CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 18-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0848 |
1.0875 |
0.0027 |
0.2% |
1.0820 |
| High |
1.0890 |
1.0885 |
-0.0005 |
0.0% |
1.0890 |
| Low |
1.0841 |
1.0847 |
0.0006 |
0.1% |
1.0789 |
| Close |
1.0875 |
1.0864 |
-0.0011 |
-0.1% |
1.0864 |
| Range |
0.0049 |
0.0038 |
-0.0011 |
-22.4% |
0.0101 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
20,632 |
13,293 |
-7,339 |
-35.6% |
86,247 |
|
| Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0960 |
1.0885 |
|
| R3 |
1.0941 |
1.0922 |
1.0874 |
|
| R2 |
1.0903 |
1.0903 |
1.0871 |
|
| R1 |
1.0884 |
1.0884 |
1.0867 |
1.0875 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0861 |
| S1 |
1.0846 |
1.0846 |
1.0861 |
1.0837 |
| S2 |
1.0827 |
1.0827 |
1.0857 |
|
| S3 |
1.0789 |
1.0808 |
1.0854 |
|
| S4 |
1.0751 |
1.0770 |
1.0843 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1108 |
1.0920 |
|
| R3 |
1.1050 |
1.1007 |
1.0892 |
|
| R2 |
1.0949 |
1.0949 |
1.0883 |
|
| R1 |
1.0906 |
1.0906 |
1.0873 |
1.0928 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0858 |
| S1 |
1.0805 |
1.0805 |
1.0855 |
1.0827 |
| S2 |
1.0747 |
1.0747 |
1.0845 |
|
| S3 |
1.0646 |
1.0704 |
1.0836 |
|
| S4 |
1.0545 |
1.0603 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0890 |
1.0789 |
0.0101 |
0.9% |
0.0050 |
0.5% |
74% |
False |
False |
17,249 |
| 10 |
1.0890 |
1.0764 |
0.0126 |
1.2% |
0.0052 |
0.5% |
79% |
False |
False |
17,617 |
| 20 |
1.0991 |
1.0715 |
0.0276 |
2.5% |
0.0065 |
0.6% |
54% |
False |
False |
20,443 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0066 |
0.6% |
50% |
False |
False |
19,739 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
50% |
False |
False |
16,993 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0064 |
0.6% |
46% |
False |
False |
12,757 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
46% |
False |
False |
10,214 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
46% |
False |
False |
8,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1047 |
|
2.618 |
1.0984 |
|
1.618 |
1.0946 |
|
1.000 |
1.0923 |
|
0.618 |
1.0908 |
|
HIGH |
1.0885 |
|
0.618 |
1.0870 |
|
0.500 |
1.0866 |
|
0.382 |
1.0862 |
|
LOW |
1.0847 |
|
0.618 |
1.0824 |
|
1.000 |
1.0809 |
|
1.618 |
1.0786 |
|
2.618 |
1.0748 |
|
4.250 |
1.0686 |
|
|
| Fisher Pivots for day following 18-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0866 |
1.0859 |
| PP |
1.0865 |
1.0853 |
| S1 |
1.0865 |
1.0848 |
|