CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0709 |
1.0762 |
0.0053 |
0.5% |
1.0741 |
| High |
1.0775 |
1.0795 |
0.0020 |
0.2% |
1.0775 |
| Low |
1.0695 |
1.0729 |
0.0034 |
0.3% |
1.0609 |
| Close |
1.0768 |
1.0747 |
-0.0021 |
-0.2% |
1.0768 |
| Range |
0.0080 |
0.0066 |
-0.0014 |
-17.5% |
0.0166 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
18,209 |
17,372 |
-837 |
-4.6% |
109,900 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0917 |
1.0783 |
|
| R3 |
1.0889 |
1.0851 |
1.0765 |
|
| R2 |
1.0823 |
1.0823 |
1.0759 |
|
| R1 |
1.0785 |
1.0785 |
1.0753 |
1.0771 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0750 |
| S1 |
1.0719 |
1.0719 |
1.0741 |
1.0705 |
| S2 |
1.0691 |
1.0691 |
1.0735 |
|
| S3 |
1.0625 |
1.0653 |
1.0729 |
|
| S4 |
1.0559 |
1.0587 |
1.0711 |
|
|
| 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 |
1.0795 |
1.0609 |
0.0186 |
1.7% |
0.0080 |
0.7% |
74% |
True |
False |
20,419 |
| 10 |
1.0855 |
1.0609 |
0.0246 |
2.3% |
0.0075 |
0.7% |
56% |
False |
False |
22,756 |
| 20 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0077 |
0.7% |
38% |
False |
False |
11,877 |
| 40 |
1.1011 |
1.0609 |
0.0402 |
3.7% |
0.0061 |
0.6% |
34% |
False |
False |
5,961 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0052 |
0.5% |
32% |
False |
False |
3,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0968 |
|
1.618 |
1.0902 |
|
1.000 |
1.0861 |
|
0.618 |
1.0836 |
|
HIGH |
1.0795 |
|
0.618 |
1.0770 |
|
0.500 |
1.0762 |
|
0.382 |
1.0754 |
|
LOW |
1.0729 |
|
0.618 |
1.0688 |
|
1.000 |
1.0663 |
|
1.618 |
1.0622 |
|
2.618 |
1.0556 |
|
4.250 |
1.0449 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0737 |
| PP |
1.0757 |
1.0727 |
| S1 |
1.0752 |
1.0717 |
|