CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0932 |
-0.0004 |
0.0% |
1.0906 |
| High |
1.0967 |
1.0953 |
-0.0014 |
-0.1% |
1.0972 |
| Low |
1.0910 |
1.0869 |
-0.0041 |
-0.4% |
1.0817 |
| Close |
1.0927 |
1.0905 |
-0.0022 |
-0.2% |
1.0839 |
| Range |
0.0057 |
0.0084 |
0.0027 |
47.4% |
0.0155 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.8% |
0.0000 |
| Volume |
653 |
825 |
172 |
26.3% |
231 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1117 |
1.0951 |
|
| R3 |
1.1077 |
1.1033 |
1.0928 |
|
| R2 |
1.0993 |
1.0993 |
1.0920 |
|
| R1 |
1.0949 |
1.0949 |
1.0913 |
1.0929 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0899 |
| S1 |
1.0865 |
1.0865 |
1.0897 |
1.0845 |
| S2 |
1.0825 |
1.0825 |
1.0890 |
|
| S3 |
1.0741 |
1.0781 |
1.0882 |
|
| S4 |
1.0657 |
1.0697 |
1.0859 |
|
|
| 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 |
1.1310 |
|
2.618 |
1.1173 |
|
1.618 |
1.1089 |
|
1.000 |
1.1037 |
|
0.618 |
1.1005 |
|
HIGH |
1.0953 |
|
0.618 |
1.0921 |
|
0.500 |
1.0911 |
|
0.382 |
1.0901 |
|
LOW |
1.0869 |
|
0.618 |
1.0817 |
|
1.000 |
1.0785 |
|
1.618 |
1.0733 |
|
2.618 |
1.0649 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0903 |
| PP |
1.0909 |
1.0900 |
| S1 |
1.0907 |
1.0898 |
|