CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0781 |
1.0786 |
0.0005 |
0.0% |
1.0762 |
| High |
1.0787 |
1.0834 |
0.0047 |
0.4% |
1.0834 |
| Low |
1.0736 |
1.0772 |
0.0036 |
0.3% |
1.0701 |
| Close |
1.0783 |
1.0778 |
-0.0005 |
0.0% |
1.0778 |
| Range |
0.0051 |
0.0062 |
0.0011 |
21.6% |
0.0133 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
22,967 |
17,372 |
-5,595 |
-24.4% |
89,123 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0941 |
1.0812 |
|
| R3 |
1.0919 |
1.0879 |
1.0795 |
|
| R2 |
1.0857 |
1.0857 |
1.0789 |
|
| R1 |
1.0817 |
1.0817 |
1.0784 |
1.0806 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0789 |
| S1 |
1.0755 |
1.0755 |
1.0772 |
1.0744 |
| S2 |
1.0733 |
1.0733 |
1.0767 |
|
| S3 |
1.0671 |
1.0693 |
1.0761 |
|
| S4 |
1.0609 |
1.0631 |
1.0744 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1107 |
1.0851 |
|
| R3 |
1.1037 |
1.0974 |
1.0815 |
|
| R2 |
1.0904 |
1.0904 |
1.0802 |
|
| R1 |
1.0841 |
1.0841 |
1.0790 |
1.0873 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0787 |
| S1 |
1.0708 |
1.0708 |
1.0766 |
1.0740 |
| S2 |
1.0638 |
1.0638 |
1.0754 |
|
| S3 |
1.0505 |
1.0575 |
1.0741 |
|
| S4 |
1.0372 |
1.0442 |
1.0705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0701 |
0.0133 |
1.2% |
0.0063 |
0.6% |
58% |
True |
False |
17,824 |
| 10 |
1.0834 |
1.0609 |
0.0225 |
2.1% |
0.0073 |
0.7% |
75% |
True |
False |
19,902 |
| 20 |
1.0967 |
1.0609 |
0.0358 |
3.3% |
0.0073 |
0.7% |
47% |
False |
False |
15,453 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0061 |
0.6% |
47% |
False |
False |
7,754 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.0% |
0.0054 |
0.5% |
39% |
False |
False |
5,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.0996 |
|
1.618 |
1.0934 |
|
1.000 |
1.0896 |
|
0.618 |
1.0872 |
|
HIGH |
1.0834 |
|
0.618 |
1.0810 |
|
0.500 |
1.0803 |
|
0.382 |
1.0796 |
|
LOW |
1.0772 |
|
0.618 |
1.0734 |
|
1.000 |
1.0710 |
|
1.618 |
1.0672 |
|
2.618 |
1.0610 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0779 |
| PP |
1.0795 |
1.0778 |
| S1 |
1.0786 |
1.0778 |
|