CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.1011 |
0.0065 |
0.6% |
1.0954 |
| High |
1.1010 |
1.1020 |
0.0010 |
0.1% |
1.1020 |
| Low |
1.0925 |
1.0944 |
0.0019 |
0.2% |
1.0905 |
| Close |
1.1010 |
1.0967 |
-0.0043 |
-0.4% |
1.0967 |
| Range |
0.0085 |
0.0076 |
-0.0009 |
-10.6% |
0.0115 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.1% |
0.0000 |
| Volume |
74 |
265 |
191 |
258.1% |
372 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1162 |
1.1009 |
|
| R3 |
1.1129 |
1.1086 |
1.0988 |
|
| R2 |
1.1053 |
1.1053 |
1.0981 |
|
| R1 |
1.1010 |
1.1010 |
1.0974 |
1.0994 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0969 |
| S1 |
1.0934 |
1.0934 |
1.0960 |
1.0918 |
| S2 |
1.0901 |
1.0901 |
1.0953 |
|
| S3 |
1.0825 |
1.0858 |
1.0946 |
|
| S4 |
1.0749 |
1.0782 |
1.0925 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1253 |
1.1030 |
|
| R3 |
1.1194 |
1.1138 |
1.0999 |
|
| R2 |
1.1079 |
1.1079 |
1.0988 |
|
| R1 |
1.1023 |
1.1023 |
1.0978 |
1.1051 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0978 |
| S1 |
1.0908 |
1.0908 |
1.0956 |
1.0936 |
| S2 |
1.0849 |
1.0849 |
1.0946 |
|
| S3 |
1.0734 |
1.0793 |
1.0935 |
|
| S4 |
1.0619 |
1.0678 |
1.0904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1219 |
|
1.618 |
1.1143 |
|
1.000 |
1.1096 |
|
0.618 |
1.1067 |
|
HIGH |
1.1020 |
|
0.618 |
1.0991 |
|
0.500 |
1.0982 |
|
0.382 |
1.0973 |
|
LOW |
1.0944 |
|
0.618 |
1.0897 |
|
1.000 |
1.0868 |
|
1.618 |
1.0821 |
|
2.618 |
1.0745 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0973 |
| PP |
1.0977 |
1.0971 |
| S1 |
1.0972 |
1.0969 |
|