CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0720 |
0.0009 |
0.1% |
1.0947 |
| High |
1.0711 |
1.0805 |
0.0094 |
0.9% |
1.0961 |
| Low |
1.0711 |
1.0720 |
0.0009 |
0.1% |
1.0795 |
| Close |
1.0711 |
1.0774 |
0.0063 |
0.6% |
1.0795 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0166 |
| ATR |
0.0046 |
0.0049 |
0.0003 |
7.4% |
0.0000 |
| Volume |
0 |
17 |
17 |
|
82 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0983 |
1.0821 |
|
| R3 |
1.0936 |
1.0898 |
1.0797 |
|
| R2 |
1.0851 |
1.0851 |
1.0790 |
|
| R1 |
1.0813 |
1.0813 |
1.0782 |
1.0832 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0776 |
| S1 |
1.0728 |
1.0728 |
1.0766 |
1.0747 |
| S2 |
1.0681 |
1.0681 |
1.0758 |
|
| S3 |
1.0596 |
1.0643 |
1.0751 |
|
| S4 |
1.0511 |
1.0558 |
1.0727 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1238 |
1.0886 |
|
| R3 |
1.1182 |
1.1072 |
1.0841 |
|
| R2 |
1.1016 |
1.1016 |
1.0825 |
|
| R1 |
1.0906 |
1.0906 |
1.0810 |
1.0878 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0837 |
| S1 |
1.0740 |
1.0740 |
1.0780 |
1.0712 |
| S2 |
1.0684 |
1.0684 |
1.0765 |
|
| S3 |
1.0518 |
1.0574 |
1.0749 |
|
| S4 |
1.0352 |
1.0408 |
1.0704 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.1028 |
|
1.618 |
1.0943 |
|
1.000 |
1.0890 |
|
0.618 |
1.0858 |
|
HIGH |
1.0805 |
|
0.618 |
1.0773 |
|
0.500 |
1.0763 |
|
0.382 |
1.0752 |
|
LOW |
1.0720 |
|
0.618 |
1.0667 |
|
1.000 |
1.0635 |
|
1.618 |
1.0582 |
|
2.618 |
1.0497 |
|
4.250 |
1.0359 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0769 |
| PP |
1.0766 |
1.0763 |
| S1 |
1.0763 |
1.0758 |
|