CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0857 |
0.0057 |
0.5% |
1.0856 |
| High |
1.0818 |
1.0866 |
0.0048 |
0.4% |
1.0868 |
| Low |
1.0756 |
1.0857 |
0.0101 |
0.9% |
1.0721 |
| Close |
1.0796 |
1.0861 |
0.0065 |
0.6% |
1.0796 |
| Range |
0.0062 |
0.0009 |
-0.0053 |
-85.5% |
0.0147 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
5 |
23 |
18 |
360.0% |
46 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0884 |
1.0866 |
|
| R3 |
1.0879 |
1.0875 |
1.0863 |
|
| R2 |
1.0870 |
1.0870 |
1.0863 |
|
| R1 |
1.0866 |
1.0866 |
1.0862 |
1.0868 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0863 |
| S1 |
1.0857 |
1.0857 |
1.0860 |
1.0859 |
| S2 |
1.0852 |
1.0852 |
1.0859 |
|
| S3 |
1.0843 |
1.0848 |
1.0859 |
|
| S4 |
1.0834 |
1.0839 |
1.0856 |
|
|
| 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 |
1.0904 |
|
2.618 |
1.0890 |
|
1.618 |
1.0881 |
|
1.000 |
1.0875 |
|
0.618 |
1.0872 |
|
HIGH |
1.0866 |
|
0.618 |
1.0863 |
|
0.500 |
1.0862 |
|
0.382 |
1.0860 |
|
LOW |
1.0857 |
|
0.618 |
1.0851 |
|
1.000 |
1.0848 |
|
1.618 |
1.0842 |
|
2.618 |
1.0833 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0839 |
| PP |
1.0861 |
1.0816 |
| S1 |
1.0861 |
1.0794 |
|