CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0816 |
-0.0024 |
-0.2% |
1.0750 |
| High |
1.0848 |
1.0853 |
0.0005 |
0.0% |
1.0907 |
| Low |
1.0805 |
1.0814 |
0.0009 |
0.1% |
1.0715 |
| Close |
1.0814 |
1.0835 |
0.0021 |
0.2% |
1.0815 |
| Range |
0.0043 |
0.0039 |
-0.0004 |
-9.3% |
0.0192 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
11,479 |
12,464 |
985 |
8.6% |
118,507 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0932 |
1.0856 |
|
| R3 |
1.0912 |
1.0893 |
1.0846 |
|
| R2 |
1.0873 |
1.0873 |
1.0842 |
|
| R1 |
1.0854 |
1.0854 |
1.0839 |
1.0864 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0839 |
| S1 |
1.0815 |
1.0815 |
1.0831 |
1.0825 |
| S2 |
1.0795 |
1.0795 |
1.0828 |
|
| S3 |
1.0756 |
1.0776 |
1.0824 |
|
| S4 |
1.0717 |
1.0737 |
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 |
1.0805 |
0.0102 |
0.9% |
0.0055 |
0.5% |
29% |
False |
False |
16,585 |
| 10 |
1.0907 |
1.0715 |
0.0192 |
1.8% |
0.0068 |
0.6% |
63% |
False |
False |
20,776 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
40% |
False |
False |
20,951 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
40% |
False |
False |
19,139 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0068 |
0.6% |
41% |
False |
False |
14,681 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
37% |
False |
False |
11,022 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
37% |
False |
False |
8,824 |
| 120 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0057 |
0.5% |
37% |
False |
False |
7,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0955 |
|
1.618 |
1.0916 |
|
1.000 |
1.0892 |
|
0.618 |
1.0877 |
|
HIGH |
1.0853 |
|
0.618 |
1.0838 |
|
0.500 |
1.0834 |
|
0.382 |
1.0829 |
|
LOW |
1.0814 |
|
0.618 |
1.0790 |
|
1.000 |
1.0775 |
|
1.618 |
1.0751 |
|
2.618 |
1.0712 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0833 |
| PP |
1.0834 |
1.0831 |
| S1 |
1.0834 |
1.0830 |
|