CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0870 |
-0.0052 |
-0.5% |
1.0949 |
| High |
1.0963 |
1.0927 |
-0.0036 |
-0.3% |
1.0973 |
| Low |
1.0919 |
1.0831 |
-0.0088 |
-0.8% |
1.0885 |
| Close |
1.0922 |
1.0838 |
-0.0084 |
-0.8% |
1.0947 |
| Range |
0.0044 |
0.0096 |
0.0052 |
118.2% |
0.0088 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.0% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
6 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1092 |
1.0891 |
|
| R3 |
1.1057 |
1.0996 |
1.0864 |
|
| R2 |
1.0961 |
1.0961 |
1.0856 |
|
| R1 |
1.0900 |
1.0900 |
1.0847 |
1.0883 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0857 |
| S1 |
1.0804 |
1.0804 |
1.0829 |
1.0787 |
| S2 |
1.0769 |
1.0769 |
1.0820 |
|
| S3 |
1.0673 |
1.0708 |
1.0812 |
|
| S4 |
1.0577 |
1.0612 |
1.0785 |
|
|
| 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 |
1.1335 |
|
2.618 |
1.1178 |
|
1.618 |
1.1082 |
|
1.000 |
1.1023 |
|
0.618 |
1.0986 |
|
HIGH |
1.0927 |
|
0.618 |
1.0890 |
|
0.500 |
1.0879 |
|
0.382 |
1.0868 |
|
LOW |
1.0831 |
|
0.618 |
1.0772 |
|
1.000 |
1.0735 |
|
1.618 |
1.0676 |
|
2.618 |
1.0580 |
|
4.250 |
1.0423 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0897 |
| PP |
1.0865 |
1.0877 |
| S1 |
1.0852 |
1.0858 |
|