CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0855 |
-0.0008 |
-0.1% |
1.0820 |
| High |
1.0935 |
1.0912 |
-0.0023 |
-0.2% |
1.0890 |
| Low |
1.0842 |
1.0853 |
0.0011 |
0.1% |
1.0789 |
| Close |
1.0860 |
1.0897 |
0.0037 |
0.3% |
1.0864 |
| Range |
0.0093 |
0.0059 |
-0.0034 |
-36.6% |
0.0101 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
34,192 |
15,268 |
-18,924 |
-55.3% |
86,247 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1040 |
1.0929 |
|
| R3 |
1.1005 |
1.0981 |
1.0913 |
|
| R2 |
1.0946 |
1.0946 |
1.0908 |
|
| R1 |
1.0922 |
1.0922 |
1.0902 |
1.0934 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0894 |
| S1 |
1.0863 |
1.0863 |
1.0892 |
1.0875 |
| S2 |
1.0828 |
1.0828 |
1.0886 |
|
| S3 |
1.0769 |
1.0804 |
1.0881 |
|
| S4 |
1.0710 |
1.0745 |
1.0865 |
|
|
| 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 |
1.0805 |
0.0130 |
1.2% |
0.0061 |
0.6% |
71% |
False |
False |
19,764 |
| 10 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0058 |
0.5% |
78% |
False |
False |
20,099 |
| 20 |
1.0935 |
1.0715 |
0.0220 |
2.0% |
0.0066 |
0.6% |
83% |
False |
False |
20,847 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0067 |
0.6% |
61% |
False |
False |
20,410 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0068 |
0.6% |
61% |
False |
False |
17,805 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0065 |
0.6% |
56% |
False |
False |
13,374 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0059 |
0.5% |
56% |
False |
False |
10,709 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0058 |
0.5% |
56% |
False |
False |
8,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.1066 |
|
1.618 |
1.1007 |
|
1.000 |
1.0971 |
|
0.618 |
1.0948 |
|
HIGH |
1.0912 |
|
0.618 |
1.0889 |
|
0.500 |
1.0883 |
|
0.382 |
1.0876 |
|
LOW |
1.0853 |
|
0.618 |
1.0817 |
|
1.000 |
1.0794 |
|
1.618 |
1.0758 |
|
2.618 |
1.0699 |
|
4.250 |
1.0602 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0892 |
1.0894 |
| PP |
1.0887 |
1.0891 |
| S1 |
1.0883 |
1.0889 |
|