CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.1000 |
0.0000 |
0.0% |
1.0963 |
| High |
1.1024 |
1.1005 |
-0.0019 |
-0.2% |
1.1042 |
| Low |
1.0980 |
1.0932 |
-0.0048 |
-0.4% |
1.0953 |
| Close |
1.1024 |
1.0936 |
-0.0088 |
-0.8% |
1.0999 |
| Range |
0.0044 |
0.0073 |
0.0029 |
65.9% |
0.0089 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.3% |
0.0000 |
| Volume |
11 |
28 |
17 |
154.5% |
108 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1129 |
1.0976 |
|
| R3 |
1.1104 |
1.1056 |
1.0956 |
|
| R2 |
1.1031 |
1.1031 |
1.0949 |
|
| R1 |
1.0983 |
1.0983 |
1.0943 |
1.0971 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0951 |
| S1 |
1.0910 |
1.0910 |
1.0929 |
1.0898 |
| S2 |
1.0885 |
1.0885 |
1.0923 |
|
| S3 |
1.0812 |
1.0837 |
1.0916 |
|
| S4 |
1.0739 |
1.0764 |
1.0896 |
|
|
| 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 |
1.1315 |
|
2.618 |
1.1196 |
|
1.618 |
1.1123 |
|
1.000 |
1.1078 |
|
0.618 |
1.1050 |
|
HIGH |
1.1005 |
|
0.618 |
1.0977 |
|
0.500 |
1.0969 |
|
0.382 |
1.0960 |
|
LOW |
1.0932 |
|
0.618 |
1.0887 |
|
1.000 |
1.0859 |
|
1.618 |
1.0814 |
|
2.618 |
1.0741 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0978 |
| PP |
1.0958 |
1.0964 |
| S1 |
1.0947 |
1.0950 |
|