CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0954 |
0.0007 |
0.1% |
1.0879 |
| High |
1.0959 |
1.0954 |
-0.0005 |
0.0% |
1.0959 |
| Low |
1.0947 |
1.0918 |
-0.0029 |
-0.3% |
1.0845 |
| Close |
1.0959 |
1.0918 |
-0.0041 |
-0.4% |
1.0959 |
| Range |
0.0012 |
0.0036 |
0.0024 |
200.0% |
0.0114 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3 |
15 |
12 |
400.0% |
238 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.1014 |
1.0938 |
|
| R3 |
1.1002 |
1.0978 |
1.0928 |
|
| R2 |
1.0966 |
1.0966 |
1.0925 |
|
| R1 |
1.0942 |
1.0942 |
1.0921 |
1.0936 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0927 |
| S1 |
1.0906 |
1.0906 |
1.0915 |
1.0900 |
| S2 |
1.0894 |
1.0894 |
1.0911 |
|
| S3 |
1.0858 |
1.0870 |
1.0908 |
|
| S4 |
1.0822 |
1.0834 |
1.0898 |
|
|
| 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 |
1.1107 |
|
2.618 |
1.1048 |
|
1.618 |
1.1012 |
|
1.000 |
1.0990 |
|
0.618 |
1.0976 |
|
HIGH |
1.0954 |
|
0.618 |
1.0940 |
|
0.500 |
1.0936 |
|
0.382 |
1.0932 |
|
LOW |
1.0918 |
|
0.618 |
1.0896 |
|
1.000 |
1.0882 |
|
1.618 |
1.0860 |
|
2.618 |
1.0824 |
|
4.250 |
1.0765 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0936 |
| PP |
1.0930 |
1.0930 |
| S1 |
1.0924 |
1.0924 |
|