CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0856 |
-0.0002 |
0.0% |
1.0779 |
| High |
1.0891 |
1.0868 |
-0.0023 |
-0.2% |
1.0898 |
| Low |
1.0848 |
1.0812 |
-0.0036 |
-0.3% |
1.0766 |
| Close |
1.0858 |
1.0848 |
-0.0010 |
-0.1% |
1.0858 |
| Range |
0.0043 |
0.0056 |
0.0013 |
30.2% |
0.0132 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
9 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0985 |
1.0879 |
|
| R3 |
1.0955 |
1.0929 |
1.0863 |
|
| R2 |
1.0899 |
1.0899 |
1.0858 |
|
| R1 |
1.0873 |
1.0873 |
1.0853 |
1.0858 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0835 |
| S1 |
1.0817 |
1.0817 |
1.0843 |
1.0802 |
| S2 |
1.0787 |
1.0787 |
1.0838 |
|
| S3 |
1.0731 |
1.0761 |
1.0833 |
|
| S4 |
1.0675 |
1.0705 |
1.0817 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1179 |
1.0931 |
|
| R3 |
1.1105 |
1.1047 |
1.0894 |
|
| R2 |
1.0973 |
1.0973 |
1.0882 |
|
| R1 |
1.0915 |
1.0915 |
1.0870 |
1.0944 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0855 |
| S1 |
1.0783 |
1.0783 |
1.0846 |
1.0812 |
| S2 |
1.0709 |
1.0709 |
1.0834 |
|
| S3 |
1.0577 |
1.0651 |
1.0822 |
|
| S4 |
1.0445 |
1.0519 |
1.0785 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1015 |
|
1.618 |
1.0959 |
|
1.000 |
1.0924 |
|
0.618 |
1.0903 |
|
HIGH |
1.0868 |
|
0.618 |
1.0847 |
|
0.500 |
1.0840 |
|
0.382 |
1.0833 |
|
LOW |
1.0812 |
|
0.618 |
1.0777 |
|
1.000 |
1.0756 |
|
1.618 |
1.0721 |
|
2.618 |
1.0665 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0854 |
| PP |
1.0843 |
1.0852 |
| S1 |
1.0840 |
1.0850 |
|