CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0835 |
0.0035 |
0.3% |
1.0856 |
| High |
1.0825 |
1.0840 |
0.0015 |
0.1% |
1.0868 |
| Low |
1.0790 |
1.0808 |
0.0018 |
0.2% |
1.0721 |
| Close |
1.0823 |
1.0808 |
-0.0015 |
-0.1% |
1.0796 |
| Range |
0.0035 |
0.0032 |
-0.0003 |
-8.6% |
0.0147 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
15 |
14 |
-1 |
-6.7% |
46 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0893 |
1.0826 |
|
| R3 |
1.0883 |
1.0861 |
1.0817 |
|
| R2 |
1.0851 |
1.0851 |
1.0814 |
|
| R1 |
1.0829 |
1.0829 |
1.0811 |
1.0824 |
| PP |
1.0819 |
1.0819 |
1.0819 |
1.0816 |
| S1 |
1.0797 |
1.0797 |
1.0805 |
1.0792 |
| S2 |
1.0787 |
1.0787 |
1.0802 |
|
| S3 |
1.0755 |
1.0765 |
1.0799 |
|
| S4 |
1.0723 |
1.0733 |
1.0790 |
|
|
| 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 |
1.0976 |
|
2.618 |
1.0924 |
|
1.618 |
1.0892 |
|
1.000 |
1.0872 |
|
0.618 |
1.0860 |
|
HIGH |
1.0840 |
|
0.618 |
1.0828 |
|
0.500 |
1.0824 |
|
0.382 |
1.0820 |
|
LOW |
1.0808 |
|
0.618 |
1.0788 |
|
1.000 |
1.0776 |
|
1.618 |
1.0756 |
|
2.618 |
1.0724 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0815 |
| PP |
1.0819 |
1.0813 |
| S1 |
1.0813 |
1.0810 |
|