CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0754 |
-0.0080 |
-0.7% |
1.0978 |
| High |
1.0838 |
1.0775 |
-0.0063 |
-0.6% |
1.0991 |
| Low |
1.0720 |
1.0730 |
0.0010 |
0.1% |
1.0720 |
| Close |
1.0746 |
1.0753 |
0.0007 |
0.1% |
1.0753 |
| Range |
0.0118 |
0.0045 |
-0.0073 |
-61.9% |
0.0271 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
29,186 |
22,970 |
-6,216 |
-21.3% |
114,178 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0865 |
1.0778 |
|
| R3 |
1.0843 |
1.0820 |
1.0765 |
|
| R2 |
1.0798 |
1.0798 |
1.0761 |
|
| R1 |
1.0775 |
1.0775 |
1.0757 |
1.0764 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0747 |
| S1 |
1.0730 |
1.0730 |
1.0749 |
1.0719 |
| S2 |
1.0708 |
1.0708 |
1.0745 |
|
| S3 |
1.0663 |
1.0685 |
1.0741 |
|
| S4 |
1.0618 |
1.0640 |
1.0728 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1465 |
1.0902 |
|
| R3 |
1.1363 |
1.1194 |
1.0828 |
|
| R2 |
1.1092 |
1.1092 |
1.0803 |
|
| R1 |
1.0923 |
1.0923 |
1.0778 |
1.0872 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0796 |
| S1 |
1.0652 |
1.0652 |
1.0728 |
1.0601 |
| S2 |
1.0550 |
1.0550 |
1.0703 |
|
| S3 |
1.0279 |
1.0381 |
1.0678 |
|
| S4 |
1.0008 |
1.0110 |
1.0604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0720 |
0.0271 |
2.5% |
0.0078 |
0.7% |
12% |
False |
False |
22,835 |
| 10 |
1.1011 |
1.0720 |
0.0291 |
2.7% |
0.0068 |
0.6% |
11% |
False |
False |
20,865 |
| 20 |
1.1015 |
1.0720 |
0.0295 |
2.7% |
0.0072 |
0.7% |
11% |
False |
False |
20,885 |
| 40 |
1.1015 |
1.0720 |
0.0295 |
2.7% |
0.0069 |
0.6% |
11% |
False |
False |
18,028 |
| 60 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0065 |
0.6% |
13% |
False |
False |
12,091 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.6% |
12% |
False |
False |
9,084 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0058 |
0.5% |
12% |
False |
False |
7,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0893 |
|
1.618 |
1.0848 |
|
1.000 |
1.0820 |
|
0.618 |
1.0803 |
|
HIGH |
1.0775 |
|
0.618 |
1.0758 |
|
0.500 |
1.0753 |
|
0.382 |
1.0747 |
|
LOW |
1.0730 |
|
0.618 |
1.0702 |
|
1.000 |
1.0685 |
|
1.618 |
1.0657 |
|
2.618 |
1.0612 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0818 |
| PP |
1.0753 |
1.0796 |
| S1 |
1.0753 |
1.0775 |
|