CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.1004 |
0.0015 |
0.1% |
1.0968 |
| High |
1.0991 |
1.1022 |
0.0031 |
0.3% |
1.1043 |
| Low |
1.0969 |
1.0979 |
0.0010 |
0.1% |
1.0943 |
| Close |
1.0989 |
1.1004 |
0.0015 |
0.1% |
1.1004 |
| Range |
0.0022 |
0.0043 |
0.0021 |
95.5% |
0.0100 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1110 |
1.1028 |
|
| R3 |
1.1088 |
1.1067 |
1.1016 |
|
| R2 |
1.1045 |
1.1045 |
1.1012 |
|
| R1 |
1.1024 |
1.1024 |
1.1008 |
1.1026 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1002 |
| S1 |
1.0981 |
1.0981 |
1.1000 |
1.0983 |
| S2 |
1.0959 |
1.0959 |
1.0996 |
|
| S3 |
1.0916 |
1.0938 |
1.0992 |
|
| S4 |
1.0873 |
1.0895 |
1.0980 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1250 |
1.1059 |
|
| R3 |
1.1197 |
1.1150 |
1.1032 |
|
| R2 |
1.1097 |
1.1097 |
1.1022 |
|
| R1 |
1.1050 |
1.1050 |
1.1013 |
1.1074 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1008 |
| S1 |
1.0950 |
1.0950 |
1.0995 |
1.0974 |
| S2 |
1.0897 |
1.0897 |
1.0986 |
|
| S3 |
1.0797 |
1.0850 |
1.0977 |
|
| S4 |
1.0697 |
1.0750 |
1.0949 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1135 |
|
1.618 |
1.1092 |
|
1.000 |
1.1065 |
|
0.618 |
1.1049 |
|
HIGH |
1.1022 |
|
0.618 |
1.1006 |
|
0.500 |
1.1001 |
|
0.382 |
1.0995 |
|
LOW |
1.0979 |
|
0.618 |
1.0952 |
|
1.000 |
1.0936 |
|
1.618 |
1.0909 |
|
2.618 |
1.0866 |
|
4.250 |
1.0796 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.0997 |
| PP |
1.1002 |
1.0990 |
| S1 |
1.1001 |
1.0983 |
|