CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0839 |
-0.0018 |
-0.2% |
1.0856 |
| High |
1.0866 |
1.0839 |
-0.0027 |
-0.2% |
1.0868 |
| Low |
1.0857 |
1.0823 |
-0.0034 |
-0.3% |
1.0721 |
| Close |
1.0861 |
1.0823 |
-0.0038 |
-0.3% |
1.0796 |
| Range |
0.0009 |
0.0016 |
0.0007 |
77.8% |
0.0147 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
23 |
1 |
-22 |
-95.7% |
46 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0866 |
1.0832 |
|
| R3 |
1.0860 |
1.0850 |
1.0827 |
|
| R2 |
1.0844 |
1.0844 |
1.0826 |
|
| R1 |
1.0834 |
1.0834 |
1.0824 |
1.0831 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0827 |
| S1 |
1.0818 |
1.0818 |
1.0822 |
1.0815 |
| S2 |
1.0812 |
1.0812 |
1.0820 |
|
| S3 |
1.0796 |
1.0802 |
1.0819 |
|
| S4 |
1.0780 |
1.0786 |
1.0814 |
|
|
| 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 |
1.0907 |
|
2.618 |
1.0881 |
|
1.618 |
1.0865 |
|
1.000 |
1.0855 |
|
0.618 |
1.0849 |
|
HIGH |
1.0839 |
|
0.618 |
1.0833 |
|
0.500 |
1.0831 |
|
0.382 |
1.0829 |
|
LOW |
1.0823 |
|
0.618 |
1.0813 |
|
1.000 |
1.0807 |
|
1.618 |
1.0797 |
|
2.618 |
1.0781 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0819 |
| PP |
1.0828 |
1.0815 |
| S1 |
1.0826 |
1.0811 |
|