CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0934 |
0.0029 |
0.3% |
1.0879 |
| High |
1.0924 |
1.0946 |
0.0022 |
0.2% |
1.0959 |
| Low |
1.0905 |
1.0931 |
0.0026 |
0.2% |
1.0845 |
| Close |
1.0916 |
1.0944 |
0.0028 |
0.3% |
1.0959 |
| Range |
0.0019 |
0.0015 |
-0.0004 |
-21.1% |
0.0114 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
238 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0985 |
1.0980 |
1.0952 |
|
| R3 |
1.0970 |
1.0965 |
1.0948 |
|
| R2 |
1.0955 |
1.0955 |
1.0947 |
|
| R1 |
1.0950 |
1.0950 |
1.0945 |
1.0953 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0942 |
| S1 |
1.0935 |
1.0935 |
1.0943 |
1.0938 |
| S2 |
1.0925 |
1.0925 |
1.0941 |
|
| S3 |
1.0910 |
1.0920 |
1.0940 |
|
| S4 |
1.0895 |
1.0905 |
1.0936 |
|
|
| 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 |
1.0985 |
|
1.618 |
1.0970 |
|
1.000 |
1.0961 |
|
0.618 |
1.0955 |
|
HIGH |
1.0946 |
|
0.618 |
1.0940 |
|
0.500 |
1.0939 |
|
0.382 |
1.0937 |
|
LOW |
1.0931 |
|
0.618 |
1.0922 |
|
1.000 |
1.0916 |
|
1.618 |
1.0907 |
|
2.618 |
1.0892 |
|
4.250 |
1.0867 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0939 |
| PP |
1.0940 |
1.0934 |
| S1 |
1.0939 |
1.0930 |
|