CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0809 |
-0.0031 |
-0.3% |
1.0795 |
| High |
1.0850 |
1.0850 |
0.0000 |
0.0% |
1.0833 |
| Low |
1.0840 |
1.0809 |
-0.0031 |
-0.3% |
1.0711 |
| Close |
1.0844 |
1.0849 |
0.0005 |
0.0% |
1.0829 |
| Range |
0.0010 |
0.0041 |
0.0031 |
310.0% |
0.0122 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
3 |
7 |
4 |
133.3% |
28 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0945 |
1.0872 |
|
| R3 |
1.0918 |
1.0904 |
1.0860 |
|
| R2 |
1.0877 |
1.0877 |
1.0857 |
|
| R1 |
1.0863 |
1.0863 |
1.0853 |
1.0870 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0840 |
| S1 |
1.0822 |
1.0822 |
1.0845 |
1.0829 |
| S2 |
1.0795 |
1.0795 |
1.0841 |
|
| S3 |
1.0754 |
1.0781 |
1.0838 |
|
| S4 |
1.0713 |
1.0740 |
1.0826 |
|
|
| 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 |
1.1024 |
|
2.618 |
1.0957 |
|
1.618 |
1.0916 |
|
1.000 |
1.0891 |
|
0.618 |
1.0875 |
|
HIGH |
1.0850 |
|
0.618 |
1.0834 |
|
0.500 |
1.0830 |
|
0.382 |
1.0825 |
|
LOW |
1.0809 |
|
0.618 |
1.0784 |
|
1.000 |
1.0768 |
|
1.618 |
1.0743 |
|
2.618 |
1.0702 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0842 |
| PP |
1.0836 |
1.0834 |
| S1 |
1.0830 |
1.0827 |
|