CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0835 |
0.0025 |
0.2% |
1.0795 |
| High |
1.0833 |
1.0850 |
0.0017 |
0.2% |
1.0833 |
| Low |
1.0757 |
1.0810 |
0.0053 |
0.5% |
1.0711 |
| Close |
1.0829 |
1.0810 |
-0.0019 |
-0.2% |
1.0829 |
| Range |
0.0076 |
0.0040 |
-0.0036 |
-47.4% |
0.0122 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6 |
15 |
9 |
150.0% |
28 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0917 |
1.0832 |
|
| R3 |
1.0903 |
1.0877 |
1.0821 |
|
| R2 |
1.0863 |
1.0863 |
1.0817 |
|
| R1 |
1.0837 |
1.0837 |
1.0814 |
1.0830 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0820 |
| S1 |
1.0797 |
1.0797 |
1.0806 |
1.0790 |
| S2 |
1.0783 |
1.0783 |
1.0803 |
|
| S3 |
1.0743 |
1.0757 |
1.0799 |
|
| S4 |
1.0703 |
1.0717 |
1.0788 |
|
|
| 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 |
1.1020 |
|
2.618 |
1.0955 |
|
1.618 |
1.0915 |
|
1.000 |
1.0890 |
|
0.618 |
1.0875 |
|
HIGH |
1.0850 |
|
0.618 |
1.0835 |
|
0.500 |
1.0830 |
|
0.382 |
1.0825 |
|
LOW |
1.0810 |
|
0.618 |
1.0785 |
|
1.000 |
1.0770 |
|
1.618 |
1.0745 |
|
2.618 |
1.0705 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0802 |
| PP |
1.0823 |
1.0793 |
| S1 |
1.0817 |
1.0785 |
|