CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0747 |
-0.0015 |
-0.1% |
1.0741 |
| High |
1.0795 |
1.0774 |
-0.0021 |
-0.2% |
1.0775 |
| Low |
1.0729 |
1.0701 |
-0.0028 |
-0.3% |
1.0609 |
| Close |
1.0747 |
1.0757 |
0.0010 |
0.1% |
1.0768 |
| Range |
0.0066 |
0.0073 |
0.0007 |
10.6% |
0.0166 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.3% |
0.0000 |
| Volume |
17,372 |
15,990 |
-1,382 |
-8.0% |
109,900 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0933 |
1.0797 |
|
| R3 |
1.0890 |
1.0860 |
1.0777 |
|
| R2 |
1.0817 |
1.0817 |
1.0770 |
|
| R1 |
1.0787 |
1.0787 |
1.0764 |
1.0802 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0752 |
| S1 |
1.0714 |
1.0714 |
1.0750 |
1.0729 |
| S2 |
1.0671 |
1.0671 |
1.0744 |
|
| S3 |
1.0598 |
1.0641 |
1.0737 |
|
| S4 |
1.0525 |
1.0568 |
1.0717 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1158 |
1.0859 |
|
| R3 |
1.1049 |
1.0992 |
1.0814 |
|
| R2 |
1.0883 |
1.0883 |
1.0798 |
|
| R1 |
1.0826 |
1.0826 |
1.0783 |
1.0855 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0732 |
| S1 |
1.0660 |
1.0660 |
1.0753 |
1.0689 |
| S2 |
1.0551 |
1.0551 |
1.0738 |
|
| S3 |
1.0385 |
1.0494 |
1.0722 |
|
| S4 |
1.0219 |
1.0328 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0795 |
1.0609 |
0.0186 |
1.7% |
0.0081 |
0.8% |
80% |
False |
False |
18,832 |
| 10 |
1.0851 |
1.0609 |
0.0242 |
2.2% |
0.0076 |
0.7% |
61% |
False |
False |
23,208 |
| 20 |
1.0967 |
1.0609 |
0.0358 |
3.3% |
0.0076 |
0.7% |
41% |
False |
False |
12,672 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0062 |
0.6% |
41% |
False |
False |
6,361 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0053 |
0.5% |
34% |
False |
False |
4,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1084 |
|
2.618 |
1.0965 |
|
1.618 |
1.0892 |
|
1.000 |
1.0847 |
|
0.618 |
1.0819 |
|
HIGH |
1.0774 |
|
0.618 |
1.0746 |
|
0.500 |
1.0738 |
|
0.382 |
1.0729 |
|
LOW |
1.0701 |
|
0.618 |
1.0656 |
|
1.000 |
1.0628 |
|
1.618 |
1.0583 |
|
2.618 |
1.0510 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0753 |
| PP |
1.0744 |
1.0749 |
| S1 |
1.0738 |
1.0745 |
|