CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0936 |
0.0035 |
0.3% |
1.0840 |
| High |
1.0935 |
1.0961 |
0.0026 |
0.2% |
1.0967 |
| Low |
1.0895 |
1.0901 |
0.0006 |
0.1% |
1.0829 |
| Close |
1.0924 |
1.0935 |
0.0011 |
0.1% |
1.0935 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0138 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
| Volume |
550 |
876 |
326 |
59.3% |
3,446 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1084 |
1.0968 |
|
| R3 |
1.1052 |
1.1024 |
1.0952 |
|
| R2 |
1.0992 |
1.0992 |
1.0946 |
|
| R1 |
1.0964 |
1.0964 |
1.0941 |
1.0948 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0925 |
| S1 |
1.0904 |
1.0904 |
1.0930 |
1.0888 |
| S2 |
1.0872 |
1.0872 |
1.0924 |
|
| S3 |
1.0812 |
1.0844 |
1.0919 |
|
| S4 |
1.0752 |
1.0784 |
1.0902 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1268 |
1.1011 |
|
| R3 |
1.1186 |
1.1130 |
1.0973 |
|
| R2 |
1.1048 |
1.1048 |
1.0960 |
|
| R1 |
1.0992 |
1.0992 |
1.0948 |
1.1020 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0925 |
| S1 |
1.0854 |
1.0854 |
1.0922 |
1.0882 |
| S2 |
1.0772 |
1.0772 |
1.0910 |
|
| S3 |
1.0634 |
1.0716 |
1.0897 |
|
| S4 |
1.0496 |
1.0578 |
1.0859 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1118 |
|
1.618 |
1.1058 |
|
1.000 |
1.1021 |
|
0.618 |
1.0998 |
|
HIGH |
1.0961 |
|
0.618 |
1.0938 |
|
0.500 |
1.0931 |
|
0.382 |
1.0924 |
|
LOW |
1.0901 |
|
0.618 |
1.0864 |
|
1.000 |
1.0841 |
|
1.618 |
1.0804 |
|
2.618 |
1.0744 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0928 |
| PP |
1.0932 |
1.0922 |
| S1 |
1.0931 |
1.0915 |
|