CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0696 |
-0.0056 |
-0.5% |
1.0903 |
| High |
1.0763 |
1.0729 |
-0.0034 |
-0.3% |
1.0903 |
| Low |
1.0688 |
1.0680 |
-0.0008 |
-0.1% |
1.0688 |
| Close |
1.0696 |
1.0698 |
0.0002 |
0.0% |
1.0696 |
| Range |
0.0075 |
0.0049 |
-0.0026 |
-34.7% |
0.0215 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
6,986 |
763 |
-6,223 |
-89.1% |
150,797 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0823 |
1.0725 |
|
| R3 |
1.0800 |
1.0774 |
1.0711 |
|
| R2 |
1.0751 |
1.0751 |
1.0707 |
|
| R1 |
1.0725 |
1.0725 |
1.0702 |
1.0738 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0709 |
| S1 |
1.0676 |
1.0676 |
1.0694 |
1.0689 |
| S2 |
1.0653 |
1.0653 |
1.0689 |
|
| S3 |
1.0604 |
1.0627 |
1.0685 |
|
| S4 |
1.0555 |
1.0578 |
1.0671 |
|
|
| 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 |
1.0812 |
1.0680 |
0.0132 |
1.2% |
0.0063 |
0.6% |
14% |
False |
True |
24,149 |
| 10 |
1.0933 |
1.0680 |
0.0253 |
2.4% |
0.0070 |
0.7% |
7% |
False |
True |
24,450 |
| 20 |
1.0935 |
1.0680 |
0.0255 |
2.4% |
0.0072 |
0.7% |
7% |
False |
True |
23,708 |
| 40 |
1.1011 |
1.0680 |
0.0331 |
3.1% |
0.0070 |
0.6% |
5% |
False |
True |
22,281 |
| 60 |
1.1015 |
1.0680 |
0.0335 |
3.1% |
0.0070 |
0.7% |
5% |
False |
True |
20,955 |
| 80 |
1.1015 |
1.0680 |
0.0335 |
3.1% |
0.0069 |
0.6% |
5% |
False |
True |
17,596 |
| 100 |
1.1042 |
1.0680 |
0.0362 |
3.4% |
0.0065 |
0.6% |
5% |
False |
True |
14,086 |
| 120 |
1.1042 |
1.0680 |
0.0362 |
3.4% |
0.0061 |
0.6% |
5% |
False |
True |
11,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0857 |
|
1.618 |
1.0808 |
|
1.000 |
1.0778 |
|
0.618 |
1.0759 |
|
HIGH |
1.0729 |
|
0.618 |
1.0710 |
|
0.500 |
1.0705 |
|
0.382 |
1.0699 |
|
LOW |
1.0680 |
|
0.618 |
1.0650 |
|
1.000 |
1.0631 |
|
1.618 |
1.0601 |
|
2.618 |
1.0552 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0705 |
1.0743 |
| PP |
1.0702 |
1.0728 |
| S1 |
1.0700 |
1.0713 |
|