CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0978 |
1.0955 |
-0.0023 |
-0.2% |
1.0957 |
| High |
1.0991 |
1.0957 |
-0.0034 |
-0.3% |
1.0994 |
| Low |
1.0932 |
1.0879 |
-0.0053 |
-0.5% |
1.0906 |
| Close |
1.0952 |
1.0903 |
-0.0049 |
-0.4% |
1.0984 |
| Range |
0.0059 |
0.0078 |
0.0019 |
32.2% |
0.0088 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.1% |
0.0000 |
| Volume |
22,945 |
18,418 |
-4,527 |
-19.7% |
74,769 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1103 |
1.0946 |
|
| R3 |
1.1069 |
1.1025 |
1.0924 |
|
| R2 |
1.0991 |
1.0991 |
1.0917 |
|
| R1 |
1.0947 |
1.0947 |
1.0910 |
1.0930 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0905 |
| S1 |
1.0869 |
1.0869 |
1.0896 |
1.0852 |
| S2 |
1.0835 |
1.0835 |
1.0889 |
|
| S3 |
1.0757 |
1.0791 |
1.0882 |
|
| S4 |
1.0679 |
1.0713 |
1.0860 |
|
|
| 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 |
1.0994 |
1.0879 |
0.0115 |
1.1% |
0.0061 |
0.6% |
21% |
False |
True |
18,119 |
| 10 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0069 |
0.6% |
49% |
False |
False |
21,246 |
| 20 |
1.1015 |
1.0795 |
0.0220 |
2.0% |
0.0069 |
0.6% |
49% |
False |
False |
19,972 |
| 40 |
1.1015 |
1.0791 |
0.0224 |
2.1% |
0.0069 |
0.6% |
50% |
False |
False |
16,284 |
| 60 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0064 |
0.6% |
58% |
False |
False |
10,883 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
58% |
False |
False |
8,174 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0057 |
0.5% |
58% |
False |
False |
6,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1289 |
|
2.618 |
1.1161 |
|
1.618 |
1.1083 |
|
1.000 |
1.1035 |
|
0.618 |
1.1005 |
|
HIGH |
1.0957 |
|
0.618 |
1.0927 |
|
0.500 |
1.0918 |
|
0.382 |
1.0909 |
|
LOW |
1.0879 |
|
0.618 |
1.0831 |
|
1.000 |
1.0801 |
|
1.618 |
1.0753 |
|
2.618 |
1.0675 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0937 |
| PP |
1.0913 |
1.0925 |
| S1 |
1.0908 |
1.0914 |
|