CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0918 |
1.0978 |
0.0060 |
0.5% |
1.0957 |
| High |
1.0994 |
1.0991 |
-0.0003 |
0.0% |
1.0994 |
| Low |
1.0916 |
1.0932 |
0.0016 |
0.1% |
1.0906 |
| Close |
1.0984 |
1.0952 |
-0.0032 |
-0.3% |
1.0984 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-24.4% |
0.0088 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
18,408 |
22,945 |
4,537 |
24.6% |
74,769 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1135 |
1.1103 |
1.0984 |
|
| R3 |
1.1076 |
1.1044 |
1.0968 |
|
| R2 |
1.1017 |
1.1017 |
1.0963 |
|
| R1 |
1.0985 |
1.0985 |
1.0957 |
1.0972 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0952 |
| S1 |
1.0926 |
1.0926 |
1.0947 |
1.0913 |
| S2 |
1.0899 |
1.0899 |
1.0941 |
|
| S3 |
1.0840 |
1.0867 |
1.0936 |
|
| S4 |
1.0781 |
1.0808 |
1.0920 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1193 |
1.1032 |
|
| R3 |
1.1137 |
1.1105 |
1.1008 |
|
| R2 |
1.1049 |
1.1049 |
1.1000 |
|
| R1 |
1.1017 |
1.1017 |
1.0992 |
1.1033 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0970 |
| S1 |
1.0929 |
1.0929 |
1.0976 |
1.0945 |
| S2 |
1.0873 |
1.0873 |
1.0968 |
|
| S3 |
1.0785 |
1.0841 |
1.0960 |
|
| S4 |
1.0697 |
1.0753 |
1.0936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0994 |
1.0906 |
0.0088 |
0.8% |
0.0059 |
0.5% |
52% |
False |
False |
19,542 |
| 10 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0071 |
0.7% |
71% |
False |
False |
21,961 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0067 |
0.6% |
71% |
False |
False |
19,556 |
| 40 |
1.1015 |
1.0720 |
0.0295 |
2.7% |
0.0071 |
0.6% |
79% |
False |
False |
15,839 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0064 |
0.6% |
73% |
False |
False |
10,578 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
73% |
False |
False |
7,944 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
73% |
False |
False |
6,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.1145 |
|
1.618 |
1.1086 |
|
1.000 |
1.1050 |
|
0.618 |
1.1027 |
|
HIGH |
1.0991 |
|
0.618 |
1.0968 |
|
0.500 |
1.0962 |
|
0.382 |
1.0955 |
|
LOW |
1.0932 |
|
0.618 |
1.0896 |
|
1.000 |
1.0873 |
|
1.618 |
1.0837 |
|
2.618 |
1.0778 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.0951 |
| PP |
1.0958 |
1.0951 |
| S1 |
1.0955 |
1.0950 |
|