CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0892 |
-0.0046 |
-0.4% |
1.0810 |
| High |
1.0970 |
1.0942 |
-0.0028 |
-0.3% |
1.0970 |
| Low |
1.0907 |
1.0877 |
-0.0030 |
-0.3% |
1.0785 |
| Close |
1.0937 |
1.0903 |
-0.0034 |
-0.3% |
1.0903 |
| Range |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0185 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.6% |
0.0000 |
| Volume |
22 |
30 |
8 |
36.4% |
140 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1068 |
1.0939 |
|
| R3 |
1.1037 |
1.1003 |
1.0921 |
|
| R2 |
1.0972 |
1.0972 |
1.0915 |
|
| R1 |
1.0938 |
1.0938 |
1.0909 |
1.0955 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0916 |
| S1 |
1.0873 |
1.0873 |
1.0897 |
1.0890 |
| S2 |
1.0842 |
1.0842 |
1.0891 |
|
| S3 |
1.0777 |
1.0808 |
1.0885 |
|
| S4 |
1.0712 |
1.0743 |
1.0867 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1357 |
1.1005 |
|
| R3 |
1.1256 |
1.1172 |
1.0954 |
|
| R2 |
1.1071 |
1.1071 |
1.0937 |
|
| R1 |
1.0987 |
1.0987 |
1.0920 |
1.1029 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0907 |
| S1 |
1.0802 |
1.0802 |
1.0886 |
1.0844 |
| S2 |
1.0701 |
1.0701 |
1.0869 |
|
| S3 |
1.0516 |
1.0617 |
1.0852 |
|
| S4 |
1.0331 |
1.0432 |
1.0801 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1112 |
|
1.618 |
1.1047 |
|
1.000 |
1.1007 |
|
0.618 |
1.0982 |
|
HIGH |
1.0942 |
|
0.618 |
1.0917 |
|
0.500 |
1.0910 |
|
0.382 |
1.0902 |
|
LOW |
1.0877 |
|
0.618 |
1.0837 |
|
1.000 |
1.0812 |
|
1.618 |
1.0772 |
|
2.618 |
1.0707 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0910 |
1.0915 |
| PP |
1.0907 |
1.0911 |
| S1 |
1.0905 |
1.0907 |
|