CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.0930 |
-0.0035 |
-0.3% |
1.0949 |
| High |
1.0973 |
1.0938 |
-0.0035 |
-0.3% |
1.0973 |
| Low |
1.0883 |
1.0930 |
0.0047 |
0.4% |
1.0885 |
| Close |
1.0888 |
1.0930 |
0.0042 |
0.4% |
1.0947 |
| Range |
0.0090 |
0.0008 |
-0.0082 |
-91.1% |
0.0088 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
6 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0951 |
1.0934 |
|
| R3 |
1.0949 |
1.0943 |
1.0932 |
|
| R2 |
1.0941 |
1.0941 |
1.0931 |
|
| R1 |
1.0935 |
1.0935 |
1.0931 |
1.0934 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0932 |
| S1 |
1.0927 |
1.0927 |
1.0929 |
1.0926 |
| S2 |
1.0925 |
1.0925 |
1.0929 |
|
| S3 |
1.0917 |
1.0919 |
1.0928 |
|
| S4 |
1.0909 |
1.0911 |
1.0926 |
|
|
| 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 |
1.0972 |
|
2.618 |
1.0959 |
|
1.618 |
1.0951 |
|
1.000 |
1.0946 |
|
0.618 |
1.0943 |
|
HIGH |
1.0938 |
|
0.618 |
1.0935 |
|
0.500 |
1.0934 |
|
0.382 |
1.0933 |
|
LOW |
1.0930 |
|
0.618 |
1.0925 |
|
1.000 |
1.0922 |
|
1.618 |
1.0917 |
|
2.618 |
1.0909 |
|
4.250 |
1.0896 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0929 |
| PP |
1.0933 |
1.0929 |
| S1 |
1.0931 |
1.0928 |
|