CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.1030 |
0.0067 |
0.6% |
1.0954 |
| High |
1.1042 |
1.1036 |
-0.0006 |
-0.1% |
1.1020 |
| Low |
1.0961 |
1.0976 |
0.0015 |
0.1% |
1.0905 |
| Close |
1.1042 |
1.0981 |
-0.0061 |
-0.6% |
1.0967 |
| Range |
0.0081 |
0.0060 |
-0.0021 |
-25.9% |
0.0115 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0000 |
| Volume |
16 |
74 |
58 |
362.5% |
372 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1139 |
1.1014 |
|
| R3 |
1.1118 |
1.1079 |
1.0998 |
|
| R2 |
1.1058 |
1.1058 |
1.0992 |
|
| R1 |
1.1019 |
1.1019 |
1.0987 |
1.1009 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.0992 |
| S1 |
1.0959 |
1.0959 |
1.0976 |
1.0949 |
| S2 |
1.0938 |
1.0938 |
1.0970 |
|
| S3 |
1.0878 |
1.0899 |
1.0965 |
|
| S4 |
1.0818 |
1.0839 |
1.0948 |
|
|
| 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 |
1.1291 |
|
2.618 |
1.1193 |
|
1.618 |
1.1133 |
|
1.000 |
1.1096 |
|
0.618 |
1.1073 |
|
HIGH |
1.1036 |
|
0.618 |
1.1013 |
|
0.500 |
1.1006 |
|
0.382 |
1.0999 |
|
LOW |
1.0976 |
|
0.618 |
1.0939 |
|
1.000 |
1.0916 |
|
1.618 |
1.0879 |
|
2.618 |
1.0819 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.0993 |
| PP |
1.0998 |
1.0989 |
| S1 |
1.0989 |
1.0985 |
|