CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0845 |
-0.0001 |
0.0% |
1.0947 |
| High |
1.0850 |
1.0849 |
-0.0001 |
0.0% |
1.0961 |
| Low |
1.0845 |
1.0795 |
-0.0050 |
-0.5% |
1.0795 |
| Close |
1.0850 |
1.0795 |
-0.0055 |
-0.5% |
1.0795 |
| Range |
0.0005 |
0.0054 |
0.0049 |
980.0% |
0.0166 |
| ATR |
|
|
|
|
|
| Volume |
3 |
9 |
6 |
200.0% |
82 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0975 |
1.0939 |
1.0825 |
|
| R3 |
1.0921 |
1.0885 |
1.0810 |
|
| R2 |
1.0867 |
1.0867 |
1.0805 |
|
| R1 |
1.0831 |
1.0831 |
1.0800 |
1.0822 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0809 |
| S1 |
1.0777 |
1.0777 |
1.0790 |
1.0768 |
| S2 |
1.0759 |
1.0759 |
1.0785 |
|
| S3 |
1.0705 |
1.0723 |
1.0780 |
|
| S4 |
1.0651 |
1.0669 |
1.0765 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1238 |
1.0886 |
|
| R3 |
1.1182 |
1.1072 |
1.0841 |
|
| R2 |
1.1016 |
1.1016 |
1.0825 |
|
| R1 |
1.0906 |
1.0906 |
1.0810 |
1.0878 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0837 |
| S1 |
1.0740 |
1.0740 |
1.0780 |
1.0712 |
| S2 |
1.0684 |
1.0684 |
1.0765 |
|
| S3 |
1.0518 |
1.0574 |
1.0749 |
|
| S4 |
1.0352 |
1.0408 |
1.0704 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0990 |
|
1.618 |
1.0936 |
|
1.000 |
1.0903 |
|
0.618 |
1.0882 |
|
HIGH |
1.0849 |
|
0.618 |
1.0828 |
|
0.500 |
1.0822 |
|
0.382 |
1.0816 |
|
LOW |
1.0795 |
|
0.618 |
1.0762 |
|
1.000 |
1.0741 |
|
1.618 |
1.0708 |
|
2.618 |
1.0654 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0848 |
| PP |
1.0813 |
1.0830 |
| S1 |
1.0804 |
1.0813 |
|