CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.0965 |
0.0000 |
0.0% |
1.0949 |
| High |
1.0973 |
1.0973 |
0.0000 |
0.0% |
1.0973 |
| Low |
1.0947 |
1.0883 |
-0.0064 |
-0.6% |
1.0885 |
| Close |
1.0947 |
1.0888 |
-0.0059 |
-0.5% |
1.0947 |
| Range |
0.0026 |
0.0090 |
0.0064 |
246.2% |
0.0088 |
| ATR |
0.0055 |
0.0058 |
0.0002 |
4.5% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1126 |
1.0938 |
|
| R3 |
1.1095 |
1.1036 |
1.0913 |
|
| R2 |
1.1005 |
1.1005 |
1.0905 |
|
| R1 |
1.0946 |
1.0946 |
1.0896 |
1.0931 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0907 |
| S1 |
1.0856 |
1.0856 |
1.0880 |
1.0841 |
| S2 |
1.0825 |
1.0825 |
1.0872 |
|
| S3 |
1.0735 |
1.0766 |
1.0863 |
|
| S4 |
1.0645 |
1.0676 |
1.0839 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1161 |
1.0995 |
|
| R3 |
1.1111 |
1.1073 |
1.0971 |
|
| R2 |
1.1023 |
1.1023 |
1.0963 |
|
| R1 |
1.0985 |
1.0985 |
1.0955 |
1.0960 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0923 |
| S1 |
1.0897 |
1.0897 |
1.0939 |
1.0872 |
| S2 |
1.0847 |
1.0847 |
1.0931 |
|
| S3 |
1.0759 |
1.0809 |
1.0923 |
|
| S4 |
1.0671 |
1.0721 |
1.0899 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1209 |
|
1.618 |
1.1119 |
|
1.000 |
1.1063 |
|
0.618 |
1.1029 |
|
HIGH |
1.0973 |
|
0.618 |
1.0939 |
|
0.500 |
1.0928 |
|
0.382 |
1.0917 |
|
LOW |
1.0883 |
|
0.618 |
1.0827 |
|
1.000 |
1.0793 |
|
1.618 |
1.0737 |
|
2.618 |
1.0647 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0928 |
| PP |
1.0915 |
1.0915 |
| S1 |
1.0901 |
1.0901 |
|