CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0821 |
-0.0006 |
-0.1% |
1.0779 |
| High |
1.0849 |
1.0822 |
-0.0027 |
-0.2% |
1.0898 |
| Low |
1.0800 |
1.0739 |
-0.0061 |
-0.6% |
1.0766 |
| Close |
1.0800 |
1.0748 |
-0.0052 |
-0.5% |
1.0858 |
| Range |
0.0049 |
0.0083 |
0.0034 |
69.4% |
0.0132 |
| ATR |
0.0059 |
0.0060 |
0.0002 |
3.0% |
0.0000 |
| Volume |
6 |
23 |
17 |
283.3% |
9 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.0966 |
1.0794 |
|
| R3 |
1.0936 |
1.0883 |
1.0771 |
|
| R2 |
1.0853 |
1.0853 |
1.0763 |
|
| R1 |
1.0800 |
1.0800 |
1.0756 |
1.0785 |
| PP |
1.0770 |
1.0770 |
1.0770 |
1.0762 |
| S1 |
1.0717 |
1.0717 |
1.0740 |
1.0702 |
| S2 |
1.0687 |
1.0687 |
1.0733 |
|
| S3 |
1.0604 |
1.0634 |
1.0725 |
|
| S4 |
1.0521 |
1.0551 |
1.0702 |
|
|
| 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 |
1.1175 |
|
2.618 |
1.1039 |
|
1.618 |
1.0956 |
|
1.000 |
1.0905 |
|
0.618 |
1.0873 |
|
HIGH |
1.0822 |
|
0.618 |
1.0790 |
|
0.500 |
1.0781 |
|
0.382 |
1.0771 |
|
LOW |
1.0739 |
|
0.618 |
1.0688 |
|
1.000 |
1.0656 |
|
1.618 |
1.0605 |
|
2.618 |
1.0522 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0804 |
| PP |
1.0770 |
1.0785 |
| S1 |
1.0759 |
1.0767 |
|