CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0911 |
0.0119 |
1.1% |
1.0863 |
| High |
1.0916 |
1.0933 |
0.0017 |
0.2% |
1.0935 |
| Low |
1.0780 |
1.0867 |
0.0087 |
0.8% |
1.0770 |
| Close |
1.0912 |
1.0886 |
-0.0026 |
-0.2% |
1.0799 |
| Range |
0.0136 |
0.0066 |
-0.0070 |
-51.5% |
0.0165 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
36,442 |
28,186 |
-8,256 |
-22.7% |
106,969 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1056 |
1.0922 |
|
| R3 |
1.1027 |
1.0990 |
1.0904 |
|
| R2 |
1.0961 |
1.0961 |
1.0898 |
|
| R1 |
1.0924 |
1.0924 |
1.0892 |
1.0910 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0888 |
| S1 |
1.0858 |
1.0858 |
1.0880 |
1.0844 |
| S2 |
1.0829 |
1.0829 |
1.0874 |
|
| S3 |
1.0763 |
1.0792 |
1.0868 |
|
| S4 |
1.0697 |
1.0726 |
1.0850 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1229 |
1.0890 |
|
| R3 |
1.1165 |
1.1064 |
1.0844 |
|
| R2 |
1.1000 |
1.1000 |
1.0829 |
|
| R1 |
1.0899 |
1.0899 |
1.0814 |
1.0867 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0819 |
| S1 |
1.0734 |
1.0734 |
1.0784 |
1.0702 |
| S2 |
1.0670 |
1.0670 |
1.0769 |
|
| S3 |
1.0505 |
1.0569 |
1.0754 |
|
| S4 |
1.0340 |
1.0404 |
1.0708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0933 |
1.0770 |
0.0163 |
1.5% |
0.0093 |
0.9% |
71% |
True |
False |
27,481 |
| 10 |
1.0935 |
1.0770 |
0.0165 |
1.5% |
0.0076 |
0.7% |
70% |
False |
False |
23,914 |
| 20 |
1.0935 |
1.0764 |
0.0171 |
1.6% |
0.0068 |
0.6% |
71% |
False |
False |
21,778 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
57% |
False |
False |
21,705 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
57% |
False |
False |
19,772 |
| 80 |
1.1024 |
1.0712 |
0.0312 |
2.9% |
0.0067 |
0.6% |
56% |
False |
False |
14,897 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0062 |
0.6% |
53% |
False |
False |
11,929 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.0% |
0.0060 |
0.6% |
53% |
False |
False |
9,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1214 |
|
2.618 |
1.1106 |
|
1.618 |
1.1040 |
|
1.000 |
1.0999 |
|
0.618 |
1.0974 |
|
HIGH |
1.0933 |
|
0.618 |
1.0908 |
|
0.500 |
1.0900 |
|
0.382 |
1.0892 |
|
LOW |
1.0867 |
|
0.618 |
1.0826 |
|
1.000 |
1.0801 |
|
1.618 |
1.0760 |
|
2.618 |
1.0694 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0876 |
| PP |
1.0895 |
1.0865 |
| S1 |
1.0891 |
1.0855 |
|