CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0874 |
-0.0016 |
-0.1% |
1.0750 |
| High |
1.0907 |
1.0887 |
-0.0020 |
-0.2% |
1.0907 |
| Low |
1.0837 |
1.0811 |
-0.0026 |
-0.2% |
1.0715 |
| Close |
1.0874 |
1.0815 |
-0.0059 |
-0.5% |
1.0815 |
| Range |
0.0070 |
0.0076 |
0.0006 |
8.6% |
0.0192 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.3% |
0.0000 |
| Volume |
24,825 |
20,997 |
-3,828 |
-15.4% |
118,507 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1016 |
1.0857 |
|
| R3 |
1.0990 |
1.0940 |
1.0836 |
|
| R2 |
1.0914 |
1.0914 |
1.0829 |
|
| R1 |
1.0864 |
1.0864 |
1.0822 |
1.0851 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0831 |
| S1 |
1.0788 |
1.0788 |
1.0808 |
1.0775 |
| S2 |
1.0762 |
1.0762 |
1.0801 |
|
| S3 |
1.0686 |
1.0712 |
1.0794 |
|
| S4 |
1.0610 |
1.0636 |
1.0773 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1294 |
1.0921 |
|
| R3 |
1.1196 |
1.1102 |
1.0868 |
|
| R2 |
1.1004 |
1.1004 |
1.0850 |
|
| R1 |
1.0910 |
1.0910 |
1.0833 |
1.0957 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0836 |
| S1 |
1.0718 |
1.0718 |
1.0797 |
1.0765 |
| S2 |
1.0620 |
1.0620 |
1.0780 |
|
| S3 |
1.0428 |
1.0526 |
1.0762 |
|
| S4 |
1.0236 |
1.0334 |
1.0709 |
|
|
| 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% |
0.0078 |
0.7% |
52% |
False |
False |
23,701 |
| 10 |
1.0991 |
1.0715 |
0.0276 |
2.6% |
0.0078 |
0.7% |
36% |
False |
False |
23,268 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0075 |
0.7% |
33% |
False |
False |
22,319 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
33% |
False |
False |
19,800 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
34% |
False |
False |
14,065 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0062 |
0.6% |
31% |
False |
False |
10,561 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0060 |
0.6% |
31% |
False |
False |
8,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1086 |
|
1.618 |
1.1010 |
|
1.000 |
1.0963 |
|
0.618 |
1.0934 |
|
HIGH |
1.0887 |
|
0.618 |
1.0858 |
|
0.500 |
1.0849 |
|
0.382 |
1.0840 |
|
LOW |
1.0811 |
|
0.618 |
1.0764 |
|
1.000 |
1.0735 |
|
1.618 |
1.0688 |
|
2.618 |
1.0612 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0859 |
| PP |
1.0838 |
1.0844 |
| S1 |
1.0826 |
1.0830 |
|