CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0905 |
-0.0050 |
-0.5% |
1.0957 |
| High |
1.0957 |
1.0916 |
-0.0041 |
-0.4% |
1.0994 |
| Low |
1.0879 |
1.0827 |
-0.0052 |
-0.5% |
1.0906 |
| Close |
1.0903 |
1.0841 |
-0.0062 |
-0.6% |
1.0984 |
| Range |
0.0078 |
0.0089 |
0.0011 |
14.1% |
0.0088 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
2.2% |
0.0000 |
| Volume |
18,418 |
20,659 |
2,241 |
12.2% |
74,769 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1074 |
1.0890 |
|
| R3 |
1.1039 |
1.0985 |
1.0865 |
|
| R2 |
1.0950 |
1.0950 |
1.0857 |
|
| R1 |
1.0896 |
1.0896 |
1.0849 |
1.0879 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0853 |
| S1 |
1.0807 |
1.0807 |
1.0833 |
1.0790 |
| S2 |
1.0772 |
1.0772 |
1.0825 |
|
| S3 |
1.0683 |
1.0718 |
1.0817 |
|
| S4 |
1.0594 |
1.0629 |
1.0792 |
|
|
| 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 |
1.0827 |
0.0167 |
1.5% |
0.0071 |
0.7% |
8% |
False |
True |
18,946 |
| 10 |
1.1015 |
1.0827 |
0.0188 |
1.7% |
0.0072 |
0.7% |
7% |
False |
True |
21,127 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0072 |
0.7% |
21% |
False |
False |
20,286 |
| 40 |
1.1015 |
1.0791 |
0.0224 |
2.1% |
0.0070 |
0.6% |
22% |
False |
False |
16,784 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0064 |
0.6% |
39% |
False |
False |
11,223 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
39% |
False |
False |
8,432 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
39% |
False |
False |
6,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1294 |
|
2.618 |
1.1149 |
|
1.618 |
1.1060 |
|
1.000 |
1.1005 |
|
0.618 |
1.0971 |
|
HIGH |
1.0916 |
|
0.618 |
1.0882 |
|
0.500 |
1.0872 |
|
0.382 |
1.0861 |
|
LOW |
1.0827 |
|
0.618 |
1.0772 |
|
1.000 |
1.0738 |
|
1.618 |
1.0683 |
|
2.618 |
1.0594 |
|
4.250 |
1.0449 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0909 |
| PP |
1.0861 |
1.0886 |
| S1 |
1.0851 |
1.0864 |
|