CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0737 |
-0.0048 |
-0.4% |
1.0762 |
| High |
1.0787 |
1.0789 |
0.0002 |
0.0% |
1.0834 |
| Low |
1.0694 |
1.0702 |
0.0008 |
0.1% |
1.0701 |
| Close |
1.0730 |
1.0776 |
0.0046 |
0.4% |
1.0778 |
| Range |
0.0093 |
0.0087 |
-0.0006 |
-6.5% |
0.0133 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.8% |
0.0000 |
| Volume |
17,764 |
21,415 |
3,651 |
20.6% |
89,123 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0983 |
1.0824 |
|
| R3 |
1.0930 |
1.0896 |
1.0800 |
|
| R2 |
1.0843 |
1.0843 |
1.0792 |
|
| R1 |
1.0809 |
1.0809 |
1.0784 |
1.0826 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0764 |
| S1 |
1.0722 |
1.0722 |
1.0768 |
1.0739 |
| S2 |
1.0669 |
1.0669 |
1.0760 |
|
| S3 |
1.0582 |
1.0635 |
1.0752 |
|
| S4 |
1.0495 |
1.0548 |
1.0728 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1107 |
1.0851 |
|
| R3 |
1.1037 |
1.0974 |
1.0815 |
|
| R2 |
1.0904 |
1.0904 |
1.0802 |
|
| R1 |
1.0841 |
1.0841 |
1.0790 |
1.0873 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0787 |
| S1 |
1.0708 |
1.0708 |
1.0766 |
1.0740 |
| S2 |
1.0638 |
1.0638 |
1.0754 |
|
| S3 |
1.0505 |
1.0575 |
1.0741 |
|
| S4 |
1.0372 |
1.0442 |
1.0705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0694 |
0.0140 |
1.3% |
0.0071 |
0.7% |
59% |
False |
False |
18,988 |
| 10 |
1.0834 |
1.0609 |
0.0225 |
2.1% |
0.0076 |
0.7% |
74% |
False |
False |
18,910 |
| 20 |
1.0961 |
1.0609 |
0.0352 |
3.3% |
0.0073 |
0.7% |
47% |
False |
False |
17,352 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0063 |
0.6% |
46% |
False |
False |
8,733 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0056 |
0.5% |
38% |
False |
False |
5,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1017 |
|
1.618 |
1.0930 |
|
1.000 |
1.0876 |
|
0.618 |
1.0843 |
|
HIGH |
1.0789 |
|
0.618 |
1.0756 |
|
0.500 |
1.0746 |
|
0.382 |
1.0735 |
|
LOW |
1.0702 |
|
0.618 |
1.0648 |
|
1.000 |
1.0615 |
|
1.618 |
1.0561 |
|
2.618 |
1.0474 |
|
4.250 |
1.0332 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0772 |
| PP |
1.0756 |
1.0768 |
| S1 |
1.0746 |
1.0764 |
|