CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0693 |
-0.0048 |
-0.4% |
1.0924 |
| High |
1.0768 |
1.0709 |
-0.0059 |
-0.5% |
1.0924 |
| Low |
1.0691 |
1.0642 |
-0.0049 |
-0.5% |
1.0721 |
| Close |
1.0701 |
1.0655 |
-0.0046 |
-0.4% |
1.0736 |
| Range |
0.0077 |
0.0067 |
-0.0010 |
-13.0% |
0.0203 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25,173 |
23,927 |
-1,246 |
-4.9% |
106,594 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0829 |
1.0692 |
|
| R3 |
1.0803 |
1.0762 |
1.0673 |
|
| R2 |
1.0736 |
1.0736 |
1.0667 |
|
| R1 |
1.0695 |
1.0695 |
1.0661 |
1.0682 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0662 |
| S1 |
1.0628 |
1.0628 |
1.0649 |
1.0615 |
| S2 |
1.0602 |
1.0602 |
1.0643 |
|
| S3 |
1.0535 |
1.0561 |
1.0637 |
|
| S4 |
1.0468 |
1.0494 |
1.0618 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0851 |
1.0642 |
0.0209 |
2.0% |
0.0070 |
0.7% |
6% |
False |
True |
27,584 |
| 10 |
1.0961 |
1.0642 |
0.0319 |
3.0% |
0.0069 |
0.6% |
4% |
False |
True |
15,794 |
| 20 |
1.0972 |
1.0642 |
0.0330 |
3.1% |
0.0069 |
0.6% |
4% |
False |
True |
8,006 |
| 40 |
1.1027 |
1.0642 |
0.0385 |
3.6% |
0.0056 |
0.5% |
3% |
False |
True |
4,008 |
| 60 |
1.1045 |
1.0642 |
0.0403 |
3.8% |
0.0049 |
0.5% |
3% |
False |
True |
2,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0994 |
|
2.618 |
1.0884 |
|
1.618 |
1.0817 |
|
1.000 |
1.0776 |
|
0.618 |
1.0750 |
|
HIGH |
1.0709 |
|
0.618 |
1.0683 |
|
0.500 |
1.0676 |
|
0.382 |
1.0668 |
|
LOW |
1.0642 |
|
0.618 |
1.0601 |
|
1.000 |
1.0575 |
|
1.618 |
1.0534 |
|
2.618 |
1.0467 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0676 |
1.0723 |
| PP |
1.0669 |
1.0700 |
| S1 |
1.0662 |
1.0678 |
|