CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0834 |
-0.0071 |
-0.7% |
1.0957 |
| High |
1.0916 |
1.0838 |
-0.0078 |
-0.7% |
1.0994 |
| Low |
1.0827 |
1.0720 |
-0.0107 |
-1.0% |
1.0906 |
| Close |
1.0841 |
1.0746 |
-0.0095 |
-0.9% |
1.0984 |
| Range |
0.0089 |
0.0118 |
0.0029 |
32.6% |
0.0088 |
| ATR |
0.0070 |
0.0073 |
0.0004 |
5.3% |
0.0000 |
| Volume |
20,659 |
29,186 |
8,527 |
41.3% |
74,769 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1052 |
1.0811 |
|
| R3 |
1.1004 |
1.0934 |
1.0778 |
|
| R2 |
1.0886 |
1.0886 |
1.0768 |
|
| R1 |
1.0816 |
1.0816 |
1.0757 |
1.0792 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0756 |
| S1 |
1.0698 |
1.0698 |
1.0735 |
1.0674 |
| S2 |
1.0650 |
1.0650 |
1.0724 |
|
| S3 |
1.0532 |
1.0580 |
1.0714 |
|
| S4 |
1.0414 |
1.0462 |
1.0681 |
|
|
| 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 |
1.0720 |
0.0274 |
2.5% |
0.0084 |
0.8% |
9% |
False |
True |
21,923 |
| 10 |
1.1015 |
1.0720 |
0.0295 |
2.7% |
0.0070 |
0.7% |
9% |
False |
True |
20,959 |
| 20 |
1.1015 |
1.0720 |
0.0295 |
2.7% |
0.0073 |
0.7% |
9% |
False |
True |
20,594 |
| 40 |
1.1015 |
1.0720 |
0.0295 |
2.7% |
0.0069 |
0.6% |
9% |
False |
True |
17,490 |
| 60 |
1.1036 |
1.0712 |
0.0324 |
3.0% |
0.0065 |
0.6% |
10% |
False |
False |
11,709 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
10% |
False |
False |
8,797 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0058 |
0.5% |
10% |
False |
False |
7,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1147 |
|
1.618 |
1.1029 |
|
1.000 |
1.0956 |
|
0.618 |
1.0911 |
|
HIGH |
1.0838 |
|
0.618 |
1.0793 |
|
0.500 |
1.0779 |
|
0.382 |
1.0765 |
|
LOW |
1.0720 |
|
0.618 |
1.0647 |
|
1.000 |
1.0602 |
|
1.618 |
1.0529 |
|
2.618 |
1.0411 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0839 |
| PP |
1.0768 |
1.0808 |
| S1 |
1.0757 |
1.0777 |
|