CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0668 |
0.0006 |
0.1% |
1.0924 |
| High |
1.0689 |
1.0747 |
0.0058 |
0.5% |
1.0924 |
| Low |
1.0609 |
1.0639 |
0.0030 |
0.3% |
1.0721 |
| Close |
1.0650 |
1.0714 |
0.0064 |
0.6% |
1.0736 |
| Range |
0.0080 |
0.0108 |
0.0028 |
35.0% |
0.0203 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.4% |
0.0000 |
| Volume |
21,279 |
21,312 |
33 |
0.2% |
106,594 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0977 |
1.0773 |
|
| R3 |
1.0916 |
1.0869 |
1.0744 |
|
| R2 |
1.0808 |
1.0808 |
1.0734 |
|
| R1 |
1.0761 |
1.0761 |
1.0724 |
1.0785 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0712 |
| S1 |
1.0653 |
1.0653 |
1.0704 |
1.0677 |
| S2 |
1.0592 |
1.0592 |
1.0694 |
|
| S3 |
1.0484 |
1.0545 |
1.0684 |
|
| S4 |
1.0376 |
1.0437 |
1.0655 |
|
|
| 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 |
1.0803 |
1.0609 |
0.0194 |
1.8% |
0.0083 |
0.8% |
54% |
False |
False |
23,548 |
| 10 |
1.0961 |
1.0609 |
0.0352 |
3.3% |
0.0076 |
0.7% |
30% |
False |
False |
19,916 |
| 20 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0073 |
0.7% |
29% |
False |
False |
10,111 |
| 40 |
1.1027 |
1.0609 |
0.0418 |
3.9% |
0.0060 |
0.6% |
25% |
False |
False |
5,073 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0050 |
0.5% |
24% |
False |
False |
3,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1206 |
|
2.618 |
1.1030 |
|
1.618 |
1.0922 |
|
1.000 |
1.0855 |
|
0.618 |
1.0814 |
|
HIGH |
1.0747 |
|
0.618 |
1.0706 |
|
0.500 |
1.0693 |
|
0.382 |
1.0680 |
|
LOW |
1.0639 |
|
0.618 |
1.0572 |
|
1.000 |
1.0531 |
|
1.618 |
1.0464 |
|
2.618 |
1.0356 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0707 |
1.0702 |
| PP |
1.0700 |
1.0690 |
| S1 |
1.0693 |
1.0678 |
|