CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0860 |
0.0040 |
0.4% |
1.0835 |
| High |
1.0850 |
1.0940 |
0.0090 |
0.8% |
1.0901 |
| Low |
1.0785 |
1.0860 |
0.0075 |
0.7% |
1.0803 |
| Close |
1.0843 |
1.0939 |
0.0096 |
0.9% |
1.0846 |
| Range |
0.0065 |
0.0080 |
0.0015 |
23.1% |
0.0098 |
| ATR |
0.0049 |
0.0053 |
0.0003 |
7.0% |
0.0000 |
| Volume |
68 |
19 |
-49 |
-72.1% |
81 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1126 |
1.0983 |
|
| R3 |
1.1073 |
1.1046 |
1.0961 |
|
| R2 |
1.0993 |
1.0993 |
1.0954 |
|
| R1 |
1.0966 |
1.0966 |
1.0946 |
1.0980 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0920 |
| S1 |
1.0886 |
1.0886 |
1.0932 |
1.0900 |
| S2 |
1.0833 |
1.0833 |
1.0924 |
|
| S3 |
1.0753 |
1.0806 |
1.0917 |
|
| S4 |
1.0673 |
1.0726 |
1.0895 |
|
|
| 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 |
1.1280 |
|
2.618 |
1.1149 |
|
1.618 |
1.1069 |
|
1.000 |
1.1020 |
|
0.618 |
1.0989 |
|
HIGH |
1.0940 |
|
0.618 |
1.0909 |
|
0.500 |
1.0900 |
|
0.382 |
1.0891 |
|
LOW |
1.0860 |
|
0.618 |
1.0811 |
|
1.000 |
1.0780 |
|
1.618 |
1.0731 |
|
2.618 |
1.0651 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0914 |
| PP |
1.0913 |
1.0888 |
| S1 |
1.0900 |
1.0863 |
|