CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0873 |
1.0912 |
0.0039 |
0.4% |
1.0816 |
| High |
1.0925 |
1.0945 |
0.0020 |
0.2% |
1.0902 |
| Low |
1.0860 |
1.0912 |
0.0052 |
0.5% |
1.0785 |
| Close |
1.0925 |
1.0930 |
0.0005 |
0.0% |
1.0881 |
| Range |
0.0065 |
0.0033 |
-0.0032 |
-49.2% |
0.0117 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
22 |
53 |
31 |
140.9% |
514 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1012 |
1.0948 |
|
| R3 |
1.0995 |
1.0979 |
1.0939 |
|
| R2 |
1.0962 |
1.0962 |
1.0936 |
|
| R1 |
1.0946 |
1.0946 |
1.0933 |
1.0954 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0933 |
| S1 |
1.0913 |
1.0913 |
1.0927 |
1.0921 |
| S2 |
1.0896 |
1.0896 |
1.0924 |
|
| S3 |
1.0863 |
1.0880 |
1.0921 |
|
| S4 |
1.0830 |
1.0847 |
1.0912 |
|
|
| 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 |
1.1085 |
|
2.618 |
1.1031 |
|
1.618 |
1.0998 |
|
1.000 |
1.0978 |
|
0.618 |
1.0965 |
|
HIGH |
1.0945 |
|
0.618 |
1.0932 |
|
0.500 |
1.0929 |
|
0.382 |
1.0925 |
|
LOW |
1.0912 |
|
0.618 |
1.0892 |
|
1.000 |
1.0879 |
|
1.618 |
1.0859 |
|
2.618 |
1.0826 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0921 |
| PP |
1.0929 |
1.0912 |
| S1 |
1.0929 |
1.0903 |
|