CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0814 |
-0.0060 |
-0.6% |
1.0750 |
| High |
1.0887 |
1.0854 |
-0.0033 |
-0.3% |
1.0907 |
| Low |
1.0811 |
1.0806 |
-0.0005 |
0.0% |
1.0715 |
| Close |
1.0815 |
1.0840 |
0.0025 |
0.2% |
1.0815 |
| Range |
0.0076 |
0.0048 |
-0.0028 |
-36.8% |
0.0192 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
20,997 |
13,162 |
-7,835 |
-37.3% |
118,507 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0957 |
1.0866 |
|
| R3 |
1.0929 |
1.0909 |
1.0853 |
|
| R2 |
1.0881 |
1.0881 |
1.0849 |
|
| R1 |
1.0861 |
1.0861 |
1.0844 |
1.0871 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0839 |
| S1 |
1.0813 |
1.0813 |
1.0836 |
1.0823 |
| S2 |
1.0785 |
1.0785 |
1.0831 |
|
| S3 |
1.0737 |
1.0765 |
1.0827 |
|
| S4 |
1.0689 |
1.0717 |
1.0814 |
|
|
| 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 |
1.0790 |
0.0117 |
1.1% |
0.0066 |
0.6% |
43% |
False |
False |
20,190 |
| 10 |
1.0957 |
1.0715 |
0.0242 |
2.2% |
0.0077 |
0.7% |
52% |
False |
False |
22,290 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0074 |
0.7% |
42% |
False |
False |
22,125 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
42% |
False |
False |
19,377 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0068 |
0.6% |
42% |
False |
False |
14,284 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
39% |
False |
False |
10,724 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0060 |
0.6% |
39% |
False |
False |
8,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0980 |
|
1.618 |
1.0932 |
|
1.000 |
1.0902 |
|
0.618 |
1.0884 |
|
HIGH |
1.0854 |
|
0.618 |
1.0836 |
|
0.500 |
1.0830 |
|
0.382 |
1.0824 |
|
LOW |
1.0806 |
|
0.618 |
1.0776 |
|
1.000 |
1.0758 |
|
1.618 |
1.0728 |
|
2.618 |
1.0680 |
|
4.250 |
1.0602 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0857 |
| PP |
1.0833 |
1.0851 |
| S1 |
1.0830 |
1.0846 |
|