CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0880 |
-0.0016 |
-0.1% |
1.0816 |
| High |
1.0902 |
1.0883 |
-0.0019 |
-0.2% |
1.0902 |
| Low |
1.0873 |
1.0845 |
-0.0028 |
-0.3% |
1.0785 |
| Close |
1.0873 |
1.0881 |
0.0008 |
0.1% |
1.0881 |
| Range |
0.0029 |
0.0038 |
0.0009 |
31.0% |
0.0117 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
5 |
69 |
64 |
1,280.0% |
514 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0970 |
1.0902 |
|
| R3 |
1.0946 |
1.0932 |
1.0891 |
|
| R2 |
1.0908 |
1.0908 |
1.0888 |
|
| R1 |
1.0894 |
1.0894 |
1.0884 |
1.0901 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0873 |
| S1 |
1.0856 |
1.0856 |
1.0878 |
1.0863 |
| S2 |
1.0832 |
1.0832 |
1.0874 |
|
| S3 |
1.0794 |
1.0818 |
1.0871 |
|
| S4 |
1.0756 |
1.0780 |
1.0860 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1161 |
1.0945 |
|
| R3 |
1.1090 |
1.1044 |
1.0913 |
|
| R2 |
1.0973 |
1.0973 |
1.0902 |
|
| R1 |
1.0927 |
1.0927 |
1.0892 |
1.0950 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0868 |
| S1 |
1.0810 |
1.0810 |
1.0870 |
1.0833 |
| S2 |
1.0739 |
1.0739 |
1.0860 |
|
| S3 |
1.0622 |
1.0693 |
1.0849 |
|
| S4 |
1.0505 |
1.0576 |
1.0817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0982 |
|
1.618 |
1.0944 |
|
1.000 |
1.0921 |
|
0.618 |
1.0906 |
|
HIGH |
1.0883 |
|
0.618 |
1.0868 |
|
0.500 |
1.0864 |
|
0.382 |
1.0860 |
|
LOW |
1.0845 |
|
0.618 |
1.0822 |
|
1.000 |
1.0807 |
|
1.618 |
1.0784 |
|
2.618 |
1.0746 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0873 |
| PP |
1.0870 |
1.0865 |
| S1 |
1.0864 |
1.0857 |
|