CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0810 |
0.0090 |
0.8% |
1.0795 |
| High |
1.0805 |
1.0833 |
0.0028 |
0.3% |
1.0833 |
| Low |
1.0720 |
1.0757 |
0.0037 |
0.3% |
1.0711 |
| Close |
1.0774 |
1.0829 |
0.0055 |
0.5% |
1.0829 |
| Range |
0.0085 |
0.0076 |
-0.0009 |
-10.6% |
0.0122 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.8% |
0.0000 |
| Volume |
17 |
6 |
-11 |
-64.7% |
28 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1008 |
1.0871 |
|
| R3 |
1.0958 |
1.0932 |
1.0850 |
|
| R2 |
1.0882 |
1.0882 |
1.0843 |
|
| R1 |
1.0856 |
1.0856 |
1.0836 |
1.0869 |
| PP |
1.0806 |
1.0806 |
1.0806 |
1.0813 |
| S1 |
1.0780 |
1.0780 |
1.0822 |
1.0793 |
| S2 |
1.0730 |
1.0730 |
1.0815 |
|
| S3 |
1.0654 |
1.0704 |
1.0808 |
|
| S4 |
1.0578 |
1.0628 |
1.0787 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1115 |
1.0896 |
|
| R3 |
1.1035 |
1.0993 |
1.0863 |
|
| R2 |
1.0913 |
1.0913 |
1.0851 |
|
| R1 |
1.0871 |
1.0871 |
1.0840 |
1.0892 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0802 |
| S1 |
1.0749 |
1.0749 |
1.0818 |
1.0770 |
| S2 |
1.0669 |
1.0669 |
1.0807 |
|
| S3 |
1.0547 |
1.0627 |
1.0795 |
|
| S4 |
1.0425 |
1.0505 |
1.0762 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1032 |
|
1.618 |
1.0956 |
|
1.000 |
1.0909 |
|
0.618 |
1.0880 |
|
HIGH |
1.0833 |
|
0.618 |
1.0804 |
|
0.500 |
1.0795 |
|
0.382 |
1.0786 |
|
LOW |
1.0757 |
|
0.618 |
1.0710 |
|
1.000 |
1.0681 |
|
1.618 |
1.0634 |
|
2.618 |
1.0558 |
|
4.250 |
1.0434 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0818 |
1.0810 |
| PP |
1.0806 |
1.0791 |
| S1 |
1.0795 |
1.0772 |
|