CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0792 |
-0.0018 |
-0.2% |
1.0863 |
| High |
1.0840 |
1.0916 |
0.0076 |
0.7% |
1.0935 |
| Low |
1.0776 |
1.0780 |
0.0004 |
0.0% |
1.0770 |
| Close |
1.0799 |
1.0912 |
0.0113 |
1.0% |
1.0799 |
| Range |
0.0064 |
0.0136 |
0.0072 |
112.5% |
0.0165 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.0% |
0.0000 |
| Volume |
22,149 |
36,442 |
14,293 |
64.5% |
106,969 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1231 |
1.0987 |
|
| R3 |
1.1141 |
1.1095 |
1.0949 |
|
| R2 |
1.1005 |
1.1005 |
1.0937 |
|
| R1 |
1.0959 |
1.0959 |
1.0924 |
1.0982 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0881 |
| S1 |
1.0823 |
1.0823 |
1.0900 |
1.0846 |
| S2 |
1.0733 |
1.0733 |
1.0887 |
|
| S3 |
1.0597 |
1.0687 |
1.0875 |
|
| S4 |
1.0461 |
1.0551 |
1.0837 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1229 |
1.0890 |
|
| R3 |
1.1165 |
1.1064 |
1.0844 |
|
| R2 |
1.1000 |
1.1000 |
1.0829 |
|
| R1 |
1.0899 |
1.0899 |
1.0814 |
1.0867 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0819 |
| S1 |
1.0734 |
1.0734 |
1.0784 |
1.0702 |
| S2 |
1.0670 |
1.0670 |
1.0769 |
|
| S3 |
1.0505 |
1.0569 |
1.0754 |
|
| S4 |
1.0340 |
1.0404 |
1.0708 |
|
|
| 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% |
0.0098 |
0.9% |
86% |
False |
False |
28,682 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0074 |
0.7% |
86% |
False |
False |
22,965 |
| 20 |
1.0935 |
1.0715 |
0.0220 |
2.0% |
0.0070 |
0.6% |
90% |
False |
False |
21,904 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.7% |
0.0071 |
0.7% |
66% |
False |
False |
21,395 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.7% |
0.0070 |
0.6% |
66% |
False |
False |
19,320 |
| 80 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0066 |
0.6% |
64% |
False |
False |
14,544 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
61% |
False |
False |
11,648 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0060 |
0.6% |
61% |
False |
False |
9,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1272 |
|
1.618 |
1.1136 |
|
1.000 |
1.1052 |
|
0.618 |
1.1000 |
|
HIGH |
1.0916 |
|
0.618 |
1.0864 |
|
0.500 |
1.0848 |
|
0.382 |
1.0832 |
|
LOW |
1.0780 |
|
0.618 |
1.0696 |
|
1.000 |
1.0644 |
|
1.618 |
1.0560 |
|
2.618 |
1.0424 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0889 |
| PP |
1.0869 |
1.0866 |
| S1 |
1.0848 |
1.0843 |
|