CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0868 |
0.0092 |
0.9% |
1.0762 |
| High |
1.0879 |
1.0908 |
0.0029 |
0.3% |
1.0834 |
| Low |
1.0771 |
1.0832 |
0.0061 |
0.6% |
1.0701 |
| Close |
1.0873 |
1.0871 |
-0.0002 |
0.0% |
1.0778 |
| Range |
0.0108 |
0.0076 |
-0.0032 |
-29.6% |
0.0133 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25,591 |
29,704 |
4,113 |
16.1% |
89,123 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1061 |
1.0913 |
|
| R3 |
1.1022 |
1.0985 |
1.0892 |
|
| R2 |
1.0946 |
1.0946 |
1.0885 |
|
| R1 |
1.0909 |
1.0909 |
1.0878 |
1.0928 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0880 |
| S1 |
1.0833 |
1.0833 |
1.0864 |
1.0852 |
| S2 |
1.0794 |
1.0794 |
1.0857 |
|
| S3 |
1.0718 |
1.0757 |
1.0850 |
|
| S4 |
1.0642 |
1.0681 |
1.0829 |
|
|
| 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 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0085 |
0.8% |
83% |
True |
False |
22,369 |
| 10 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0076 |
0.7% |
83% |
True |
False |
20,180 |
| 20 |
1.0961 |
1.0609 |
0.0352 |
3.2% |
0.0076 |
0.7% |
74% |
False |
False |
20,048 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.3% |
0.0066 |
0.6% |
72% |
False |
False |
10,115 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0058 |
0.5% |
60% |
False |
False |
6,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1107 |
|
1.618 |
1.1031 |
|
1.000 |
1.0984 |
|
0.618 |
1.0955 |
|
HIGH |
1.0908 |
|
0.618 |
1.0879 |
|
0.500 |
1.0870 |
|
0.382 |
1.0861 |
|
LOW |
1.0832 |
|
0.618 |
1.0785 |
|
1.000 |
1.0756 |
|
1.618 |
1.0709 |
|
2.618 |
1.0633 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0849 |
| PP |
1.0870 |
1.0827 |
| S1 |
1.0870 |
1.0805 |
|