CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0747 |
1.0753 |
0.0006 |
0.1% |
1.0741 |
| High |
1.0774 |
1.0787 |
0.0013 |
0.1% |
1.0775 |
| Low |
1.0701 |
1.0723 |
0.0022 |
0.2% |
1.0609 |
| Close |
1.0757 |
1.0780 |
0.0023 |
0.2% |
1.0768 |
| Range |
0.0073 |
0.0064 |
-0.0009 |
-12.3% |
0.0166 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
15,990 |
15,422 |
-568 |
-3.6% |
109,900 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0932 |
1.0815 |
|
| R3 |
1.0891 |
1.0868 |
1.0798 |
|
| R2 |
1.0827 |
1.0827 |
1.0792 |
|
| R1 |
1.0804 |
1.0804 |
1.0786 |
1.0816 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0769 |
| S1 |
1.0740 |
1.0740 |
1.0774 |
1.0752 |
| S2 |
1.0699 |
1.0699 |
1.0768 |
|
| S3 |
1.0635 |
1.0676 |
1.0762 |
|
| S4 |
1.0571 |
1.0612 |
1.0745 |
|
|
| 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 |
1.0639 |
0.0156 |
1.4% |
0.0078 |
0.7% |
90% |
False |
False |
17,661 |
| 10 |
1.0845 |
1.0609 |
0.0236 |
2.2% |
0.0076 |
0.7% |
72% |
False |
False |
21,872 |
| 20 |
1.0967 |
1.0609 |
0.0358 |
3.3% |
0.0077 |
0.7% |
48% |
False |
False |
13,443 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0062 |
0.6% |
47% |
False |
False |
6,746 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0054 |
0.5% |
39% |
False |
False |
4,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0955 |
|
1.618 |
1.0891 |
|
1.000 |
1.0851 |
|
0.618 |
1.0827 |
|
HIGH |
1.0787 |
|
0.618 |
1.0763 |
|
0.500 |
1.0755 |
|
0.382 |
1.0747 |
|
LOW |
1.0723 |
|
0.618 |
1.0683 |
|
1.000 |
1.0659 |
|
1.618 |
1.0619 |
|
2.618 |
1.0555 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0769 |
| PP |
1.0763 |
1.0759 |
| S1 |
1.0755 |
1.0748 |
|