CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0811 |
-0.0018 |
-0.2% |
1.0857 |
| High |
1.0829 |
1.0867 |
0.0038 |
0.4% |
1.0866 |
| Low |
1.0785 |
1.0811 |
0.0026 |
0.2% |
1.0790 |
| Close |
1.0788 |
1.0865 |
0.0077 |
0.7% |
1.0837 |
| Range |
0.0044 |
0.0056 |
0.0012 |
27.3% |
0.0076 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.6% |
0.0000 |
| Volume |
123 |
177 |
54 |
43.9% |
57 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0996 |
1.0896 |
|
| R3 |
1.0960 |
1.0940 |
1.0880 |
|
| R2 |
1.0904 |
1.0904 |
1.0875 |
|
| R1 |
1.0884 |
1.0884 |
1.0870 |
1.0894 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0853 |
| S1 |
1.0828 |
1.0828 |
1.0860 |
1.0838 |
| S2 |
1.0792 |
1.0792 |
1.0855 |
|
| S3 |
1.0736 |
1.0772 |
1.0850 |
|
| S4 |
1.0680 |
1.0716 |
1.0834 |
|
|
| 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 |
1.1105 |
|
2.618 |
1.1014 |
|
1.618 |
1.0958 |
|
1.000 |
1.0923 |
|
0.618 |
1.0902 |
|
HIGH |
1.0867 |
|
0.618 |
1.0846 |
|
0.500 |
1.0839 |
|
0.382 |
1.0832 |
|
LOW |
1.0811 |
|
0.618 |
1.0776 |
|
1.000 |
1.0755 |
|
1.618 |
1.0720 |
|
2.618 |
1.0664 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0852 |
| PP |
1.0848 |
1.0839 |
| S1 |
1.0839 |
1.0826 |
|