CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0890 |
0.0021 |
0.2% |
1.0978 |
| High |
1.0907 |
1.0907 |
0.0000 |
0.0% |
1.0991 |
| Low |
1.0855 |
1.0837 |
-0.0018 |
-0.2% |
1.0720 |
| Close |
1.0897 |
1.0874 |
-0.0023 |
-0.2% |
1.0753 |
| Range |
0.0052 |
0.0070 |
0.0018 |
34.6% |
0.0271 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19,104 |
24,825 |
5,721 |
29.9% |
114,178 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1048 |
1.0913 |
|
| R3 |
1.1013 |
1.0978 |
1.0893 |
|
| R2 |
1.0943 |
1.0943 |
1.0887 |
|
| R1 |
1.0908 |
1.0908 |
1.0880 |
1.0891 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0864 |
| S1 |
1.0838 |
1.0838 |
1.0868 |
1.0821 |
| S2 |
1.0803 |
1.0803 |
1.0861 |
|
| S3 |
1.0733 |
1.0768 |
1.0855 |
|
| S4 |
1.0663 |
1.0698 |
1.0836 |
|
|
| 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% |
0.0072 |
0.7% |
83% |
True |
False |
24,096 |
| 10 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0078 |
0.7% |
57% |
False |
False |
23,009 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0074 |
0.7% |
53% |
False |
False |
22,104 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.6% |
53% |
False |
False |
19,953 |
| 60 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0068 |
0.6% |
52% |
False |
False |
13,715 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
49% |
False |
False |
10,300 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
49% |
False |
False |
8,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1090 |
|
1.618 |
1.1020 |
|
1.000 |
1.0977 |
|
0.618 |
1.0950 |
|
HIGH |
1.0907 |
|
0.618 |
1.0880 |
|
0.500 |
1.0872 |
|
0.382 |
1.0864 |
|
LOW |
1.0837 |
|
0.618 |
1.0794 |
|
1.000 |
1.0767 |
|
1.618 |
1.0724 |
|
2.618 |
1.0654 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0866 |
| PP |
1.0873 |
1.0857 |
| S1 |
1.0872 |
1.0849 |
|