CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0795 |
1.0752 |
-0.0043 |
-0.4% |
1.0947 |
| High |
1.0795 |
1.0752 |
-0.0043 |
-0.4% |
1.0961 |
| Low |
1.0761 |
1.0715 |
-0.0046 |
-0.4% |
1.0795 |
| Close |
1.0761 |
1.0715 |
-0.0046 |
-0.4% |
1.0795 |
| Range |
0.0034 |
0.0037 |
0.0003 |
8.8% |
0.0166 |
| ATR |
|
|
|
|
|
| Volume |
4 |
1 |
-3 |
-75.0% |
82 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0814 |
1.0735 |
|
| R3 |
1.0801 |
1.0777 |
1.0725 |
|
| R2 |
1.0764 |
1.0764 |
1.0722 |
|
| R1 |
1.0740 |
1.0740 |
1.0718 |
1.0734 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0724 |
| S1 |
1.0703 |
1.0703 |
1.0712 |
1.0697 |
| S2 |
1.0690 |
1.0690 |
1.0708 |
|
| S3 |
1.0653 |
1.0666 |
1.0705 |
|
| S4 |
1.0616 |
1.0629 |
1.0695 |
|
|
| 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 |
1.0909 |
|
2.618 |
1.0849 |
|
1.618 |
1.0812 |
|
1.000 |
1.0789 |
|
0.618 |
1.0775 |
|
HIGH |
1.0752 |
|
0.618 |
1.0738 |
|
0.500 |
1.0734 |
|
0.382 |
1.0729 |
|
LOW |
1.0715 |
|
0.618 |
1.0692 |
|
1.000 |
1.0678 |
|
1.618 |
1.0655 |
|
2.618 |
1.0618 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0782 |
| PP |
1.0727 |
1.0760 |
| S1 |
1.0721 |
1.0737 |
|