CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0869 |
0.0070 |
0.6% |
1.0978 |
| High |
1.0876 |
1.0907 |
0.0031 |
0.3% |
1.0991 |
| Low |
1.0790 |
1.0855 |
0.0065 |
0.6% |
1.0720 |
| Close |
1.0859 |
1.0897 |
0.0038 |
0.3% |
1.0753 |
| Range |
0.0086 |
0.0052 |
-0.0034 |
-39.5% |
0.0271 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
22,865 |
19,104 |
-3,761 |
-16.4% |
114,178 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1022 |
1.0926 |
|
| R3 |
1.0990 |
1.0970 |
1.0911 |
|
| R2 |
1.0938 |
1.0938 |
1.0907 |
|
| R1 |
1.0918 |
1.0918 |
1.0902 |
1.0928 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0892 |
| S1 |
1.0866 |
1.0866 |
1.0892 |
1.0876 |
| S2 |
1.0834 |
1.0834 |
1.0887 |
|
| S3 |
1.0782 |
1.0814 |
1.0883 |
|
| S4 |
1.0730 |
1.0762 |
1.0868 |
|
|
| 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 |
1.0907 |
1.0715 |
0.0192 |
1.8% |
0.0081 |
0.7% |
95% |
True |
False |
24,968 |
| 10 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0076 |
0.7% |
65% |
False |
False |
21,957 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0073 |
0.7% |
61% |
False |
False |
21,793 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
61% |
False |
False |
19,623 |
| 60 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0068 |
0.6% |
59% |
False |
False |
13,302 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
56% |
False |
False |
9,992 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
56% |
False |
False |
7,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1128 |
|
2.618 |
1.1043 |
|
1.618 |
1.0991 |
|
1.000 |
1.0959 |
|
0.618 |
1.0939 |
|
HIGH |
1.0907 |
|
0.618 |
1.0887 |
|
0.500 |
1.0881 |
|
0.382 |
1.0875 |
|
LOW |
1.0855 |
|
0.618 |
1.0823 |
|
1.000 |
1.0803 |
|
1.618 |
1.0771 |
|
2.618 |
1.0719 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0892 |
1.0868 |
| PP |
1.0886 |
1.0840 |
| S1 |
1.0881 |
1.0811 |
|