CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0752 |
-0.0044 |
-0.4% |
1.0903 |
| High |
1.0805 |
1.0763 |
-0.0042 |
-0.4% |
1.0903 |
| Low |
1.0742 |
1.0688 |
-0.0054 |
-0.5% |
1.0688 |
| Close |
1.0751 |
1.0696 |
-0.0055 |
-0.5% |
1.0696 |
| Range |
0.0063 |
0.0075 |
0.0012 |
19.0% |
0.0215 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
43,139 |
6,986 |
-36,153 |
-83.8% |
150,797 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0893 |
1.0737 |
|
| R3 |
1.0866 |
1.0818 |
1.0717 |
|
| R2 |
1.0791 |
1.0791 |
1.0710 |
|
| R1 |
1.0743 |
1.0743 |
1.0703 |
1.0730 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0709 |
| S1 |
1.0668 |
1.0668 |
1.0689 |
1.0655 |
| S2 |
1.0641 |
1.0641 |
1.0682 |
|
| S3 |
1.0566 |
1.0593 |
1.0675 |
|
| S4 |
1.0491 |
1.0518 |
1.0655 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1267 |
1.0814 |
|
| R3 |
1.1192 |
1.1052 |
1.0755 |
|
| R2 |
1.0977 |
1.0977 |
1.0735 |
|
| R1 |
1.0837 |
1.0837 |
1.0716 |
1.0800 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0744 |
| S1 |
1.0622 |
1.0622 |
1.0676 |
1.0585 |
| S2 |
1.0547 |
1.0547 |
1.0657 |
|
| S3 |
1.0332 |
1.0407 |
1.0637 |
|
| S4 |
1.0117 |
1.0192 |
1.0578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0903 |
1.0688 |
0.0215 |
2.0% |
0.0077 |
0.7% |
4% |
False |
True |
30,159 |
| 10 |
1.0933 |
1.0688 |
0.0245 |
2.3% |
0.0079 |
0.7% |
3% |
False |
True |
28,018 |
| 20 |
1.0935 |
1.0688 |
0.0247 |
2.3% |
0.0072 |
0.7% |
3% |
False |
True |
24,919 |
| 40 |
1.1015 |
1.0688 |
0.0327 |
3.1% |
0.0070 |
0.7% |
2% |
False |
True |
22,859 |
| 60 |
1.1015 |
1.0688 |
0.0327 |
3.1% |
0.0070 |
0.7% |
2% |
False |
True |
21,260 |
| 80 |
1.1015 |
1.0688 |
0.0327 |
3.1% |
0.0070 |
0.7% |
2% |
False |
True |
17,588 |
| 100 |
1.1042 |
1.0688 |
0.0354 |
3.3% |
0.0065 |
0.6% |
2% |
False |
True |
14,079 |
| 120 |
1.1042 |
1.0688 |
0.0354 |
3.3% |
0.0061 |
0.6% |
2% |
False |
True |
11,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1082 |
|
2.618 |
1.0959 |
|
1.618 |
1.0884 |
|
1.000 |
1.0838 |
|
0.618 |
1.0809 |
|
HIGH |
1.0763 |
|
0.618 |
1.0734 |
|
0.500 |
1.0726 |
|
0.382 |
1.0717 |
|
LOW |
1.0688 |
|
0.618 |
1.0642 |
|
1.000 |
1.0613 |
|
1.618 |
1.0567 |
|
2.618 |
1.0492 |
|
4.250 |
1.0369 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0750 |
| PP |
1.0716 |
1.0732 |
| S1 |
1.0706 |
1.0714 |
|