CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0759 |
1.0796 |
0.0037 |
0.3% |
1.0792 |
| High |
1.0811 |
1.0805 |
-0.0006 |
-0.1% |
1.0933 |
| Low |
1.0749 |
1.0742 |
-0.0007 |
-0.1% |
1.0780 |
| Close |
1.0796 |
1.0751 |
-0.0045 |
-0.4% |
1.0891 |
| Range |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0153 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
42,280 |
43,139 |
859 |
2.0% |
129,387 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0916 |
1.0786 |
|
| R3 |
1.0892 |
1.0853 |
1.0768 |
|
| R2 |
1.0829 |
1.0829 |
1.0763 |
|
| R1 |
1.0790 |
1.0790 |
1.0757 |
1.0778 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0760 |
| S1 |
1.0727 |
1.0727 |
1.0745 |
1.0715 |
| S2 |
1.0703 |
1.0703 |
1.0739 |
|
| S3 |
1.0640 |
1.0664 |
1.0734 |
|
| S4 |
1.0577 |
1.0601 |
1.0716 |
|
|
| 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 |
1.0921 |
1.0742 |
0.0179 |
1.7% |
0.0074 |
0.7% |
5% |
False |
True |
33,279 |
| 10 |
1.0933 |
1.0742 |
0.0191 |
1.8% |
0.0078 |
0.7% |
5% |
False |
True |
29,534 |
| 20 |
1.0935 |
1.0742 |
0.0193 |
1.8% |
0.0073 |
0.7% |
5% |
False |
True |
25,961 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0072 |
0.7% |
12% |
False |
False |
23,456 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.7% |
12% |
False |
False |
21,413 |
| 80 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
13% |
False |
False |
17,501 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0064 |
0.6% |
12% |
False |
False |
14,010 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0061 |
0.6% |
12% |
False |
False |
11,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1073 |
|
2.618 |
1.0970 |
|
1.618 |
1.0907 |
|
1.000 |
1.0868 |
|
0.618 |
1.0844 |
|
HIGH |
1.0805 |
|
0.618 |
1.0781 |
|
0.500 |
1.0774 |
|
0.382 |
1.0766 |
|
LOW |
1.0742 |
|
0.618 |
1.0703 |
|
1.000 |
1.0679 |
|
1.618 |
1.0640 |
|
2.618 |
1.0577 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0774 |
1.0777 |
| PP |
1.0766 |
1.0768 |
| S1 |
1.0759 |
1.0760 |
|