CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0785 |
-0.0001 |
0.0% |
1.0762 |
| High |
1.0834 |
1.0787 |
-0.0047 |
-0.4% |
1.0834 |
| Low |
1.0772 |
1.0694 |
-0.0078 |
-0.7% |
1.0701 |
| Close |
1.0778 |
1.0730 |
-0.0048 |
-0.4% |
1.0778 |
| Range |
0.0062 |
0.0093 |
0.0031 |
50.0% |
0.0133 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.6% |
0.0000 |
| Volume |
17,372 |
17,764 |
392 |
2.3% |
89,123 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0966 |
1.0781 |
|
| R3 |
1.0923 |
1.0873 |
1.0756 |
|
| R2 |
1.0830 |
1.0830 |
1.0747 |
|
| R1 |
1.0780 |
1.0780 |
1.0739 |
1.0759 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0726 |
| S1 |
1.0687 |
1.0687 |
1.0721 |
1.0666 |
| S2 |
1.0644 |
1.0644 |
1.0713 |
|
| S3 |
1.0551 |
1.0594 |
1.0704 |
|
| S4 |
1.0458 |
1.0501 |
1.0679 |
|
|
| 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 |
1.0694 |
0.0140 |
1.3% |
0.0069 |
0.6% |
26% |
False |
True |
17,903 |
| 10 |
1.0834 |
1.0609 |
0.0225 |
2.1% |
0.0074 |
0.7% |
54% |
False |
False |
19,161 |
| 20 |
1.0967 |
1.0609 |
0.0358 |
3.3% |
0.0071 |
0.7% |
34% |
False |
False |
16,314 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0062 |
0.6% |
33% |
False |
False |
8,198 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0056 |
0.5% |
28% |
False |
False |
5,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1182 |
|
2.618 |
1.1030 |
|
1.618 |
1.0937 |
|
1.000 |
1.0880 |
|
0.618 |
1.0844 |
|
HIGH |
1.0787 |
|
0.618 |
1.0751 |
|
0.500 |
1.0741 |
|
0.382 |
1.0730 |
|
LOW |
1.0694 |
|
0.618 |
1.0637 |
|
1.000 |
1.0601 |
|
1.618 |
1.0544 |
|
2.618 |
1.0451 |
|
4.250 |
1.0299 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0764 |
| PP |
1.0737 |
1.0753 |
| S1 |
1.0734 |
1.0741 |
|