CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0899 |
0.0044 |
0.4% |
1.0820 |
| High |
1.0912 |
1.0908 |
-0.0004 |
0.0% |
1.0890 |
| Low |
1.0853 |
1.0770 |
-0.0083 |
-0.8% |
1.0789 |
| Close |
1.0897 |
1.0803 |
-0.0094 |
-0.9% |
1.0864 |
| Range |
0.0059 |
0.0138 |
0.0079 |
133.9% |
0.0101 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
8.3% |
0.0000 |
| Volume |
15,268 |
35,360 |
20,092 |
131.6% |
86,247 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1160 |
1.0879 |
|
| R3 |
1.1103 |
1.1022 |
1.0841 |
|
| R2 |
1.0965 |
1.0965 |
1.0828 |
|
| R1 |
1.0884 |
1.0884 |
1.0816 |
1.0856 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0813 |
| S1 |
1.0746 |
1.0746 |
1.0790 |
1.0718 |
| S2 |
1.0689 |
1.0689 |
1.0778 |
|
| S3 |
1.0551 |
1.0608 |
1.0765 |
|
| S4 |
1.0413 |
1.0470 |
1.0727 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1108 |
1.0920 |
|
| R3 |
1.1050 |
1.1007 |
1.0892 |
|
| R2 |
1.0949 |
1.0949 |
1.0883 |
|
| R1 |
1.0906 |
1.0906 |
1.0873 |
1.0928 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0858 |
| S1 |
1.0805 |
1.0805 |
1.0855 |
1.0827 |
| S2 |
1.0747 |
1.0747 |
1.0845 |
|
| S3 |
1.0646 |
1.0704 |
1.0836 |
|
| S4 |
1.0545 |
1.0603 |
1.0808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0075 |
0.7% |
20% |
False |
True |
23,749 |
| 10 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0068 |
0.6% |
23% |
False |
False |
22,389 |
| 20 |
1.0935 |
1.0715 |
0.0220 |
2.0% |
0.0068 |
0.6% |
40% |
False |
False |
21,583 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
29% |
False |
False |
20,934 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
29% |
False |
False |
18,384 |
| 80 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0065 |
0.6% |
28% |
False |
False |
13,813 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0060 |
0.6% |
28% |
False |
False |
11,062 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0059 |
0.5% |
28% |
False |
False |
9,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1495 |
|
2.618 |
1.1269 |
|
1.618 |
1.1131 |
|
1.000 |
1.1046 |
|
0.618 |
1.0993 |
|
HIGH |
1.0908 |
|
0.618 |
1.0855 |
|
0.500 |
1.0839 |
|
0.382 |
1.0823 |
|
LOW |
1.0770 |
|
0.618 |
1.0685 |
|
1.000 |
1.0632 |
|
1.618 |
1.0547 |
|
2.618 |
1.0409 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0853 |
| PP |
1.0827 |
1.0836 |
| S1 |
1.0815 |
1.0820 |
|