CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0801 |
1.0759 |
-0.0042 |
-0.4% |
1.0792 |
| High |
1.0812 |
1.0811 |
-0.0001 |
0.0% |
1.0933 |
| Low |
1.0747 |
1.0749 |
0.0002 |
0.0% |
1.0780 |
| Close |
1.0763 |
1.0796 |
0.0033 |
0.3% |
1.0891 |
| Range |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0153 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
27,577 |
42,280 |
14,703 |
53.3% |
129,387 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0946 |
1.0830 |
|
| R3 |
1.0909 |
1.0884 |
1.0813 |
|
| R2 |
1.0847 |
1.0847 |
1.0807 |
|
| R1 |
1.0822 |
1.0822 |
1.0802 |
1.0835 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0792 |
| S1 |
1.0760 |
1.0760 |
1.0790 |
1.0773 |
| S2 |
1.0723 |
1.0723 |
1.0785 |
|
| S3 |
1.0661 |
1.0698 |
1.0779 |
|
| S4 |
1.0599 |
1.0636 |
1.0762 |
|
|
| 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% |
0.0072 |
0.7% |
28% |
False |
False |
28,368 |
| 10 |
1.0933 |
1.0747 |
0.0186 |
1.7% |
0.0085 |
0.8% |
26% |
False |
False |
28,756 |
| 20 |
1.0935 |
1.0747 |
0.0188 |
1.7% |
0.0072 |
0.7% |
26% |
False |
False |
24,428 |
| 40 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0071 |
0.7% |
27% |
False |
False |
22,924 |
| 60 |
1.1015 |
1.0715 |
0.0300 |
2.8% |
0.0070 |
0.6% |
27% |
False |
False |
20,912 |
| 80 |
1.1015 |
1.0712 |
0.0303 |
2.8% |
0.0069 |
0.6% |
28% |
False |
False |
16,963 |
| 100 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0064 |
0.6% |
25% |
False |
False |
13,579 |
| 120 |
1.1042 |
1.0712 |
0.0330 |
3.1% |
0.0061 |
0.6% |
25% |
False |
False |
11,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0973 |
|
1.618 |
1.0911 |
|
1.000 |
1.0873 |
|
0.618 |
1.0849 |
|
HIGH |
1.0811 |
|
0.618 |
1.0787 |
|
0.500 |
1.0780 |
|
0.382 |
1.0773 |
|
LOW |
1.0749 |
|
0.618 |
1.0711 |
|
1.000 |
1.0687 |
|
1.618 |
1.0649 |
|
2.618 |
1.0587 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0825 |
| PP |
1.0785 |
1.0815 |
| S1 |
1.0780 |
1.0806 |
|