CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0693 |
1.0662 |
-0.0031 |
-0.3% |
1.0924 |
| High |
1.0709 |
1.0689 |
-0.0020 |
-0.2% |
1.0924 |
| Low |
1.0642 |
1.0609 |
-0.0033 |
-0.3% |
1.0721 |
| Close |
1.0655 |
1.0650 |
-0.0005 |
0.0% |
1.0736 |
| Range |
0.0067 |
0.0080 |
0.0013 |
19.4% |
0.0203 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
23,927 |
21,279 |
-2,648 |
-11.1% |
106,594 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0850 |
1.0694 |
|
| R3 |
1.0809 |
1.0770 |
1.0672 |
|
| R2 |
1.0729 |
1.0729 |
1.0665 |
|
| R1 |
1.0690 |
1.0690 |
1.0657 |
1.0670 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0639 |
| S1 |
1.0610 |
1.0610 |
1.0643 |
1.0590 |
| S2 |
1.0569 |
1.0569 |
1.0635 |
|
| S3 |
1.0489 |
1.0530 |
1.0628 |
|
| S4 |
1.0409 |
1.0450 |
1.0606 |
|
|
| 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 |
1.0845 |
1.0609 |
0.0236 |
2.2% |
0.0074 |
0.7% |
17% |
False |
True |
26,084 |
| 10 |
1.0961 |
1.0609 |
0.0352 |
3.3% |
0.0069 |
0.6% |
12% |
False |
True |
17,839 |
| 20 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0071 |
0.7% |
11% |
False |
True |
9,048 |
| 40 |
1.1027 |
1.0609 |
0.0418 |
3.9% |
0.0057 |
0.5% |
10% |
False |
True |
4,540 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0049 |
0.5% |
9% |
False |
True |
3,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0898 |
|
1.618 |
1.0818 |
|
1.000 |
1.0769 |
|
0.618 |
1.0738 |
|
HIGH |
1.0689 |
|
0.618 |
1.0658 |
|
0.500 |
1.0649 |
|
0.382 |
1.0640 |
|
LOW |
1.0609 |
|
0.618 |
1.0560 |
|
1.000 |
1.0529 |
|
1.618 |
1.0480 |
|
2.618 |
1.0400 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0689 |
| PP |
1.0649 |
1.0676 |
| S1 |
1.0649 |
1.0663 |
|