CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0844 |
-0.0026 |
-0.2% |
1.0965 |
| High |
1.0927 |
1.0849 |
-0.0078 |
-0.7% |
1.0973 |
| Low |
1.0831 |
1.0776 |
-0.0055 |
-0.5% |
1.0776 |
| Close |
1.0838 |
1.0777 |
-0.0061 |
-0.6% |
1.0777 |
| Range |
0.0096 |
0.0073 |
-0.0023 |
-24.0% |
0.0197 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
10 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0971 |
1.0817 |
|
| R3 |
1.0947 |
1.0898 |
1.0797 |
|
| R2 |
1.0874 |
1.0874 |
1.0790 |
|
| R1 |
1.0825 |
1.0825 |
1.0784 |
1.0813 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0795 |
| S1 |
1.0752 |
1.0752 |
1.0770 |
1.0740 |
| S2 |
1.0728 |
1.0728 |
1.0764 |
|
| S3 |
1.0655 |
1.0679 |
1.0757 |
|
| S4 |
1.0582 |
1.0606 |
1.0737 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1302 |
1.0885 |
|
| R3 |
1.1236 |
1.1105 |
1.0831 |
|
| R2 |
1.1039 |
1.1039 |
1.0813 |
|
| R1 |
1.0908 |
1.0908 |
1.0795 |
1.0875 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0826 |
| S1 |
1.0711 |
1.0711 |
1.0759 |
1.0678 |
| S2 |
1.0645 |
1.0645 |
1.0741 |
|
| S3 |
1.0448 |
1.0514 |
1.0723 |
|
| S4 |
1.0251 |
1.0317 |
1.0669 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1040 |
|
1.618 |
1.0967 |
|
1.000 |
1.0922 |
|
0.618 |
1.0894 |
|
HIGH |
1.0849 |
|
0.618 |
1.0821 |
|
0.500 |
1.0813 |
|
0.382 |
1.0804 |
|
LOW |
1.0776 |
|
0.618 |
1.0731 |
|
1.000 |
1.0703 |
|
1.618 |
1.0658 |
|
2.618 |
1.0585 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0870 |
| PP |
1.0801 |
1.0839 |
| S1 |
1.0789 |
1.0808 |
|