CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0820 |
0.0008 |
0.1% |
1.0814 |
| High |
1.0836 |
1.0834 |
-0.0002 |
0.0% |
1.0854 |
| Low |
1.0776 |
1.0793 |
0.0017 |
0.2% |
1.0764 |
| Close |
1.0816 |
1.0811 |
-0.0005 |
0.0% |
1.0816 |
| Range |
0.0060 |
0.0041 |
-0.0019 |
-31.7% |
0.0090 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
24,999 |
18,702 |
-6,297 |
-25.2% |
89,930 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0936 |
1.0914 |
1.0834 |
|
| R3 |
1.0895 |
1.0873 |
1.0822 |
|
| R2 |
1.0854 |
1.0854 |
1.0819 |
|
| R1 |
1.0832 |
1.0832 |
1.0815 |
1.0823 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0808 |
| S1 |
1.0791 |
1.0791 |
1.0807 |
1.0782 |
| S2 |
1.0772 |
1.0772 |
1.0803 |
|
| S3 |
1.0731 |
1.0750 |
1.0800 |
|
| S4 |
1.0690 |
1.0709 |
1.0788 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1039 |
1.0866 |
|
| R3 |
1.0991 |
1.0949 |
1.0841 |
|
| R2 |
1.0901 |
1.0901 |
1.0833 |
|
| R1 |
1.0859 |
1.0859 |
1.0824 |
1.0880 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0822 |
| S1 |
1.0769 |
1.0769 |
1.0808 |
1.0790 |
| S2 |
1.0721 |
1.0721 |
1.0800 |
|
| S3 |
1.0631 |
1.0679 |
1.0791 |
|
| S4 |
1.0541 |
1.0589 |
1.0767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0764 |
0.0089 |
0.8% |
0.0053 |
0.5% |
53% |
False |
False |
19,094 |
| 10 |
1.0907 |
1.0764 |
0.0143 |
1.3% |
0.0060 |
0.6% |
33% |
False |
False |
19,642 |
| 20 |
1.0994 |
1.0715 |
0.0279 |
2.6% |
0.0066 |
0.6% |
34% |
False |
False |
20,804 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0068 |
0.6% |
32% |
False |
False |
19,519 |
| 60 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0068 |
0.6% |
33% |
False |
False |
15,870 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0063 |
0.6% |
30% |
False |
False |
11,914 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
30% |
False |
False |
9,539 |
| 120 |
1.1043 |
1.0712 |
0.0331 |
3.1% |
0.0058 |
0.5% |
30% |
False |
False |
7,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0941 |
|
1.618 |
1.0900 |
|
1.000 |
1.0875 |
|
0.618 |
1.0859 |
|
HIGH |
1.0834 |
|
0.618 |
1.0818 |
|
0.500 |
1.0814 |
|
0.382 |
1.0809 |
|
LOW |
1.0793 |
|
0.618 |
1.0768 |
|
1.000 |
1.0752 |
|
1.618 |
1.0727 |
|
2.618 |
1.0686 |
|
4.250 |
1.0619 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0809 |
| PP |
1.0813 |
1.0807 |
| S1 |
1.0812 |
1.0806 |
|