CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0947 |
0.0035 |
0.3% |
1.0879 |
| High |
1.0945 |
1.0959 |
0.0014 |
0.1% |
1.0959 |
| Low |
1.0912 |
1.0947 |
0.0035 |
0.3% |
1.0845 |
| Close |
1.0930 |
1.0959 |
0.0029 |
0.3% |
1.0959 |
| Range |
0.0033 |
0.0012 |
-0.0021 |
-63.6% |
0.0114 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
53 |
3 |
-50 |
-94.3% |
238 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0987 |
1.0966 |
|
| R3 |
1.0979 |
1.0975 |
1.0962 |
|
| R2 |
1.0967 |
1.0967 |
1.0961 |
|
| R1 |
1.0963 |
1.0963 |
1.0960 |
1.0965 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0956 |
| S1 |
1.0951 |
1.0951 |
1.0958 |
1.0953 |
| S2 |
1.0943 |
1.0943 |
1.0957 |
|
| S3 |
1.0931 |
1.0939 |
1.0956 |
|
| S4 |
1.0919 |
1.0927 |
1.0952 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1225 |
1.1022 |
|
| R3 |
1.1149 |
1.1111 |
1.0990 |
|
| R2 |
1.1035 |
1.1035 |
1.0980 |
|
| R1 |
1.0997 |
1.0997 |
1.0969 |
1.1016 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0931 |
| S1 |
1.0883 |
1.0883 |
1.0949 |
1.0902 |
| S2 |
1.0807 |
1.0807 |
1.0938 |
|
| S3 |
1.0693 |
1.0769 |
1.0928 |
|
| S4 |
1.0579 |
1.0655 |
1.0896 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0990 |
|
1.618 |
1.0978 |
|
1.000 |
1.0971 |
|
0.618 |
1.0966 |
|
HIGH |
1.0959 |
|
0.618 |
1.0954 |
|
0.500 |
1.0953 |
|
0.382 |
1.0952 |
|
LOW |
1.0947 |
|
0.618 |
1.0940 |
|
1.000 |
1.0935 |
|
1.618 |
1.0928 |
|
2.618 |
1.0916 |
|
4.250 |
1.0896 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0943 |
| PP |
1.0955 |
1.0926 |
| S1 |
1.0953 |
1.0910 |
|