CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0889 |
-0.0022 |
-0.2% |
1.0863 |
| High |
1.0933 |
1.0913 |
-0.0020 |
-0.2% |
1.0935 |
| Low |
1.0867 |
1.0825 |
-0.0042 |
-0.4% |
1.0770 |
| Close |
1.0886 |
1.0864 |
-0.0022 |
-0.2% |
1.0799 |
| Range |
0.0066 |
0.0088 |
0.0022 |
33.3% |
0.0165 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
28,186 |
23,587 |
-4,599 |
-16.3% |
106,969 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1086 |
1.0912 |
|
| R3 |
1.1043 |
1.0998 |
1.0888 |
|
| R2 |
1.0955 |
1.0955 |
1.0880 |
|
| R1 |
1.0910 |
1.0910 |
1.0872 |
1.0889 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0857 |
| S1 |
1.0822 |
1.0822 |
1.0856 |
1.0801 |
| S2 |
1.0779 |
1.0779 |
1.0848 |
|
| S3 |
1.0691 |
1.0734 |
1.0840 |
|
| S4 |
1.0603 |
1.0646 |
1.0816 |
|
|
| 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 |
1.0933 |
1.0770 |
0.0163 |
1.5% |
0.0098 |
0.9% |
58% |
False |
False |
29,144 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0080 |
0.7% |
57% |
False |
False |
24,454 |
| 20 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0068 |
0.6% |
58% |
False |
False |
21,814 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
50% |
False |
False |
21,754 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
50% |
False |
False |
20,133 |
| 80 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0068 |
0.6% |
49% |
False |
False |
15,191 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
46% |
False |
False |
12,165 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
46% |
False |
False |
10,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1143 |
|
1.618 |
1.1055 |
|
1.000 |
1.1001 |
|
0.618 |
1.0967 |
|
HIGH |
1.0913 |
|
0.618 |
1.0879 |
|
0.500 |
1.0869 |
|
0.382 |
1.0859 |
|
LOW |
1.0825 |
|
0.618 |
1.0771 |
|
1.000 |
1.0737 |
|
1.618 |
1.0683 |
|
2.618 |
1.0595 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0862 |
| PP |
1.0867 |
1.0859 |
| S1 |
1.0866 |
1.0857 |
|