CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0857 |
0.0012 |
0.1% |
1.0965 |
| High |
1.0898 |
1.0896 |
-0.0002 |
0.0% |
1.0973 |
| Low |
1.0837 |
1.0833 |
-0.0004 |
0.0% |
1.0776 |
| Close |
1.0839 |
1.0877 |
0.0038 |
0.4% |
1.0777 |
| Range |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0197 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1030 |
1.0912 |
|
| R3 |
1.0995 |
1.0967 |
1.0894 |
|
| R2 |
1.0932 |
1.0932 |
1.0889 |
|
| R1 |
1.0904 |
1.0904 |
1.0883 |
1.0918 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0876 |
| S1 |
1.0841 |
1.0841 |
1.0871 |
1.0855 |
| S2 |
1.0806 |
1.0806 |
1.0865 |
|
| S3 |
1.0743 |
1.0778 |
1.0860 |
|
| S4 |
1.0680 |
1.0715 |
1.0842 |
|
|
| 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 |
1.1164 |
|
2.618 |
1.1061 |
|
1.618 |
1.0998 |
|
1.000 |
1.0959 |
|
0.618 |
1.0935 |
|
HIGH |
1.0896 |
|
0.618 |
1.0872 |
|
0.500 |
1.0865 |
|
0.382 |
1.0857 |
|
LOW |
1.0833 |
|
0.618 |
1.0794 |
|
1.000 |
1.0770 |
|
1.618 |
1.0731 |
|
2.618 |
1.0668 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0871 |
| PP |
1.0869 |
1.0866 |
| S1 |
1.0865 |
1.0860 |
|