CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0810 |
-0.0089 |
-0.8% |
1.0863 |
| High |
1.0908 |
1.0840 |
-0.0068 |
-0.6% |
1.0935 |
| Low |
1.0770 |
1.0776 |
0.0006 |
0.1% |
1.0770 |
| Close |
1.0803 |
1.0799 |
-0.0004 |
0.0% |
1.0799 |
| Range |
0.0138 |
0.0064 |
-0.0074 |
-53.6% |
0.0165 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
35,360 |
22,149 |
-13,211 |
-37.4% |
106,969 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0962 |
1.0834 |
|
| R3 |
1.0933 |
1.0898 |
1.0817 |
|
| R2 |
1.0869 |
1.0869 |
1.0811 |
|
| R1 |
1.0834 |
1.0834 |
1.0805 |
1.0820 |
| PP |
1.0805 |
1.0805 |
1.0805 |
1.0798 |
| S1 |
1.0770 |
1.0770 |
1.0793 |
1.0756 |
| S2 |
1.0741 |
1.0741 |
1.0787 |
|
| S3 |
1.0677 |
1.0706 |
1.0781 |
|
| S4 |
1.0613 |
1.0642 |
1.0764 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1229 |
1.0890 |
|
| R3 |
1.1165 |
1.1064 |
1.0844 |
|
| R2 |
1.1000 |
1.1000 |
1.0829 |
|
| R1 |
1.0899 |
1.0899 |
1.0814 |
1.0867 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0819 |
| S1 |
1.0734 |
1.0734 |
1.0784 |
1.0702 |
| S2 |
1.0670 |
1.0670 |
1.0769 |
|
| S3 |
1.0505 |
1.0569 |
1.0754 |
|
| S4 |
1.0340 |
1.0404 |
1.0708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0078 |
0.7% |
18% |
False |
False |
24,052 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0066 |
0.6% |
18% |
False |
False |
21,821 |
| 20 |
1.0935 |
1.0715 |
0.0220 |
2.0% |
0.0066 |
0.6% |
38% |
False |
False |
21,231 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
28% |
False |
False |
20,912 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0068 |
0.6% |
28% |
False |
False |
18,737 |
| 80 |
1.1036 |
1.0712 |
0.0324 |
3.0% |
0.0065 |
0.6% |
27% |
False |
False |
14,090 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0060 |
0.6% |
26% |
False |
False |
11,283 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.6% |
26% |
False |
False |
9,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1112 |
|
2.618 |
1.1008 |
|
1.618 |
1.0944 |
|
1.000 |
1.0904 |
|
0.618 |
1.0880 |
|
HIGH |
1.0840 |
|
0.618 |
1.0816 |
|
0.500 |
1.0808 |
|
0.382 |
1.0800 |
|
LOW |
1.0776 |
|
0.618 |
1.0736 |
|
1.000 |
1.0712 |
|
1.618 |
1.0672 |
|
2.618 |
1.0608 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0841 |
| PP |
1.0805 |
1.0827 |
| S1 |
1.0802 |
1.0813 |
|