CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0918 |
-0.0018 |
-0.2% |
1.0957 |
| High |
1.0956 |
1.0994 |
0.0038 |
0.3% |
1.0994 |
| Low |
1.0906 |
1.0916 |
0.0010 |
0.1% |
1.0906 |
| Close |
1.0916 |
1.0984 |
0.0068 |
0.6% |
1.0984 |
| Range |
0.0050 |
0.0078 |
0.0028 |
56.0% |
0.0088 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.2% |
0.0000 |
| Volume |
14,302 |
18,408 |
4,106 |
28.7% |
74,769 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1169 |
1.1027 |
|
| R3 |
1.1121 |
1.1091 |
1.1005 |
|
| R2 |
1.1043 |
1.1043 |
1.0998 |
|
| R1 |
1.1013 |
1.1013 |
1.0991 |
1.1028 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0972 |
| S1 |
1.0935 |
1.0935 |
1.0977 |
1.0950 |
| S2 |
1.0887 |
1.0887 |
1.0970 |
|
| S3 |
1.0809 |
1.0857 |
1.0963 |
|
| S4 |
1.0731 |
1.0779 |
1.0941 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1193 |
1.1032 |
|
| R3 |
1.1137 |
1.1105 |
1.1008 |
|
| R2 |
1.1049 |
1.1049 |
1.1000 |
|
| R1 |
1.1017 |
1.1017 |
1.0992 |
1.1033 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0970 |
| S1 |
1.0929 |
1.0929 |
1.0976 |
1.0945 |
| S2 |
1.0873 |
1.0873 |
1.0968 |
|
| S3 |
1.0785 |
1.0841 |
1.0960 |
|
| S4 |
1.0697 |
1.0753 |
1.0936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0906 |
0.0105 |
1.0% |
0.0058 |
0.5% |
74% |
False |
False |
18,895 |
| 10 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0072 |
0.7% |
86% |
False |
False |
21,370 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0067 |
0.6% |
86% |
False |
False |
19,034 |
| 40 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0071 |
0.6% |
90% |
False |
False |
15,268 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0064 |
0.6% |
82% |
False |
False |
10,195 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
82% |
False |
False |
7,657 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
82% |
False |
False |
6,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1326 |
|
2.618 |
1.1198 |
|
1.618 |
1.1120 |
|
1.000 |
1.1072 |
|
0.618 |
1.1042 |
|
HIGH |
1.0994 |
|
0.618 |
1.0964 |
|
0.500 |
1.0955 |
|
0.382 |
1.0946 |
|
LOW |
1.0916 |
|
0.618 |
1.0868 |
|
1.000 |
1.0838 |
|
1.618 |
1.0790 |
|
2.618 |
1.0712 |
|
4.250 |
1.0585 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0973 |
| PP |
1.0965 |
1.0961 |
| S1 |
1.0955 |
1.0950 |
|