CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0750 |
-0.0004 |
0.0% |
1.0978 |
| High |
1.0775 |
1.0821 |
0.0046 |
0.4% |
1.0991 |
| Low |
1.0730 |
1.0715 |
-0.0015 |
-0.1% |
1.0720 |
| Close |
1.0753 |
1.0819 |
0.0066 |
0.6% |
1.0753 |
| Range |
0.0045 |
0.0106 |
0.0061 |
135.6% |
0.0271 |
| ATR |
0.0071 |
0.0074 |
0.0002 |
3.5% |
0.0000 |
| Volume |
22,970 |
30,716 |
7,746 |
33.7% |
114,178 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1067 |
1.0877 |
|
| R3 |
1.0997 |
1.0961 |
1.0848 |
|
| R2 |
1.0891 |
1.0891 |
1.0838 |
|
| R1 |
1.0855 |
1.0855 |
1.0829 |
1.0873 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0794 |
| S1 |
1.0749 |
1.0749 |
1.0809 |
1.0767 |
| S2 |
1.0679 |
1.0679 |
1.0800 |
|
| S3 |
1.0573 |
1.0643 |
1.0790 |
|
| S4 |
1.0467 |
1.0537 |
1.0761 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1465 |
1.0902 |
|
| R3 |
1.1363 |
1.1194 |
1.0828 |
|
| R2 |
1.1092 |
1.1092 |
1.0803 |
|
| R1 |
1.0923 |
1.0923 |
1.0778 |
1.0872 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0796 |
| S1 |
1.0652 |
1.0652 |
1.0728 |
1.0601 |
| S2 |
1.0550 |
1.0550 |
1.0703 |
|
| S3 |
1.0279 |
1.0381 |
1.0678 |
|
| S4 |
1.0008 |
1.0110 |
1.0604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0957 |
1.0715 |
0.0242 |
2.2% |
0.0087 |
0.8% |
43% |
False |
True |
24,389 |
| 10 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0073 |
0.7% |
37% |
False |
True |
21,966 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0075 |
0.7% |
35% |
False |
True |
21,632 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
35% |
False |
True |
18,769 |
| 60 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0066 |
0.6% |
34% |
False |
False |
12,603 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0060 |
0.6% |
32% |
False |
False |
9,467 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
32% |
False |
False |
7,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1099 |
|
1.618 |
1.0993 |
|
1.000 |
1.0927 |
|
0.618 |
1.0887 |
|
HIGH |
1.0821 |
|
0.618 |
1.0781 |
|
0.500 |
1.0768 |
|
0.382 |
1.0755 |
|
LOW |
1.0715 |
|
0.618 |
1.0649 |
|
1.000 |
1.0609 |
|
1.618 |
1.0543 |
|
2.618 |
1.0437 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0802 |
1.0805 |
| PP |
1.0785 |
1.0791 |
| S1 |
1.0768 |
1.0777 |
|