CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0821 |
1.0771 |
-0.0050 |
-0.5% |
1.0779 |
| High |
1.0822 |
1.0780 |
-0.0042 |
-0.4% |
1.0898 |
| Low |
1.0739 |
1.0721 |
-0.0018 |
-0.2% |
1.0766 |
| Close |
1.0748 |
1.0769 |
0.0021 |
0.2% |
1.0858 |
| Range |
0.0083 |
0.0059 |
-0.0024 |
-28.9% |
0.0132 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
23 |
8 |
-15 |
-65.2% |
9 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0910 |
1.0801 |
|
| R3 |
1.0875 |
1.0851 |
1.0785 |
|
| R2 |
1.0816 |
1.0816 |
1.0780 |
|
| R1 |
1.0792 |
1.0792 |
1.0774 |
1.0775 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0748 |
| S1 |
1.0733 |
1.0733 |
1.0764 |
1.0716 |
| S2 |
1.0698 |
1.0698 |
1.0758 |
|
| S3 |
1.0639 |
1.0674 |
1.0753 |
|
| S4 |
1.0580 |
1.0615 |
1.0737 |
|
|
| 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 |
1.1031 |
|
2.618 |
1.0934 |
|
1.618 |
1.0875 |
|
1.000 |
1.0839 |
|
0.618 |
1.0816 |
|
HIGH |
1.0780 |
|
0.618 |
1.0757 |
|
0.500 |
1.0751 |
|
0.382 |
1.0744 |
|
LOW |
1.0721 |
|
0.618 |
1.0685 |
|
1.000 |
1.0662 |
|
1.618 |
1.0626 |
|
2.618 |
1.0567 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0785 |
| PP |
1.0757 |
1.0780 |
| S1 |
1.0751 |
1.0774 |
|