CME Swiss Franc Future June 2022
Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1.0830 |
1.0788 |
-0.0042 |
-0.4% |
1.0924 |
High |
1.0845 |
1.0803 |
-0.0042 |
-0.4% |
1.0924 |
Low |
1.0781 |
1.0721 |
-0.0060 |
-0.6% |
1.0721 |
Close |
1.0791 |
1.0736 |
-0.0055 |
-0.5% |
1.0736 |
Range |
0.0064 |
0.0082 |
0.0018 |
28.1% |
0.0203 |
ATR |
0.0063 |
0.0065 |
0.0001 |
2.1% |
0.0000 |
Volume |
33,992 |
26,052 |
-7,940 |
-23.4% |
106,594 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0999 |
1.0950 |
1.0781 |
|
R3 |
1.0917 |
1.0868 |
1.0759 |
|
R2 |
1.0835 |
1.0835 |
1.0751 |
|
R1 |
1.0786 |
1.0786 |
1.0744 |
1.0770 |
PP |
1.0753 |
1.0753 |
1.0753 |
1.0745 |
S1 |
1.0704 |
1.0704 |
1.0728 |
1.0688 |
S2 |
1.0671 |
1.0671 |
1.0721 |
|
S3 |
1.0589 |
1.0622 |
1.0713 |
|
S4 |
1.0507 |
1.0540 |
1.0691 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1403 |
1.1272 |
1.0848 |
|
R3 |
1.1200 |
1.1069 |
1.0792 |
|
R2 |
1.0997 |
1.0997 |
1.0773 |
|
R1 |
1.0866 |
1.0866 |
1.0755 |
1.0830 |
PP |
1.0794 |
1.0794 |
1.0794 |
1.0776 |
S1 |
1.0663 |
1.0663 |
1.0717 |
1.0627 |
S2 |
1.0591 |
1.0591 |
1.0699 |
|
S3 |
1.0388 |
1.0460 |
1.0680 |
|
S4 |
1.0185 |
1.0257 |
1.0624 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1152 |
2.618 |
1.1018 |
1.618 |
1.0936 |
1.000 |
1.0885 |
0.618 |
1.0854 |
HIGH |
1.0803 |
0.618 |
1.0772 |
0.500 |
1.0762 |
0.382 |
1.0752 |
LOW |
1.0721 |
0.618 |
1.0670 |
1.000 |
1.0639 |
1.618 |
1.0588 |
2.618 |
1.0506 |
4.250 |
1.0373 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0762 |
1.0786 |
PP |
1.0753 |
1.0769 |
S1 |
1.0745 |
1.0753 |
|