CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0863 |
-0.0012 |
-0.1% |
1.0820 |
| High |
1.0885 |
1.0935 |
0.0050 |
0.5% |
1.0890 |
| Low |
1.0847 |
1.0842 |
-0.0005 |
0.0% |
1.0789 |
| Close |
1.0864 |
1.0860 |
-0.0004 |
0.0% |
1.0864 |
| Range |
0.0038 |
0.0093 |
0.0055 |
144.7% |
0.0101 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
13,293 |
34,192 |
20,899 |
157.2% |
86,247 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1102 |
1.0911 |
|
| R3 |
1.1065 |
1.1009 |
1.0886 |
|
| R2 |
1.0972 |
1.0972 |
1.0877 |
|
| R1 |
1.0916 |
1.0916 |
1.0869 |
1.0898 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0870 |
| S1 |
1.0823 |
1.0823 |
1.0851 |
1.0805 |
| S2 |
1.0786 |
1.0786 |
1.0843 |
|
| S3 |
1.0693 |
1.0730 |
1.0834 |
|
| S4 |
1.0600 |
1.0637 |
1.0809 |
|
|
| 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 |
1.0935 |
1.0789 |
0.0146 |
1.3% |
0.0060 |
0.6% |
49% |
True |
False |
20,347 |
| 10 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0057 |
0.5% |
56% |
True |
False |
19,720 |
| 20 |
1.0957 |
1.0715 |
0.0242 |
2.2% |
0.0067 |
0.6% |
60% |
False |
False |
21,005 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0067 |
0.6% |
48% |
False |
False |
20,281 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
48% |
False |
False |
17,561 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0065 |
0.6% |
45% |
False |
False |
13,184 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
45% |
False |
False |
10,556 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
45% |
False |
False |
8,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1178 |
|
1.618 |
1.1085 |
|
1.000 |
1.1028 |
|
0.618 |
1.0992 |
|
HIGH |
1.0935 |
|
0.618 |
1.0899 |
|
0.500 |
1.0889 |
|
0.382 |
1.0878 |
|
LOW |
1.0842 |
|
0.618 |
1.0785 |
|
1.000 |
1.0749 |
|
1.618 |
1.0692 |
|
2.618 |
1.0599 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0888 |
| PP |
1.0879 |
1.0879 |
| S1 |
1.0870 |
1.0869 |
|