CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0795 |
-0.0050 |
-0.5% |
1.0947 |
| High |
1.0849 |
1.0795 |
-0.0054 |
-0.5% |
1.0961 |
| Low |
1.0795 |
1.0761 |
-0.0034 |
-0.3% |
1.0795 |
| Close |
1.0795 |
1.0761 |
-0.0034 |
-0.3% |
1.0795 |
| Range |
0.0054 |
0.0034 |
-0.0020 |
-37.0% |
0.0166 |
| ATR |
|
|
|
|
|
| Volume |
9 |
4 |
-5 |
-55.6% |
82 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0852 |
1.0780 |
|
| R3 |
1.0840 |
1.0818 |
1.0770 |
|
| R2 |
1.0806 |
1.0806 |
1.0767 |
|
| R1 |
1.0784 |
1.0784 |
1.0764 |
1.0778 |
| PP |
1.0772 |
1.0772 |
1.0772 |
1.0770 |
| S1 |
1.0750 |
1.0750 |
1.0758 |
1.0744 |
| S2 |
1.0738 |
1.0738 |
1.0755 |
|
| S3 |
1.0704 |
1.0716 |
1.0752 |
|
| S4 |
1.0670 |
1.0682 |
1.0742 |
|
|
| 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 |
1.0940 |
|
2.618 |
1.0884 |
|
1.618 |
1.0850 |
|
1.000 |
1.0829 |
|
0.618 |
1.0816 |
|
HIGH |
1.0795 |
|
0.618 |
1.0782 |
|
0.500 |
1.0778 |
|
0.382 |
1.0774 |
|
LOW |
1.0761 |
|
0.618 |
1.0740 |
|
1.000 |
1.0727 |
|
1.618 |
1.0706 |
|
2.618 |
1.0672 |
|
4.250 |
1.0617 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0778 |
1.0806 |
| PP |
1.0772 |
1.0791 |
| S1 |
1.0767 |
1.0776 |
|