CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0901 |
-0.0031 |
-0.3% |
1.0906 |
| High |
1.0953 |
1.0935 |
-0.0018 |
-0.2% |
1.0972 |
| Low |
1.0869 |
1.0895 |
0.0026 |
0.2% |
1.0817 |
| Close |
1.0905 |
1.0924 |
0.0019 |
0.2% |
1.0839 |
| Range |
0.0084 |
0.0040 |
-0.0044 |
-52.4% |
0.0155 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
825 |
550 |
-275 |
-33.3% |
231 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.1021 |
1.0946 |
|
| R3 |
1.0998 |
1.0981 |
1.0935 |
|
| R2 |
1.0958 |
1.0958 |
1.0931 |
|
| R1 |
1.0941 |
1.0941 |
1.0928 |
1.0950 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0922 |
| S1 |
1.0901 |
1.0901 |
1.0920 |
1.0910 |
| S2 |
1.0878 |
1.0878 |
1.0917 |
|
| S3 |
1.0838 |
1.0861 |
1.0913 |
|
| S4 |
1.0798 |
1.0821 |
1.0902 |
|
|
| 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 |
1.1105 |
|
2.618 |
1.1040 |
|
1.618 |
1.1000 |
|
1.000 |
1.0975 |
|
0.618 |
1.0960 |
|
HIGH |
1.0935 |
|
0.618 |
1.0920 |
|
0.500 |
1.0915 |
|
0.382 |
1.0910 |
|
LOW |
1.0895 |
|
0.618 |
1.0870 |
|
1.000 |
1.0855 |
|
1.618 |
1.0830 |
|
2.618 |
1.0790 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0922 |
| PP |
1.0918 |
1.0920 |
| S1 |
1.0915 |
1.0918 |
|