CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 10-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0831 |
0.0015 |
0.1% |
1.0750 |
| High |
1.0853 |
1.0847 |
-0.0006 |
-0.1% |
1.0907 |
| Low |
1.0814 |
1.0764 |
-0.0050 |
-0.5% |
1.0715 |
| Close |
1.0835 |
1.0811 |
-0.0024 |
-0.2% |
1.0815 |
| Range |
0.0039 |
0.0083 |
0.0044 |
112.8% |
0.0192 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
12,464 |
27,826 |
15,362 |
123.3% |
118,507 |
|
| Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1017 |
1.0857 |
|
| R3 |
1.0973 |
1.0934 |
1.0834 |
|
| R2 |
1.0890 |
1.0890 |
1.0826 |
|
| R1 |
1.0851 |
1.0851 |
1.0819 |
1.0829 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0797 |
| S1 |
1.0768 |
1.0768 |
1.0803 |
1.0746 |
| S2 |
1.0724 |
1.0724 |
1.0796 |
|
| S3 |
1.0641 |
1.0685 |
1.0788 |
|
| S4 |
1.0558 |
1.0602 |
1.0765 |
|
|
| 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 |
1.0887 |
1.0764 |
0.0123 |
1.1% |
0.0058 |
0.5% |
38% |
False |
True |
17,185 |
| 10 |
1.0907 |
1.0715 |
0.0192 |
1.8% |
0.0065 |
0.6% |
50% |
False |
False |
20,640 |
| 20 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0068 |
0.6% |
32% |
False |
False |
20,799 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
32% |
False |
False |
19,431 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
33% |
False |
False |
15,144 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0063 |
0.6% |
30% |
False |
False |
11,370 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
30% |
False |
False |
9,102 |
| 120 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0058 |
0.5% |
30% |
False |
False |
7,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1064 |
|
1.618 |
1.0981 |
|
1.000 |
1.0930 |
|
0.618 |
1.0898 |
|
HIGH |
1.0847 |
|
0.618 |
1.0815 |
|
0.500 |
1.0806 |
|
0.382 |
1.0796 |
|
LOW |
1.0764 |
|
0.618 |
1.0713 |
|
1.000 |
1.0681 |
|
1.618 |
1.0630 |
|
2.618 |
1.0547 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 10-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0810 |
| PP |
1.0807 |
1.0809 |
| S1 |
1.0806 |
1.0809 |
|