CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0946 |
0.0012 |
0.1% |
1.0879 |
| High |
1.0946 |
1.1010 |
0.0064 |
0.6% |
1.0959 |
| Low |
1.0931 |
1.0925 |
-0.0006 |
-0.1% |
1.0845 |
| Close |
1.0944 |
1.1010 |
0.0066 |
0.6% |
1.0959 |
| Range |
0.0015 |
0.0085 |
0.0070 |
466.7% |
0.0114 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
6.3% |
0.0000 |
| Volume |
9 |
74 |
65 |
722.2% |
238 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1208 |
1.1057 |
|
| R3 |
1.1152 |
1.1123 |
1.1033 |
|
| R2 |
1.1067 |
1.1067 |
1.1026 |
|
| R1 |
1.1038 |
1.1038 |
1.1018 |
1.1053 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0989 |
| S1 |
1.0953 |
1.0953 |
1.1002 |
1.0968 |
| S2 |
1.0897 |
1.0897 |
1.0994 |
|
| S3 |
1.0812 |
1.0868 |
1.0987 |
|
| S4 |
1.0727 |
1.0783 |
1.0963 |
|
|
| 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 |
1.1371 |
|
2.618 |
1.1233 |
|
1.618 |
1.1148 |
|
1.000 |
1.1095 |
|
0.618 |
1.1063 |
|
HIGH |
1.1010 |
|
0.618 |
1.0978 |
|
0.500 |
1.0968 |
|
0.382 |
1.0957 |
|
LOW |
1.0925 |
|
0.618 |
1.0872 |
|
1.000 |
1.0840 |
|
1.618 |
1.0787 |
|
2.618 |
1.0702 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0993 |
| PP |
1.0982 |
1.0975 |
| S1 |
1.0968 |
1.0958 |
|