CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0830 |
0.0030 |
0.3% |
1.0840 |
| High |
1.0851 |
1.0845 |
-0.0006 |
-0.1% |
1.0967 |
| Low |
1.0793 |
1.0781 |
-0.0012 |
-0.1% |
1.0829 |
| Close |
1.0836 |
1.0791 |
-0.0045 |
-0.4% |
1.0935 |
| Range |
0.0058 |
0.0064 |
0.0006 |
10.3% |
0.0138 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
28,776 |
33,992 |
5,216 |
18.1% |
3,446 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0958 |
1.0826 |
|
| R3 |
1.0934 |
1.0894 |
1.0809 |
|
| R2 |
1.0870 |
1.0870 |
1.0803 |
|
| R1 |
1.0830 |
1.0830 |
1.0797 |
1.0818 |
| PP |
1.0806 |
1.0806 |
1.0806 |
1.0800 |
| S1 |
1.0766 |
1.0766 |
1.0785 |
1.0754 |
| S2 |
1.0742 |
1.0742 |
1.0779 |
|
| S3 |
1.0678 |
1.0702 |
1.0773 |
|
| S4 |
1.0614 |
1.0638 |
1.0756 |
|
|
| 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 |
1.1117 |
|
2.618 |
1.1013 |
|
1.618 |
1.0949 |
|
1.000 |
1.0909 |
|
0.618 |
1.0885 |
|
HIGH |
1.0845 |
|
0.618 |
1.0821 |
|
0.500 |
1.0813 |
|
0.382 |
1.0805 |
|
LOW |
1.0781 |
|
0.618 |
1.0741 |
|
1.000 |
1.0717 |
|
1.618 |
1.0677 |
|
2.618 |
1.0613 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0818 |
| PP |
1.0806 |
1.0809 |
| S1 |
1.0798 |
1.0800 |
|