CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0812 |
-0.0019 |
-0.2% |
1.0814 |
| High |
1.0847 |
1.0836 |
-0.0011 |
-0.1% |
1.0854 |
| Low |
1.0764 |
1.0776 |
0.0012 |
0.1% |
1.0764 |
| Close |
1.0811 |
1.0816 |
0.0005 |
0.0% |
1.0816 |
| Range |
0.0083 |
0.0060 |
-0.0023 |
-27.7% |
0.0090 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
27,826 |
24,999 |
-2,827 |
-10.2% |
89,930 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0963 |
1.0849 |
|
| R3 |
1.0929 |
1.0903 |
1.0833 |
|
| R2 |
1.0869 |
1.0869 |
1.0827 |
|
| R1 |
1.0843 |
1.0843 |
1.0822 |
1.0856 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0816 |
| S1 |
1.0783 |
1.0783 |
1.0811 |
1.0796 |
| S2 |
1.0749 |
1.0749 |
1.0805 |
|
| S3 |
1.0689 |
1.0723 |
1.0800 |
|
| S4 |
1.0629 |
1.0663 |
1.0783 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1039 |
1.0866 |
|
| R3 |
1.0991 |
1.0949 |
1.0841 |
|
| R2 |
1.0901 |
1.0901 |
1.0833 |
|
| R1 |
1.0859 |
1.0859 |
1.0824 |
1.0880 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0822 |
| S1 |
1.0769 |
1.0769 |
1.0808 |
1.0790 |
| S2 |
1.0721 |
1.0721 |
1.0800 |
|
| S3 |
1.0631 |
1.0679 |
1.0791 |
|
| S4 |
1.0541 |
1.0589 |
1.0767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0854 |
1.0764 |
0.0090 |
0.8% |
0.0055 |
0.5% |
58% |
False |
False |
17,986 |
| 10 |
1.0907 |
1.0715 |
0.0192 |
1.8% |
0.0066 |
0.6% |
53% |
False |
False |
20,843 |
| 20 |
1.1011 |
1.0715 |
0.0296 |
2.7% |
0.0067 |
0.6% |
34% |
False |
False |
20,854 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
34% |
False |
False |
19,578 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0068 |
0.6% |
34% |
False |
False |
15,559 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0063 |
0.6% |
32% |
False |
False |
11,680 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
32% |
False |
False |
9,352 |
| 120 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0058 |
0.5% |
31% |
False |
False |
7,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.0993 |
|
1.618 |
1.0933 |
|
1.000 |
1.0896 |
|
0.618 |
1.0873 |
|
HIGH |
1.0836 |
|
0.618 |
1.0813 |
|
0.500 |
1.0806 |
|
0.382 |
1.0799 |
|
LOW |
1.0776 |
|
0.618 |
1.0739 |
|
1.000 |
1.0716 |
|
1.618 |
1.0679 |
|
2.618 |
1.0619 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0814 |
| PP |
1.0809 |
1.0811 |
| S1 |
1.0806 |
1.0809 |
|