CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0800 |
0.0029 |
0.3% |
1.0856 |
| High |
1.0780 |
1.0818 |
0.0038 |
0.4% |
1.0868 |
| Low |
1.0721 |
1.0756 |
0.0035 |
0.3% |
1.0721 |
| Close |
1.0769 |
1.0796 |
0.0027 |
0.3% |
1.0796 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0147 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
46 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0948 |
1.0830 |
|
| R3 |
1.0914 |
1.0886 |
1.0813 |
|
| R2 |
1.0852 |
1.0852 |
1.0807 |
|
| R1 |
1.0824 |
1.0824 |
1.0802 |
1.0807 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0782 |
| S1 |
1.0762 |
1.0762 |
1.0790 |
1.0745 |
| S2 |
1.0728 |
1.0728 |
1.0785 |
|
| S3 |
1.0666 |
1.0700 |
1.0779 |
|
| S4 |
1.0604 |
1.0638 |
1.0762 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1163 |
1.0877 |
|
| R3 |
1.1089 |
1.1016 |
1.0836 |
|
| R2 |
1.0942 |
1.0942 |
1.0823 |
|
| R1 |
1.0869 |
1.0869 |
1.0809 |
1.0832 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0777 |
| S1 |
1.0722 |
1.0722 |
1.0783 |
1.0685 |
| S2 |
1.0648 |
1.0648 |
1.0769 |
|
| S3 |
1.0501 |
1.0575 |
1.0756 |
|
| S4 |
1.0354 |
1.0428 |
1.0715 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1082 |
|
2.618 |
1.0980 |
|
1.618 |
1.0918 |
|
1.000 |
1.0880 |
|
0.618 |
1.0856 |
|
HIGH |
1.0818 |
|
0.618 |
1.0794 |
|
0.500 |
1.0787 |
|
0.382 |
1.0780 |
|
LOW |
1.0756 |
|
0.618 |
1.0718 |
|
1.000 |
1.0694 |
|
1.618 |
1.0656 |
|
2.618 |
1.0594 |
|
4.250 |
1.0493 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0788 |
| PP |
1.0790 |
1.0780 |
| S1 |
1.0787 |
1.0772 |
|