CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0936 |
0.0096 |
0.9% |
1.0906 |
| High |
1.0956 |
1.0967 |
0.0011 |
0.1% |
1.0972 |
| Low |
1.0829 |
1.0910 |
0.0081 |
0.7% |
1.0817 |
| Close |
1.0954 |
1.0927 |
-0.0027 |
-0.2% |
1.0839 |
| Range |
0.0127 |
0.0057 |
-0.0070 |
-55.1% |
0.0155 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
542 |
653 |
111 |
20.5% |
231 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1073 |
1.0958 |
|
| R3 |
1.1049 |
1.1016 |
1.0943 |
|
| R2 |
1.0992 |
1.0992 |
1.0937 |
|
| R1 |
1.0959 |
1.0959 |
1.0932 |
1.0947 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0929 |
| S1 |
1.0902 |
1.0902 |
1.0922 |
1.0890 |
| S2 |
1.0878 |
1.0878 |
1.0917 |
|
| S3 |
1.0821 |
1.0845 |
1.0911 |
|
| S4 |
1.0764 |
1.0788 |
1.0896 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1245 |
1.0924 |
|
| R3 |
1.1186 |
1.1090 |
1.0882 |
|
| R2 |
1.1031 |
1.1031 |
1.0867 |
|
| R1 |
1.0935 |
1.0935 |
1.0853 |
1.0906 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0861 |
| S1 |
1.0780 |
1.0780 |
1.0825 |
1.0751 |
| S2 |
1.0721 |
1.0721 |
1.0811 |
|
| S3 |
1.0566 |
1.0625 |
1.0796 |
|
| S4 |
1.0411 |
1.0470 |
1.0754 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1209 |
|
2.618 |
1.1116 |
|
1.618 |
1.1059 |
|
1.000 |
1.1024 |
|
0.618 |
1.1002 |
|
HIGH |
1.0967 |
|
0.618 |
1.0945 |
|
0.500 |
1.0939 |
|
0.382 |
1.0932 |
|
LOW |
1.0910 |
|
0.618 |
1.0875 |
|
1.000 |
1.0853 |
|
1.618 |
1.0818 |
|
2.618 |
1.0761 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0915 |
| PP |
1.0935 |
1.0904 |
| S1 |
1.0931 |
1.0892 |
|