CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 16-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0814 |
-0.0008 |
-0.1% |
1.0814 |
| High |
1.0845 |
1.0869 |
0.0024 |
0.2% |
1.0854 |
| Low |
1.0789 |
1.0805 |
0.0016 |
0.1% |
1.0764 |
| Close |
1.0811 |
1.0865 |
0.0054 |
0.5% |
1.0816 |
| Range |
0.0056 |
0.0064 |
0.0008 |
14.3% |
0.0090 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18,183 |
15,437 |
-2,746 |
-15.1% |
89,930 |
|
| Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.1016 |
1.0900 |
|
| R3 |
1.0974 |
1.0952 |
1.0883 |
|
| R2 |
1.0910 |
1.0910 |
1.0877 |
|
| R1 |
1.0888 |
1.0888 |
1.0871 |
1.0899 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0852 |
| S1 |
1.0824 |
1.0824 |
1.0859 |
1.0835 |
| S2 |
1.0782 |
1.0782 |
1.0853 |
|
| S3 |
1.0718 |
1.0760 |
1.0847 |
|
| S4 |
1.0654 |
1.0696 |
1.0830 |
|
|
| 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 |
1.0869 |
1.0764 |
0.0105 |
1.0% |
0.0061 |
0.6% |
96% |
True |
False |
21,029 |
| 10 |
1.0907 |
1.0764 |
0.0143 |
1.3% |
0.0058 |
0.5% |
71% |
False |
False |
18,807 |
| 20 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0067 |
0.6% |
54% |
False |
False |
20,382 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0067 |
0.6% |
50% |
False |
False |
19,575 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
50% |
False |
False |
16,429 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0063 |
0.6% |
46% |
False |
False |
12,333 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
46% |
False |
False |
9,875 |
| 120 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0059 |
0.5% |
46% |
False |
False |
8,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.1037 |
|
1.618 |
1.0973 |
|
1.000 |
1.0933 |
|
0.618 |
1.0909 |
|
HIGH |
1.0869 |
|
0.618 |
1.0845 |
|
0.500 |
1.0837 |
|
0.382 |
1.0829 |
|
LOW |
1.0805 |
|
0.618 |
1.0765 |
|
1.000 |
1.0741 |
|
1.618 |
1.0701 |
|
2.618 |
1.0637 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 16-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0853 |
| PP |
1.0846 |
1.0841 |
| S1 |
1.0837 |
1.0829 |
|