CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.0901 |
-0.0088 |
-0.8% |
1.0918 |
| High |
1.0989 |
1.0964 |
-0.0025 |
-0.2% |
1.1005 |
| Low |
1.0888 |
1.0895 |
0.0007 |
0.1% |
1.0889 |
| Close |
1.0908 |
1.0931 |
0.0023 |
0.2% |
1.0992 |
| Range |
0.0101 |
0.0069 |
-0.0032 |
-31.7% |
0.0116 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.2% |
0.0000 |
| Volume |
21,619 |
17,124 |
-4,495 |
-20.8% |
80,448 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1103 |
1.0969 |
|
| R3 |
1.1068 |
1.1034 |
1.0950 |
|
| R2 |
1.0999 |
1.0999 |
1.0944 |
|
| R1 |
1.0965 |
1.0965 |
1.0937 |
1.0982 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0939 |
| S1 |
1.0896 |
1.0896 |
1.0925 |
1.0913 |
| S2 |
1.0861 |
1.0861 |
1.0918 |
|
| S3 |
1.0792 |
1.0827 |
1.0912 |
|
| S4 |
1.0723 |
1.0758 |
1.0893 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1267 |
1.1056 |
|
| R3 |
1.1194 |
1.1151 |
1.1024 |
|
| R2 |
1.1078 |
1.1078 |
1.1013 |
|
| R1 |
1.1035 |
1.1035 |
1.1003 |
1.1057 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0973 |
| S1 |
1.0919 |
1.0919 |
1.0981 |
1.0941 |
| S2 |
1.0846 |
1.0846 |
1.0971 |
|
| S3 |
1.0730 |
1.0803 |
1.0960 |
|
| S4 |
1.0614 |
1.0687 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1005 |
1.0888 |
0.0117 |
1.1% |
0.0075 |
0.7% |
37% |
False |
False |
18,940 |
| 10 |
1.1005 |
1.0832 |
0.0173 |
1.6% |
0.0064 |
0.6% |
57% |
False |
False |
15,907 |
| 20 |
1.1005 |
1.0791 |
0.0214 |
2.0% |
0.0067 |
0.6% |
65% |
False |
False |
17,453 |
| 40 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0065 |
0.6% |
70% |
False |
False |
9,057 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
66% |
False |
False |
6,058 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0056 |
0.5% |
66% |
False |
False |
4,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1145 |
|
1.618 |
1.1076 |
|
1.000 |
1.1033 |
|
0.618 |
1.1007 |
|
HIGH |
1.0964 |
|
0.618 |
1.0938 |
|
0.500 |
1.0930 |
|
0.382 |
1.0921 |
|
LOW |
1.0895 |
|
0.618 |
1.0852 |
|
1.000 |
1.0826 |
|
1.618 |
1.0783 |
|
2.618 |
1.0714 |
|
4.250 |
1.0602 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0947 |
| PP |
1.0930 |
1.0941 |
| S1 |
1.0930 |
1.0936 |
|