CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0801 |
-0.0102 |
-0.9% |
1.0792 |
| High |
1.0903 |
1.0812 |
-0.0091 |
-0.8% |
1.0933 |
| Low |
1.0785 |
1.0747 |
-0.0038 |
-0.4% |
1.0780 |
| Close |
1.0803 |
1.0763 |
-0.0040 |
-0.4% |
1.0891 |
| Range |
0.0118 |
0.0065 |
-0.0053 |
-44.9% |
0.0153 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
30,815 |
27,577 |
-3,238 |
-10.5% |
129,387 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0931 |
1.0799 |
|
| R3 |
1.0904 |
1.0866 |
1.0781 |
|
| R2 |
1.0839 |
1.0839 |
1.0775 |
|
| R1 |
1.0801 |
1.0801 |
1.0769 |
1.0788 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0767 |
| S1 |
1.0736 |
1.0736 |
1.0757 |
1.0723 |
| S2 |
1.0709 |
1.0709 |
1.0751 |
|
| S3 |
1.0644 |
1.0671 |
1.0745 |
|
| S4 |
1.0579 |
1.0606 |
1.0727 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1262 |
1.0975 |
|
| R3 |
1.1174 |
1.1109 |
1.0933 |
|
| R2 |
1.1021 |
1.1021 |
1.0919 |
|
| R1 |
1.0956 |
1.0956 |
1.0905 |
1.0989 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0884 |
| S1 |
1.0803 |
1.0803 |
1.0877 |
1.0836 |
| S2 |
1.0715 |
1.0715 |
1.0863 |
|
| S3 |
1.0562 |
1.0650 |
1.0849 |
|
| S4 |
1.0409 |
1.0497 |
1.0807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0921 |
1.0747 |
0.0174 |
1.6% |
0.0077 |
0.7% |
9% |
False |
True |
24,630 |
| 10 |
1.0933 |
1.0747 |
0.0186 |
1.7% |
0.0085 |
0.8% |
9% |
False |
True |
26,055 |
| 20 |
1.0935 |
1.0747 |
0.0188 |
1.7% |
0.0071 |
0.7% |
9% |
False |
True |
22,888 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0072 |
0.7% |
16% |
False |
False |
22,507 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.7% |
16% |
False |
False |
20,547 |
| 80 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
17% |
False |
False |
16,435 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0064 |
0.6% |
15% |
False |
False |
13,156 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0062 |
0.6% |
15% |
False |
False |
10,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0982 |
|
1.618 |
1.0917 |
|
1.000 |
1.0877 |
|
0.618 |
1.0852 |
|
HIGH |
1.0812 |
|
0.618 |
1.0787 |
|
0.500 |
1.0780 |
|
0.382 |
1.0772 |
|
LOW |
1.0747 |
|
0.618 |
1.0707 |
|
1.000 |
1.0682 |
|
1.618 |
1.0642 |
|
2.618 |
1.0577 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0780 |
1.0834 |
| PP |
1.0774 |
1.0810 |
| S1 |
1.0769 |
1.0787 |
|