CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0879 |
1.0887 |
0.0008 |
0.1% |
1.0816 |
| High |
1.0882 |
1.0929 |
0.0047 |
0.4% |
1.0902 |
| Low |
1.0845 |
1.0883 |
0.0038 |
0.4% |
1.0785 |
| Close |
1.0878 |
1.0883 |
0.0005 |
0.0% |
1.0881 |
| Range |
0.0037 |
0.0046 |
0.0009 |
24.3% |
0.0117 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
22 |
138 |
116 |
527.3% |
514 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1006 |
1.0908 |
|
| R3 |
1.0990 |
1.0960 |
1.0896 |
|
| R2 |
1.0944 |
1.0944 |
1.0891 |
|
| R1 |
1.0914 |
1.0914 |
1.0887 |
1.0906 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0895 |
| S1 |
1.0868 |
1.0868 |
1.0879 |
1.0860 |
| S2 |
1.0852 |
1.0852 |
1.0875 |
|
| S3 |
1.0806 |
1.0822 |
1.0870 |
|
| S4 |
1.0760 |
1.0776 |
1.0858 |
|
|
| 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 |
1.1125 |
|
2.618 |
1.1049 |
|
1.618 |
1.1003 |
|
1.000 |
1.0975 |
|
0.618 |
1.0957 |
|
HIGH |
1.0929 |
|
0.618 |
1.0911 |
|
0.500 |
1.0906 |
|
0.382 |
1.0901 |
|
LOW |
1.0883 |
|
0.618 |
1.0855 |
|
1.000 |
1.0837 |
|
1.618 |
1.0809 |
|
2.618 |
1.0763 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0887 |
| PP |
1.0898 |
1.0886 |
| S1 |
1.0891 |
1.0884 |
|