CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.0936 |
0.0017 |
0.2% |
1.0901 |
| High |
1.0951 |
1.0956 |
0.0005 |
0.0% |
1.1015 |
| Low |
1.0912 |
1.0906 |
-0.0006 |
-0.1% |
1.0795 |
| Close |
1.0942 |
1.0916 |
-0.0026 |
-0.2% |
1.0959 |
| Range |
0.0039 |
0.0050 |
0.0011 |
28.2% |
0.0220 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
16,523 |
14,302 |
-2,221 |
-13.4% |
121,903 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1046 |
1.0944 |
|
| R3 |
1.1026 |
1.0996 |
1.0930 |
|
| R2 |
1.0976 |
1.0976 |
1.0925 |
|
| R1 |
1.0946 |
1.0946 |
1.0921 |
1.0936 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0921 |
| S1 |
1.0896 |
1.0896 |
1.0911 |
1.0886 |
| S2 |
1.0876 |
1.0876 |
1.0907 |
|
| S3 |
1.0826 |
1.0846 |
1.0902 |
|
| S4 |
1.0776 |
1.0796 |
1.0889 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1491 |
1.1080 |
|
| R3 |
1.1363 |
1.1271 |
1.1020 |
|
| R2 |
1.1143 |
1.1143 |
1.0999 |
|
| R1 |
1.1051 |
1.1051 |
1.0979 |
1.1097 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0946 |
| S1 |
1.0831 |
1.0831 |
1.0939 |
1.0877 |
| S2 |
1.0703 |
1.0703 |
1.0919 |
|
| S3 |
1.0483 |
1.0611 |
1.0899 |
|
| S4 |
1.0263 |
1.0391 |
1.0838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1015 |
1.0906 |
0.0109 |
1.0% |
0.0056 |
0.5% |
9% |
False |
True |
19,994 |
| 10 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0070 |
0.6% |
55% |
False |
False |
21,199 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0066 |
0.6% |
55% |
False |
False |
18,823 |
| 40 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0070 |
0.6% |
67% |
False |
False |
14,809 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0063 |
0.6% |
62% |
False |
False |
9,889 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
62% |
False |
False |
7,427 |
| 100 |
1.1043 |
1.0712 |
0.0331 |
3.0% |
0.0057 |
0.5% |
62% |
False |
False |
5,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1087 |
|
1.618 |
1.1037 |
|
1.000 |
1.1006 |
|
0.618 |
1.0987 |
|
HIGH |
1.0956 |
|
0.618 |
1.0937 |
|
0.500 |
1.0931 |
|
0.382 |
1.0925 |
|
LOW |
1.0906 |
|
0.618 |
1.0875 |
|
1.000 |
1.0856 |
|
1.618 |
1.0825 |
|
2.618 |
1.0775 |
|
4.250 |
1.0694 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0942 |
| PP |
1.0926 |
1.0933 |
| S1 |
1.0921 |
1.0925 |
|