CME Swiss Franc Future September 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 |
1.0860 |
1.0810 |
-0.0050 |
-0.5% |
1.0835 |
| High |
1.0901 |
1.0810 |
-0.0091 |
-0.8% |
1.0901 |
| Low |
1.0843 |
1.0799 |
-0.0044 |
-0.4% |
1.0803 |
| Close |
1.0846 |
1.0799 |
-0.0047 |
-0.4% |
1.0846 |
| Range |
0.0058 |
0.0011 |
-0.0047 |
-81.0% |
0.0098 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
12 |
1 |
-11 |
-91.7% |
81 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0828 |
1.0805 |
|
| R3 |
1.0825 |
1.0817 |
1.0802 |
|
| R2 |
1.0814 |
1.0814 |
1.0801 |
|
| R1 |
1.0806 |
1.0806 |
1.0800 |
1.0805 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0802 |
| S1 |
1.0795 |
1.0795 |
1.0798 |
1.0794 |
| S2 |
1.0792 |
1.0792 |
1.0797 |
|
| S3 |
1.0781 |
1.0784 |
1.0796 |
|
| S4 |
1.0770 |
1.0773 |
1.0793 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1093 |
1.0900 |
|
| R3 |
1.1046 |
1.0995 |
1.0873 |
|
| R2 |
1.0948 |
1.0948 |
1.0864 |
|
| R1 |
1.0897 |
1.0897 |
1.0855 |
1.0923 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0863 |
| S1 |
1.0799 |
1.0799 |
1.0837 |
1.0825 |
| S2 |
1.0752 |
1.0752 |
1.0828 |
|
| S3 |
1.0654 |
1.0701 |
1.0819 |
|
| S4 |
1.0556 |
1.0603 |
1.0792 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0839 |
|
1.618 |
1.0828 |
|
1.000 |
1.0821 |
|
0.618 |
1.0817 |
|
HIGH |
1.0810 |
|
0.618 |
1.0806 |
|
0.500 |
1.0805 |
|
0.382 |
1.0803 |
|
LOW |
1.0799 |
|
0.618 |
1.0792 |
|
1.000 |
1.0788 |
|
1.618 |
1.0781 |
|
2.618 |
1.0770 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.0850 |
| PP |
1.0803 |
1.0833 |
| S1 |
1.0801 |
1.0816 |
|