CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0816 |
0.0016 |
0.1% |
1.0857 |
| High |
1.0838 |
1.0850 |
0.0012 |
0.1% |
1.0866 |
| Low |
1.0800 |
1.0816 |
0.0016 |
0.1% |
1.0790 |
| Close |
1.0837 |
1.0828 |
-0.0009 |
-0.1% |
1.0837 |
| Range |
0.0038 |
0.0034 |
-0.0004 |
-10.5% |
0.0076 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
4 |
140 |
136 |
3,400.0% |
57 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0933 |
1.0915 |
1.0847 |
|
| R3 |
1.0899 |
1.0881 |
1.0837 |
|
| R2 |
1.0865 |
1.0865 |
1.0834 |
|
| R1 |
1.0847 |
1.0847 |
1.0831 |
1.0856 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0836 |
| S1 |
1.0813 |
1.0813 |
1.0825 |
1.0822 |
| S2 |
1.0797 |
1.0797 |
1.0822 |
|
| S3 |
1.0763 |
1.0779 |
1.0819 |
|
| S4 |
1.0729 |
1.0745 |
1.0809 |
|
|
| 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 |
1.0995 |
|
2.618 |
1.0939 |
|
1.618 |
1.0905 |
|
1.000 |
1.0884 |
|
0.618 |
1.0871 |
|
HIGH |
1.0850 |
|
0.618 |
1.0837 |
|
0.500 |
1.0833 |
|
0.382 |
1.0829 |
|
LOW |
1.0816 |
|
0.618 |
1.0795 |
|
1.000 |
1.0782 |
|
1.618 |
1.0761 |
|
2.618 |
1.0727 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0827 |
| PP |
1.0831 |
1.0826 |
| S1 |
1.0830 |
1.0825 |
|