CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0918 |
0.0021 |
0.2% |
1.0846 |
| High |
1.0924 |
1.0927 |
0.0003 |
0.0% |
1.0924 |
| Low |
1.0872 |
1.0893 |
0.0021 |
0.2% |
1.0832 |
| Close |
1.0922 |
1.0921 |
-0.0001 |
0.0% |
1.0922 |
| Range |
0.0052 |
0.0034 |
-0.0018 |
-34.6% |
0.0092 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
12,505 |
10,101 |
-2,404 |
-19.2% |
54,108 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.1002 |
1.0940 |
|
| R3 |
1.0982 |
1.0968 |
1.0930 |
|
| R2 |
1.0948 |
1.0948 |
1.0927 |
|
| R1 |
1.0934 |
1.0934 |
1.0924 |
1.0941 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0917 |
| S1 |
1.0900 |
1.0900 |
1.0918 |
1.0907 |
| S2 |
1.0880 |
1.0880 |
1.0915 |
|
| S3 |
1.0846 |
1.0866 |
1.0912 |
|
| S4 |
1.0812 |
1.0832 |
1.0902 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1137 |
1.0973 |
|
| R3 |
1.1077 |
1.1045 |
1.0947 |
|
| R2 |
1.0985 |
1.0985 |
1.0939 |
|
| R1 |
1.0953 |
1.0953 |
1.0930 |
1.0969 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0901 |
| S1 |
1.0861 |
1.0861 |
1.0914 |
1.0877 |
| S2 |
1.0801 |
1.0801 |
1.0905 |
|
| S3 |
1.0709 |
1.0769 |
1.0897 |
|
| S4 |
1.0617 |
1.0677 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0927 |
1.0832 |
0.0095 |
0.9% |
0.0060 |
0.5% |
94% |
True |
False |
12,841 |
| 10 |
1.0929 |
1.0791 |
0.0138 |
1.3% |
0.0066 |
0.6% |
94% |
False |
False |
15,079 |
| 20 |
1.0957 |
1.0791 |
0.0166 |
1.5% |
0.0069 |
0.6% |
78% |
False |
False |
12,595 |
| 40 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
63% |
False |
False |
6,339 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0053 |
0.5% |
63% |
False |
False |
4,241 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0054 |
0.5% |
63% |
False |
False |
3,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.1016 |
|
1.618 |
1.0982 |
|
1.000 |
1.0961 |
|
0.618 |
1.0948 |
|
HIGH |
1.0927 |
|
0.618 |
1.0914 |
|
0.500 |
1.0910 |
|
0.382 |
1.0906 |
|
LOW |
1.0893 |
|
0.618 |
1.0872 |
|
1.000 |
1.0859 |
|
1.618 |
1.0838 |
|
2.618 |
1.0804 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0917 |
1.0907 |
| PP |
1.0914 |
1.0894 |
| S1 |
1.0910 |
1.0880 |
|