CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0873 |
-0.0014 |
-0.1% |
1.0816 |
| High |
1.0929 |
1.0925 |
-0.0004 |
0.0% |
1.0902 |
| Low |
1.0883 |
1.0860 |
-0.0023 |
-0.2% |
1.0785 |
| Close |
1.0883 |
1.0925 |
0.0042 |
0.4% |
1.0881 |
| Range |
0.0046 |
0.0065 |
0.0019 |
41.3% |
0.0117 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0000 |
| Volume |
138 |
22 |
-116 |
-84.1% |
514 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1077 |
1.0961 |
|
| R3 |
1.1033 |
1.1012 |
1.0943 |
|
| R2 |
1.0968 |
1.0968 |
1.0937 |
|
| R1 |
1.0947 |
1.0947 |
1.0931 |
1.0958 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0909 |
| S1 |
1.0882 |
1.0882 |
1.0919 |
1.0893 |
| S2 |
1.0838 |
1.0838 |
1.0913 |
|
| S3 |
1.0773 |
1.0817 |
1.0907 |
|
| S4 |
1.0708 |
1.0752 |
1.0889 |
|
|
| 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 |
1.1201 |
|
2.618 |
1.1095 |
|
1.618 |
1.1030 |
|
1.000 |
1.0990 |
|
0.618 |
1.0965 |
|
HIGH |
1.0925 |
|
0.618 |
1.0900 |
|
0.500 |
1.0893 |
|
0.382 |
1.0885 |
|
LOW |
1.0860 |
|
0.618 |
1.0820 |
|
1.000 |
1.0795 |
|
1.618 |
1.0755 |
|
2.618 |
1.0690 |
|
4.250 |
1.0584 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0912 |
| PP |
1.0903 |
1.0900 |
| S1 |
1.0893 |
1.0887 |
|