CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0963 |
-0.0048 |
-0.4% |
1.0954 |
| High |
1.1020 |
1.1042 |
0.0022 |
0.2% |
1.1020 |
| Low |
1.0944 |
1.0961 |
0.0017 |
0.2% |
1.0905 |
| Close |
1.0967 |
1.1042 |
0.0075 |
0.7% |
1.0967 |
| Range |
0.0076 |
0.0081 |
0.0005 |
6.6% |
0.0115 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.4% |
0.0000 |
| Volume |
265 |
16 |
-249 |
-94.0% |
372 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1231 |
1.1087 |
|
| R3 |
1.1177 |
1.1150 |
1.1064 |
|
| R2 |
1.1096 |
1.1096 |
1.1057 |
|
| R1 |
1.1069 |
1.1069 |
1.1049 |
1.1083 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1022 |
| S1 |
1.0988 |
1.0988 |
1.1035 |
1.1002 |
| S2 |
1.0934 |
1.0934 |
1.1027 |
|
| S3 |
1.0853 |
1.0907 |
1.1020 |
|
| S4 |
1.0772 |
1.0826 |
1.0997 |
|
|
| 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 |
1.1386 |
|
2.618 |
1.1254 |
|
1.618 |
1.1173 |
|
1.000 |
1.1123 |
|
0.618 |
1.1092 |
|
HIGH |
1.1042 |
|
0.618 |
1.1011 |
|
0.500 |
1.1002 |
|
0.382 |
1.0992 |
|
LOW |
1.0961 |
|
0.618 |
1.0911 |
|
1.000 |
1.0880 |
|
1.618 |
1.0830 |
|
2.618 |
1.0749 |
|
4.250 |
1.0617 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1023 |
| PP |
1.1015 |
1.1003 |
| S1 |
1.1002 |
1.0984 |
|