CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0996 |
0.0030 |
0.3% |
1.0963 |
| High |
1.1004 |
1.0996 |
-0.0008 |
-0.1% |
1.1042 |
| Low |
1.0953 |
1.0969 |
0.0016 |
0.1% |
1.0953 |
| Close |
1.0999 |
1.0990 |
-0.0009 |
-0.1% |
1.0999 |
| Range |
0.0051 |
0.0027 |
-0.0024 |
-47.1% |
0.0089 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
7 |
27 |
20 |
285.7% |
108 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1055 |
1.1005 |
|
| R3 |
1.1039 |
1.1028 |
1.0997 |
|
| R2 |
1.1012 |
1.1012 |
1.0995 |
|
| R1 |
1.1001 |
1.1001 |
1.0992 |
1.0993 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0981 |
| S1 |
1.0974 |
1.0974 |
1.0988 |
1.0966 |
| S2 |
1.0958 |
1.0958 |
1.0985 |
|
| S3 |
1.0931 |
1.0947 |
1.0983 |
|
| S4 |
1.0904 |
1.0920 |
1.0975 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1221 |
1.1048 |
|
| R3 |
1.1176 |
1.1132 |
1.1023 |
|
| R2 |
1.1087 |
1.1087 |
1.1015 |
|
| R1 |
1.1043 |
1.1043 |
1.1007 |
1.1065 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.1009 |
| S1 |
1.0954 |
1.0954 |
1.0991 |
1.0976 |
| S2 |
1.0909 |
1.0909 |
1.0983 |
|
| S3 |
1.0820 |
1.0865 |
1.0975 |
|
| S4 |
1.0731 |
1.0776 |
1.0950 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.1067 |
|
1.618 |
1.1040 |
|
1.000 |
1.1023 |
|
0.618 |
1.1013 |
|
HIGH |
1.0996 |
|
0.618 |
1.0986 |
|
0.500 |
1.0983 |
|
0.382 |
1.0979 |
|
LOW |
1.0969 |
|
0.618 |
1.0952 |
|
1.000 |
1.0942 |
|
1.618 |
1.0925 |
|
2.618 |
1.0898 |
|
4.250 |
1.0854 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0988 |
| PP |
1.0985 |
1.0985 |
| S1 |
1.0983 |
1.0983 |
|