CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0860 |
0.0051 |
0.5% |
1.0835 |
| High |
1.0850 |
1.0901 |
0.0051 |
0.5% |
1.0901 |
| Low |
1.0809 |
1.0843 |
0.0034 |
0.3% |
1.0803 |
| Close |
1.0849 |
1.0846 |
-0.0003 |
0.0% |
1.0846 |
| Range |
0.0041 |
0.0058 |
0.0017 |
41.5% |
0.0098 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.6% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
81 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1000 |
1.0878 |
|
| R3 |
1.0979 |
1.0942 |
1.0862 |
|
| R2 |
1.0921 |
1.0921 |
1.0857 |
|
| R1 |
1.0884 |
1.0884 |
1.0851 |
1.0874 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0858 |
| S1 |
1.0826 |
1.0826 |
1.0841 |
1.0816 |
| S2 |
1.0805 |
1.0805 |
1.0835 |
|
| S3 |
1.0747 |
1.0768 |
1.0830 |
|
| S4 |
1.0689 |
1.0710 |
1.0814 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1093 |
1.0900 |
|
| R3 |
1.1046 |
1.0995 |
1.0873 |
|
| R2 |
1.0948 |
1.0948 |
1.0864 |
|
| R1 |
1.0897 |
1.0897 |
1.0855 |
1.0923 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0863 |
| S1 |
1.0799 |
1.0799 |
1.0837 |
1.0825 |
| S2 |
1.0752 |
1.0752 |
1.0828 |
|
| S3 |
1.0654 |
1.0701 |
1.0819 |
|
| S4 |
1.0556 |
1.0603 |
1.0792 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1053 |
|
1.618 |
1.0995 |
|
1.000 |
1.0959 |
|
0.618 |
1.0937 |
|
HIGH |
1.0901 |
|
0.618 |
1.0879 |
|
0.500 |
1.0872 |
|
0.382 |
1.0865 |
|
LOW |
1.0843 |
|
0.618 |
1.0807 |
|
1.000 |
1.0785 |
|
1.618 |
1.0749 |
|
2.618 |
1.0691 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0855 |
| PP |
1.0863 |
1.0852 |
| S1 |
1.0855 |
1.0849 |
|