CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0863 |
-0.0026 |
-0.2% |
1.0863 |
| High |
1.0913 |
1.0904 |
-0.0009 |
-0.1% |
1.0935 |
| Low |
1.0825 |
1.0852 |
0.0027 |
0.2% |
1.0770 |
| Close |
1.0864 |
1.0884 |
0.0020 |
0.2% |
1.0799 |
| Range |
0.0088 |
0.0052 |
-0.0036 |
-40.9% |
0.0165 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
23,587 |
18,586 |
-5,001 |
-21.2% |
106,969 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1012 |
1.0913 |
|
| R3 |
1.0984 |
1.0960 |
1.0898 |
|
| R2 |
1.0932 |
1.0932 |
1.0894 |
|
| R1 |
1.0908 |
1.0908 |
1.0889 |
1.0920 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0886 |
| S1 |
1.0856 |
1.0856 |
1.0879 |
1.0868 |
| S2 |
1.0828 |
1.0828 |
1.0874 |
|
| S3 |
1.0776 |
1.0804 |
1.0870 |
|
| S4 |
1.0724 |
1.0752 |
1.0855 |
|
|
| 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 |
1.0776 |
0.0157 |
1.4% |
0.0081 |
0.7% |
69% |
False |
False |
25,790 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0078 |
0.7% |
69% |
False |
False |
24,769 |
| 20 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0068 |
0.6% |
70% |
False |
False |
21,788 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.6% |
56% |
False |
False |
21,790 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0069 |
0.6% |
56% |
False |
False |
20,345 |
| 80 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0068 |
0.6% |
55% |
False |
False |
15,424 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0063 |
0.6% |
52% |
False |
False |
12,351 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
52% |
False |
False |
10,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1040 |
|
1.618 |
1.0988 |
|
1.000 |
1.0956 |
|
0.618 |
1.0936 |
|
HIGH |
1.0904 |
|
0.618 |
1.0884 |
|
0.500 |
1.0878 |
|
0.382 |
1.0872 |
|
LOW |
1.0852 |
|
0.618 |
1.0820 |
|
1.000 |
1.0800 |
|
1.618 |
1.0768 |
|
2.618 |
1.0716 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0882 |
| PP |
1.0880 |
1.0881 |
| S1 |
1.0878 |
1.0879 |
|