CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0799 |
0.0049 |
0.5% |
1.0978 |
| High |
1.0821 |
1.0876 |
0.0055 |
0.5% |
1.0991 |
| Low |
1.0715 |
1.0790 |
0.0075 |
0.7% |
1.0720 |
| Close |
1.0819 |
1.0859 |
0.0040 |
0.4% |
1.0753 |
| Range |
0.0106 |
0.0086 |
-0.0020 |
-18.9% |
0.0271 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.2% |
0.0000 |
| Volume |
30,716 |
22,865 |
-7,851 |
-25.6% |
114,178 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1065 |
1.0906 |
|
| R3 |
1.1014 |
1.0979 |
1.0883 |
|
| R2 |
1.0928 |
1.0928 |
1.0875 |
|
| R1 |
1.0893 |
1.0893 |
1.0867 |
1.0911 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0850 |
| S1 |
1.0807 |
1.0807 |
1.0851 |
1.0825 |
| S2 |
1.0756 |
1.0756 |
1.0843 |
|
| S3 |
1.0670 |
1.0721 |
1.0835 |
|
| S4 |
1.0584 |
1.0635 |
1.0812 |
|
|
| 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 |
1.0916 |
1.0715 |
0.0201 |
1.9% |
0.0089 |
0.8% |
72% |
False |
False |
25,279 |
| 10 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0075 |
0.7% |
52% |
False |
False |
21,699 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0074 |
0.7% |
48% |
False |
False |
21,694 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
48% |
False |
False |
19,293 |
| 60 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0068 |
0.6% |
47% |
False |
False |
12,984 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
45% |
False |
False |
9,753 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
45% |
False |
False |
7,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.1101 |
|
1.618 |
1.1015 |
|
1.000 |
1.0962 |
|
0.618 |
1.0929 |
|
HIGH |
1.0876 |
|
0.618 |
1.0843 |
|
0.500 |
1.0833 |
|
0.382 |
1.0823 |
|
LOW |
1.0790 |
|
0.618 |
1.0737 |
|
1.000 |
1.0704 |
|
1.618 |
1.0651 |
|
2.618 |
1.0565 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0850 |
1.0838 |
| PP |
1.0842 |
1.0817 |
| S1 |
1.0833 |
1.0796 |
|