CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0989 |
0.0005 |
0.0% |
1.1021 |
| High |
1.0996 |
1.0991 |
-0.0005 |
0.0% |
1.1037 |
| Low |
1.0943 |
1.0969 |
0.0026 |
0.2% |
1.0932 |
| Close |
1.0984 |
1.0989 |
0.0005 |
0.0% |
1.1032 |
| Range |
0.0053 |
0.0022 |
-0.0031 |
-58.5% |
0.0105 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.1041 |
1.1001 |
|
| R3 |
1.1027 |
1.1019 |
1.0995 |
|
| R2 |
1.1005 |
1.1005 |
1.0993 |
|
| R1 |
1.0997 |
1.0997 |
1.0991 |
1.1000 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0985 |
| S1 |
1.0975 |
1.0975 |
1.0987 |
1.0978 |
| S2 |
1.0961 |
1.0961 |
1.0985 |
|
| S3 |
1.0939 |
1.0953 |
1.0983 |
|
| S4 |
1.0917 |
1.0931 |
1.0977 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1279 |
1.1090 |
|
| R3 |
1.1210 |
1.1174 |
1.1061 |
|
| R2 |
1.1105 |
1.1105 |
1.1051 |
|
| R1 |
1.1069 |
1.1069 |
1.1042 |
1.1087 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1010 |
| S1 |
1.0964 |
1.0964 |
1.1022 |
1.0982 |
| S2 |
1.0895 |
1.0895 |
1.1013 |
|
| S3 |
1.0790 |
1.0859 |
1.1003 |
|
| S4 |
1.0685 |
1.0754 |
1.0974 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1085 |
|
2.618 |
1.1049 |
|
1.618 |
1.1027 |
|
1.000 |
1.1013 |
|
0.618 |
1.1005 |
|
HIGH |
1.0991 |
|
0.618 |
1.0983 |
|
0.500 |
1.0980 |
|
0.382 |
1.0977 |
|
LOW |
1.0969 |
|
0.618 |
1.0955 |
|
1.000 |
1.0947 |
|
1.618 |
1.0933 |
|
2.618 |
1.0911 |
|
4.250 |
1.0876 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.0987 |
| PP |
1.0983 |
1.0985 |
| S1 |
1.0980 |
1.0984 |
|