CME Swiss Franc Future March 2022
Trading Metrics calculated at close of trading on 15-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
1.0820 |
1.0822 |
0.0002 |
0.0% |
1.0814 |
High |
1.0834 |
1.0845 |
0.0011 |
0.1% |
1.0854 |
Low |
1.0793 |
1.0789 |
-0.0004 |
0.0% |
1.0764 |
Close |
1.0811 |
1.0811 |
0.0000 |
0.0% |
1.0816 |
Range |
0.0041 |
0.0056 |
0.0015 |
36.6% |
0.0090 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
18,702 |
18,183 |
-519 |
-2.8% |
89,930 |
|
Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0983 |
1.0953 |
1.0842 |
|
R3 |
1.0927 |
1.0897 |
1.0826 |
|
R2 |
1.0871 |
1.0871 |
1.0821 |
|
R1 |
1.0841 |
1.0841 |
1.0816 |
1.0828 |
PP |
1.0815 |
1.0815 |
1.0815 |
1.0809 |
S1 |
1.0785 |
1.0785 |
1.0806 |
1.0772 |
S2 |
1.0759 |
1.0759 |
1.0801 |
|
S3 |
1.0703 |
1.0729 |
1.0796 |
|
S4 |
1.0647 |
1.0673 |
1.0780 |
|
|
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 |
1.0853 |
1.0764 |
0.0089 |
0.8% |
0.0056 |
0.5% |
53% |
False |
False |
20,434 |
10 |
1.0907 |
1.0764 |
0.0143 |
1.3% |
0.0057 |
0.5% |
33% |
False |
False |
19,174 |
20 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0066 |
0.6% |
34% |
False |
False |
20,436 |
40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0067 |
0.6% |
32% |
False |
False |
19,545 |
60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
33% |
False |
False |
16,173 |
80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0063 |
0.6% |
30% |
False |
False |
12,140 |
100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
30% |
False |
False |
9,721 |
120 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0059 |
0.5% |
30% |
False |
False |
8,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1083 |
2.618 |
1.0992 |
1.618 |
1.0936 |
1.000 |
1.0901 |
0.618 |
1.0880 |
HIGH |
1.0845 |
0.618 |
1.0824 |
0.500 |
1.0817 |
0.382 |
1.0810 |
LOW |
1.0789 |
0.618 |
1.0754 |
1.000 |
1.0733 |
1.618 |
1.0698 |
2.618 |
1.0642 |
4.250 |
1.0551 |
|
|
Fisher Pivots for day following 15-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0817 |
1.0811 |
PP |
1.0815 |
1.0811 |
S1 |
1.0813 |
1.0811 |
|