CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0903 |
0.0001 |
0.0% |
1.0792 |
| High |
1.0921 |
1.0903 |
-0.0018 |
-0.2% |
1.0933 |
| Low |
1.0860 |
1.0785 |
-0.0075 |
-0.7% |
1.0780 |
| Close |
1.0891 |
1.0803 |
-0.0088 |
-0.8% |
1.0891 |
| Range |
0.0061 |
0.0118 |
0.0057 |
93.4% |
0.0153 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.6% |
0.0000 |
| Volume |
22,586 |
30,815 |
8,229 |
36.4% |
129,387 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1112 |
1.0868 |
|
| R3 |
1.1066 |
1.0994 |
1.0835 |
|
| R2 |
1.0948 |
1.0948 |
1.0825 |
|
| R1 |
1.0876 |
1.0876 |
1.0814 |
1.0853 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0819 |
| S1 |
1.0758 |
1.0758 |
1.0792 |
1.0735 |
| S2 |
1.0712 |
1.0712 |
1.0781 |
|
| S3 |
1.0594 |
1.0640 |
1.0771 |
|
| S4 |
1.0476 |
1.0522 |
1.0738 |
|
|
| 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 |
1.0785 |
0.0148 |
1.4% |
0.0077 |
0.7% |
12% |
False |
True |
24,752 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0088 |
0.8% |
20% |
False |
False |
26,717 |
| 20 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0070 |
0.6% |
23% |
False |
False |
22,167 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0072 |
0.7% |
29% |
False |
False |
22,243 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.7% |
29% |
False |
False |
20,589 |
| 80 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
30% |
False |
False |
16,091 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0064 |
0.6% |
28% |
False |
False |
12,882 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0062 |
0.6% |
28% |
False |
False |
10,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1405 |
|
2.618 |
1.1212 |
|
1.618 |
1.1094 |
|
1.000 |
1.1021 |
|
0.618 |
1.0976 |
|
HIGH |
1.0903 |
|
0.618 |
1.0858 |
|
0.500 |
1.0844 |
|
0.382 |
1.0830 |
|
LOW |
1.0785 |
|
0.618 |
1.0712 |
|
1.000 |
1.0667 |
|
1.618 |
1.0594 |
|
2.618 |
1.0476 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0853 |
| PP |
1.0830 |
1.0836 |
| S1 |
1.0817 |
1.0820 |
|