CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0668 |
1.0709 |
0.0041 |
0.4% |
1.0741 |
| High |
1.0747 |
1.0775 |
0.0028 |
0.3% |
1.0775 |
| Low |
1.0639 |
1.0695 |
0.0056 |
0.5% |
1.0609 |
| Close |
1.0714 |
1.0768 |
0.0054 |
0.5% |
1.0768 |
| Range |
0.0108 |
0.0080 |
-0.0028 |
-25.9% |
0.0166 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
1.1% |
0.0000 |
| Volume |
21,312 |
18,209 |
-3,103 |
-14.6% |
109,900 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0957 |
1.0812 |
|
| R3 |
1.0906 |
1.0877 |
1.0790 |
|
| R2 |
1.0826 |
1.0826 |
1.0783 |
|
| R1 |
1.0797 |
1.0797 |
1.0775 |
1.0812 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0753 |
| S1 |
1.0717 |
1.0717 |
1.0761 |
1.0732 |
| S2 |
1.0666 |
1.0666 |
1.0753 |
|
| S3 |
1.0586 |
1.0637 |
1.0746 |
|
| S4 |
1.0506 |
1.0557 |
1.0724 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1158 |
1.0859 |
|
| R3 |
1.1049 |
1.0992 |
1.0814 |
|
| R2 |
1.0883 |
1.0883 |
1.0798 |
|
| R1 |
1.0826 |
1.0826 |
1.0783 |
1.0855 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0732 |
| S1 |
1.0660 |
1.0660 |
1.0753 |
1.0689 |
| S2 |
1.0551 |
1.0551 |
1.0738 |
|
| S3 |
1.0385 |
1.0494 |
1.0722 |
|
| S4 |
1.0219 |
1.0328 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0775 |
1.0609 |
0.0166 |
1.5% |
0.0082 |
0.8% |
96% |
True |
False |
21,980 |
| 10 |
1.0924 |
1.0609 |
0.0315 |
2.9% |
0.0078 |
0.7% |
50% |
False |
False |
21,649 |
| 20 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0075 |
0.7% |
44% |
False |
False |
11,012 |
| 40 |
1.1027 |
1.0609 |
0.0418 |
3.9% |
0.0061 |
0.6% |
38% |
False |
False |
5,527 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0051 |
0.5% |
36% |
False |
False |
3,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1115 |
|
2.618 |
1.0984 |
|
1.618 |
1.0904 |
|
1.000 |
1.0855 |
|
0.618 |
1.0824 |
|
HIGH |
1.0775 |
|
0.618 |
1.0744 |
|
0.500 |
1.0735 |
|
0.382 |
1.0726 |
|
LOW |
1.0695 |
|
0.618 |
1.0646 |
|
1.000 |
1.0615 |
|
1.618 |
1.0566 |
|
2.618 |
1.0486 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0743 |
| PP |
1.0746 |
1.0717 |
| S1 |
1.0735 |
1.0692 |
|