CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0924 |
-0.0012 |
-0.1% |
1.0840 |
| High |
1.0961 |
1.0924 |
-0.0037 |
-0.3% |
1.0967 |
| Low |
1.0901 |
1.0830 |
-0.0071 |
-0.7% |
1.0829 |
| Close |
1.0935 |
1.0846 |
-0.0089 |
-0.8% |
1.0935 |
| Range |
0.0060 |
0.0094 |
0.0034 |
56.7% |
0.0138 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.3% |
0.0000 |
| Volume |
876 |
6,303 |
5,427 |
619.5% |
3,446 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1091 |
1.0898 |
|
| R3 |
1.1055 |
1.0997 |
1.0872 |
|
| R2 |
1.0961 |
1.0961 |
1.0863 |
|
| R1 |
1.0903 |
1.0903 |
1.0855 |
1.0885 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0858 |
| S1 |
1.0809 |
1.0809 |
1.0837 |
1.0791 |
| S2 |
1.0773 |
1.0773 |
1.0829 |
|
| S3 |
1.0679 |
1.0715 |
1.0820 |
|
| S4 |
1.0585 |
1.0621 |
1.0794 |
|
|
| 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 |
1.1324 |
|
2.618 |
1.1170 |
|
1.618 |
1.1076 |
|
1.000 |
1.1018 |
|
0.618 |
1.0982 |
|
HIGH |
1.0924 |
|
0.618 |
1.0888 |
|
0.500 |
1.0877 |
|
0.382 |
1.0866 |
|
LOW |
1.0830 |
|
0.618 |
1.0772 |
|
1.000 |
1.0736 |
|
1.618 |
1.0678 |
|
2.618 |
1.0584 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0896 |
| PP |
1.0867 |
1.0879 |
| S1 |
1.0856 |
1.0863 |
|