CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0776 |
0.0039 |
0.4% |
1.0762 |
| High |
1.0789 |
1.0879 |
0.0090 |
0.8% |
1.0834 |
| Low |
1.0702 |
1.0771 |
0.0069 |
0.6% |
1.0701 |
| Close |
1.0776 |
1.0873 |
0.0097 |
0.9% |
1.0778 |
| Range |
0.0087 |
0.0108 |
0.0021 |
24.1% |
0.0133 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
3.7% |
0.0000 |
| Volume |
21,415 |
25,591 |
4,176 |
19.5% |
89,123 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1127 |
1.0932 |
|
| R3 |
1.1057 |
1.1019 |
1.0903 |
|
| R2 |
1.0949 |
1.0949 |
1.0893 |
|
| R1 |
1.0911 |
1.0911 |
1.0883 |
1.0930 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0851 |
| S1 |
1.0803 |
1.0803 |
1.0863 |
1.0822 |
| S2 |
1.0733 |
1.0733 |
1.0853 |
|
| S3 |
1.0625 |
1.0695 |
1.0843 |
|
| S4 |
1.0517 |
1.0587 |
1.0814 |
|
|
| 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 |
1.0879 |
1.0694 |
0.0185 |
1.7% |
0.0080 |
0.7% |
97% |
True |
False |
21,021 |
| 10 |
1.0879 |
1.0639 |
0.0240 |
2.2% |
0.0079 |
0.7% |
98% |
True |
False |
19,341 |
| 20 |
1.0961 |
1.0609 |
0.0352 |
3.2% |
0.0074 |
0.7% |
75% |
False |
False |
18,590 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.3% |
0.0064 |
0.6% |
73% |
False |
False |
9,373 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0057 |
0.5% |
61% |
False |
False |
6,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1162 |
|
1.618 |
1.1054 |
|
1.000 |
1.0987 |
|
0.618 |
1.0946 |
|
HIGH |
1.0879 |
|
0.618 |
1.0838 |
|
0.500 |
1.0825 |
|
0.382 |
1.0812 |
|
LOW |
1.0771 |
|
0.618 |
1.0704 |
|
1.000 |
1.0663 |
|
1.618 |
1.0596 |
|
2.618 |
1.0488 |
|
4.250 |
1.0312 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0857 |
1.0844 |
| PP |
1.0841 |
1.0815 |
| S1 |
1.0825 |
1.0787 |
|