CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0829 |
0.0013 |
0.1% |
1.0857 |
| High |
1.0850 |
1.0829 |
-0.0021 |
-0.2% |
1.0866 |
| Low |
1.0816 |
1.0785 |
-0.0031 |
-0.3% |
1.0790 |
| Close |
1.0828 |
1.0788 |
-0.0040 |
-0.4% |
1.0837 |
| Range |
0.0034 |
0.0044 |
0.0010 |
29.4% |
0.0076 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
140 |
123 |
-17 |
-12.1% |
57 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0933 |
1.0904 |
1.0812 |
|
| R3 |
1.0889 |
1.0860 |
1.0800 |
|
| R2 |
1.0845 |
1.0845 |
1.0796 |
|
| R1 |
1.0816 |
1.0816 |
1.0792 |
1.0809 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0797 |
| S1 |
1.0772 |
1.0772 |
1.0784 |
1.0765 |
| S2 |
1.0757 |
1.0757 |
1.0780 |
|
| S3 |
1.0713 |
1.0728 |
1.0776 |
|
| S4 |
1.0669 |
1.0684 |
1.0764 |
|
|
| 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 |
1.1016 |
|
2.618 |
1.0944 |
|
1.618 |
1.0900 |
|
1.000 |
1.0873 |
|
0.618 |
1.0856 |
|
HIGH |
1.0829 |
|
0.618 |
1.0812 |
|
0.500 |
1.0807 |
|
0.382 |
1.0802 |
|
LOW |
1.0785 |
|
0.618 |
1.0758 |
|
1.000 |
1.0741 |
|
1.618 |
1.0714 |
|
2.618 |
1.0670 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0818 |
| PP |
1.0801 |
1.0808 |
| S1 |
1.0794 |
1.0798 |
|