483 |
1.0611 |
1.0899 |
|
| S4 |
1.0263 |
1.0391 |
1.0838 |
|
|
| 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% |
0.0077 |
0.7% |
57% |
False |
False |
24,373 |
| 10 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0074 |
0.7% |
57% |
False |
False |
21,689 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0069 |
0.6% |
57% |
False |
False |
18,653 |
| 40 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0070 |
0.6% |
69% |
False |
False |
14,041 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
63% |
False |
False |
9,375 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
63% |
False |
False |
7,042 |
| 100 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0057 |
0.5% |
63% |
False |
False |
5,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1156 |
|
1.618 |
1.1088 |
|
1.000 |
1.1046 |
|
0.618 |
1.1020 |
|
HIGH |
1.0978 |
|
0.618 |
1.0952 |
|
0.500 |
1.0944 |
|
0.382 |
1.0936 |
|
LOW |
1.0910 |
|
0.618 |
1.0868 |
|
1.000 |
1.0842 |
|
1.618 |
1.0800 |
|
2.618 |
1.0732 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0963 |
| PP |
1.0936 |
1.0948 |
| S1 |
1.0928 |
1.0934 |
|