CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0940 |
0.0031 |
0.3% |
1.0852 |
| High |
1.0951 |
1.0946 |
-0.0005 |
0.0% |
1.0925 |
| Low |
1.0896 |
1.0820 |
-0.0076 |
-0.7% |
1.0833 |
| Close |
1.0937 |
1.0842 |
-0.0095 |
-0.9% |
1.0904 |
| Range |
0.0055 |
0.0126 |
0.0071 |
129.1% |
0.0092 |
| ATR |
0.0049 |
0.0055 |
0.0005 |
11.1% |
0.0000 |
| Volume |
11 |
68 |
57 |
518.2% |
762 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1171 |
1.0911 |
|
| R3 |
1.1121 |
1.1045 |
1.0877 |
|
| R2 |
1.0995 |
1.0995 |
1.0865 |
|
| R1 |
1.0919 |
1.0919 |
1.0854 |
1.0894 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0857 |
| S1 |
1.0793 |
1.0793 |
1.0830 |
1.0768 |
| S2 |
1.0743 |
1.0743 |
1.0819 |
|
| S3 |
1.0617 |
1.0667 |
1.0807 |
|
| S4 |
1.0491 |
1.0541 |
1.0773 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1126 |
1.0955 |
|
| R3 |
1.1071 |
1.1034 |
1.0929 |
|
| R2 |
1.0979 |
1.0979 |
1.0921 |
|
| R1 |
1.0942 |
1.0942 |
1.0912 |
1.0961 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0897 |
| S1 |
1.0850 |
1.0850 |
1.0896 |
1.0869 |
| S2 |
1.0795 |
1.0795 |
1.0887 |
|
| S3 |
1.0703 |
1.0758 |
1.0879 |
|
| S4 |
1.0611 |
1.0666 |
1.0853 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1276 |
|
1.618 |
1.1150 |
|
1.000 |
1.1072 |
|
0.618 |
1.1024 |
|
HIGH |
1.0946 |
|
0.618 |
1.0898 |
|
0.500 |
1.0883 |
|
0.382 |
1.0868 |
|
LOW |
1.0820 |
|
0.618 |
1.0742 |
|
1.000 |
1.0694 |
|
1.618 |
1.0616 |
|
2.618 |
1.0490 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0896 |
| PP |
1.0869 |
1.0878 |
| S1 |
1.0856 |
1.0860 |
|