CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0806 |
-0.0029 |
-0.3% |
1.0795 |
| High |
1.0850 |
1.0835 |
-0.0015 |
-0.1% |
1.0833 |
| Low |
1.0810 |
1.0803 |
-0.0007 |
-0.1% |
1.0711 |
| Close |
1.0810 |
1.0822 |
0.0012 |
0.1% |
1.0829 |
| Range |
0.0040 |
0.0032 |
-0.0008 |
-20.0% |
0.0122 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
15 |
44 |
29 |
193.3% |
28 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0901 |
1.0840 |
|
| R3 |
1.0884 |
1.0869 |
1.0831 |
|
| R2 |
1.0852 |
1.0852 |
1.0828 |
|
| R1 |
1.0837 |
1.0837 |
1.0825 |
1.0845 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0824 |
| S1 |
1.0805 |
1.0805 |
1.0819 |
1.0813 |
| S2 |
1.0788 |
1.0788 |
1.0816 |
|
| S3 |
1.0756 |
1.0773 |
1.0813 |
|
| S4 |
1.0724 |
1.0741 |
1.0804 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1115 |
1.0896 |
|
| R3 |
1.1035 |
1.0993 |
1.0863 |
|
| R2 |
1.0913 |
1.0913 |
1.0851 |
|
| R1 |
1.0871 |
1.0871 |
1.0840 |
1.0892 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0802 |
| S1 |
1.0749 |
1.0749 |
1.0818 |
1.0770 |
| S2 |
1.0669 |
1.0669 |
1.0807 |
|
| S3 |
1.0547 |
1.0627 |
1.0795 |
|
| S4 |
1.0425 |
1.0505 |
1.0762 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0919 |
|
1.618 |
1.0887 |
|
1.000 |
1.0867 |
|
0.618 |
1.0855 |
|
HIGH |
1.0835 |
|
0.618 |
1.0823 |
|
0.500 |
1.0819 |
|
0.382 |
1.0815 |
|
LOW |
1.0803 |
|
0.618 |
1.0783 |
|
1.000 |
1.0771 |
|
1.618 |
1.0751 |
|
2.618 |
1.0719 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0816 |
| PP |
1.0820 |
1.0810 |
| S1 |
1.0819 |
1.0804 |
|