CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0848 |
0.0034 |
0.3% |
1.0814 |
| High |
1.0869 |
1.0890 |
0.0021 |
0.2% |
1.0854 |
| Low |
1.0805 |
1.0841 |
0.0036 |
0.3% |
1.0764 |
| Close |
1.0865 |
1.0875 |
0.0010 |
0.1% |
1.0816 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0090 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
15,437 |
20,632 |
5,195 |
33.7% |
89,930 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0994 |
1.0902 |
|
| R3 |
1.0967 |
1.0945 |
1.0888 |
|
| R2 |
1.0918 |
1.0918 |
1.0884 |
|
| R1 |
1.0896 |
1.0896 |
1.0879 |
1.0907 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0874 |
| S1 |
1.0847 |
1.0847 |
1.0871 |
1.0858 |
| S2 |
1.0820 |
1.0820 |
1.0866 |
|
| S3 |
1.0771 |
1.0798 |
1.0862 |
|
| S4 |
1.0722 |
1.0749 |
1.0848 |
|
|
| 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 |
1.0890 |
1.0776 |
0.0114 |
1.0% |
0.0054 |
0.5% |
87% |
True |
False |
19,590 |
| 10 |
1.0890 |
1.0764 |
0.0126 |
1.2% |
0.0056 |
0.5% |
88% |
True |
False |
18,388 |
| 20 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0067 |
0.6% |
57% |
False |
False |
20,698 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0067 |
0.6% |
53% |
False |
False |
19,761 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
54% |
False |
False |
16,772 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0064 |
0.6% |
49% |
False |
False |
12,591 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
49% |
False |
False |
10,081 |
| 120 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0058 |
0.5% |
49% |
False |
False |
8,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1018 |
|
1.618 |
1.0969 |
|
1.000 |
1.0939 |
|
0.618 |
1.0920 |
|
HIGH |
1.0890 |
|
0.618 |
1.0871 |
|
0.500 |
1.0866 |
|
0.382 |
1.0860 |
|
LOW |
1.0841 |
|
0.618 |
1.0811 |
|
1.000 |
1.0792 |
|
1.618 |
1.0762 |
|
2.618 |
1.0713 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0863 |
| PP |
1.0869 |
1.0851 |
| S1 |
1.0866 |
1.0840 |
|