CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0800 |
-0.0035 |
-0.3% |
1.0857 |
| High |
1.0840 |
1.0838 |
-0.0002 |
0.0% |
1.0866 |
| Low |
1.0808 |
1.0800 |
-0.0008 |
-0.1% |
1.0790 |
| Close |
1.0808 |
1.0837 |
0.0029 |
0.3% |
1.0837 |
| Range |
0.0032 |
0.0038 |
0.0006 |
18.8% |
0.0076 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
14 |
4 |
-10 |
-71.4% |
57 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0926 |
1.0858 |
|
| R3 |
1.0901 |
1.0888 |
1.0847 |
|
| R2 |
1.0863 |
1.0863 |
1.0844 |
|
| R1 |
1.0850 |
1.0850 |
1.0840 |
1.0857 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0828 |
| S1 |
1.0812 |
1.0812 |
1.0834 |
1.0819 |
| S2 |
1.0787 |
1.0787 |
1.0830 |
|
| S3 |
1.0749 |
1.0774 |
1.0827 |
|
| S4 |
1.0711 |
1.0736 |
1.0816 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1024 |
1.0879 |
|
| R3 |
1.0983 |
1.0948 |
1.0858 |
|
| R2 |
1.0907 |
1.0907 |
1.0851 |
|
| R1 |
1.0872 |
1.0872 |
1.0844 |
1.0852 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0821 |
| S1 |
1.0796 |
1.0796 |
1.0830 |
1.0776 |
| S2 |
1.0755 |
1.0755 |
1.0823 |
|
| S3 |
1.0679 |
1.0720 |
1.0816 |
|
| S4 |
1.0603 |
1.0644 |
1.0795 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0937 |
|
1.618 |
1.0899 |
|
1.000 |
1.0876 |
|
0.618 |
1.0861 |
|
HIGH |
1.0838 |
|
0.618 |
1.0823 |
|
0.500 |
1.0819 |
|
0.382 |
1.0815 |
|
LOW |
1.0800 |
|
0.618 |
1.0777 |
|
1.000 |
1.0762 |
|
1.618 |
1.0739 |
|
2.618 |
1.0701 |
|
4.250 |
1.0639 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0830 |
| PP |
1.0825 |
1.0822 |
| S1 |
1.0819 |
1.0815 |
|