CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0741 |
-0.0047 |
-0.4% |
1.0924 |
| High |
1.0803 |
1.0768 |
-0.0035 |
-0.3% |
1.0924 |
| Low |
1.0721 |
1.0691 |
-0.0030 |
-0.3% |
1.0721 |
| Close |
1.0736 |
1.0701 |
-0.0035 |
-0.3% |
1.0736 |
| Range |
0.0082 |
0.0077 |
-0.0005 |
-6.1% |
0.0203 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.4% |
0.0000 |
| Volume |
26,052 |
25,173 |
-879 |
-3.4% |
106,594 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0903 |
1.0743 |
|
| R3 |
1.0874 |
1.0826 |
1.0722 |
|
| R2 |
1.0797 |
1.0797 |
1.0715 |
|
| R1 |
1.0749 |
1.0749 |
1.0708 |
1.0735 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0713 |
| S1 |
1.0672 |
1.0672 |
1.0694 |
1.0658 |
| S2 |
1.0643 |
1.0643 |
1.0687 |
|
| S3 |
1.0566 |
1.0595 |
1.0680 |
|
| S4 |
1.0489 |
1.0518 |
1.0659 |
|
|
| 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 |
1.1095 |
|
2.618 |
1.0970 |
|
1.618 |
1.0893 |
|
1.000 |
1.0845 |
|
0.618 |
1.0816 |
|
HIGH |
1.0768 |
|
0.618 |
1.0739 |
|
0.500 |
1.0730 |
|
0.382 |
1.0720 |
|
LOW |
1.0691 |
|
0.618 |
1.0643 |
|
1.000 |
1.0614 |
|
1.618 |
1.0566 |
|
2.618 |
1.0489 |
|
4.250 |
1.0364 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0730 |
1.0768 |
| PP |
1.0720 |
1.0746 |
| S1 |
1.0711 |
1.0723 |
|