CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0902 |
0.0039 |
0.4% |
1.0792 |
| High |
1.0904 |
1.0921 |
0.0017 |
0.2% |
1.0933 |
| Low |
1.0852 |
1.0860 |
0.0008 |
0.1% |
1.0780 |
| Close |
1.0884 |
1.0891 |
0.0007 |
0.1% |
1.0891 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0153 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
18,586 |
22,586 |
4,000 |
21.5% |
129,387 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1043 |
1.0925 |
|
| R3 |
1.1013 |
1.0982 |
1.0908 |
|
| R2 |
1.0952 |
1.0952 |
1.0902 |
|
| R1 |
1.0921 |
1.0921 |
1.0897 |
1.0906 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0883 |
| S1 |
1.0860 |
1.0860 |
1.0885 |
1.0845 |
| S2 |
1.0830 |
1.0830 |
1.0880 |
|
| S3 |
1.0769 |
1.0799 |
1.0874 |
|
| S4 |
1.0708 |
1.0738 |
1.0857 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1262 |
1.0975 |
|
| R3 |
1.1174 |
1.1109 |
1.0933 |
|
| R2 |
1.1021 |
1.1021 |
1.0919 |
|
| R1 |
1.0956 |
1.0956 |
1.0905 |
1.0989 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0884 |
| S1 |
1.0803 |
1.0803 |
1.0877 |
1.0836 |
| S2 |
1.0715 |
1.0715 |
1.0863 |
|
| S3 |
1.0562 |
1.0650 |
1.0849 |
|
| S4 |
1.0409 |
1.0497 |
1.0807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0933 |
1.0780 |
0.0153 |
1.4% |
0.0081 |
0.7% |
73% |
False |
False |
25,877 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0080 |
0.7% |
73% |
False |
False |
24,964 |
| 20 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0068 |
0.6% |
74% |
False |
False |
21,676 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
59% |
False |
False |
21,890 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
59% |
False |
False |
20,527 |
| 80 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0068 |
0.6% |
57% |
False |
False |
15,705 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0063 |
0.6% |
54% |
False |
False |
12,575 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0061 |
0.6% |
54% |
False |
False |
10,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1081 |
|
1.618 |
1.1020 |
|
1.000 |
1.0982 |
|
0.618 |
1.0959 |
|
HIGH |
1.0921 |
|
0.618 |
1.0898 |
|
0.500 |
1.0891 |
|
0.382 |
1.0883 |
|
LOW |
1.0860 |
|
0.618 |
1.0822 |
|
1.000 |
1.0799 |
|
1.618 |
1.0761 |
|
2.618 |
1.0700 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0885 |
| PP |
1.0891 |
1.0879 |
| S1 |
1.0891 |
1.0873 |
|