CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0840 |
0.0026 |
0.2% |
1.0750 |
| High |
1.0854 |
1.0848 |
-0.0006 |
-0.1% |
1.0907 |
| Low |
1.0806 |
1.0805 |
-0.0001 |
0.0% |
1.0715 |
| Close |
1.0840 |
1.0814 |
-0.0026 |
-0.2% |
1.0815 |
| Range |
0.0048 |
0.0043 |
-0.0005 |
-10.4% |
0.0192 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
13,162 |
11,479 |
-1,683 |
-12.8% |
118,507 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0926 |
1.0838 |
|
| R3 |
1.0908 |
1.0883 |
1.0826 |
|
| R2 |
1.0865 |
1.0865 |
1.0822 |
|
| R1 |
1.0840 |
1.0840 |
1.0818 |
1.0831 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0818 |
| S1 |
1.0797 |
1.0797 |
1.0810 |
1.0788 |
| S2 |
1.0779 |
1.0779 |
1.0806 |
|
| S3 |
1.0736 |
1.0754 |
1.0802 |
|
| S4 |
1.0693 |
1.0711 |
1.0790 |
|
|
| 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 |
1.0805 |
0.0102 |
0.9% |
0.0058 |
0.5% |
9% |
False |
True |
17,913 |
| 10 |
1.0916 |
1.0715 |
0.0201 |
1.9% |
0.0073 |
0.7% |
49% |
False |
False |
21,596 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
33% |
False |
False |
21,421 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
33% |
False |
False |
19,155 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0068 |
0.6% |
34% |
False |
False |
14,475 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0062 |
0.6% |
31% |
False |
False |
10,867 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
31% |
False |
False |
8,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1031 |
|
2.618 |
1.0961 |
|
1.618 |
1.0918 |
|
1.000 |
1.0891 |
|
0.618 |
1.0875 |
|
HIGH |
1.0848 |
|
0.618 |
1.0832 |
|
0.500 |
1.0827 |
|
0.382 |
1.0821 |
|
LOW |
1.0805 |
|
0.618 |
1.0778 |
|
1.000 |
1.0762 |
|
1.618 |
1.0735 |
|
2.618 |
1.0692 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0846 |
| PP |
1.0822 |
1.0835 |
| S1 |
1.0818 |
1.0825 |
|