CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0928 |
-0.0072 |
-0.7% |
1.0963 |
| High |
1.1005 |
1.0928 |
-0.0077 |
-0.7% |
1.1042 |
| Low |
1.0932 |
1.0880 |
-0.0052 |
-0.5% |
1.0953 |
| Close |
1.0936 |
1.0886 |
-0.0050 |
-0.5% |
1.0999 |
| Range |
0.0073 |
0.0048 |
-0.0025 |
-34.2% |
0.0089 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.5% |
0.0000 |
| Volume |
28 |
16 |
-12 |
-42.9% |
108 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1012 |
1.0912 |
|
| R3 |
1.0994 |
1.0964 |
1.0899 |
|
| R2 |
1.0946 |
1.0946 |
1.0895 |
|
| R1 |
1.0916 |
1.0916 |
1.0890 |
1.0907 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0894 |
| S1 |
1.0868 |
1.0868 |
1.0882 |
1.0859 |
| S2 |
1.0850 |
1.0850 |
1.0877 |
|
| S3 |
1.0802 |
1.0820 |
1.0873 |
|
| S4 |
1.0754 |
1.0772 |
1.0860 |
|
|
| 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 |
1.1132 |
|
2.618 |
1.1054 |
|
1.618 |
1.1006 |
|
1.000 |
1.0976 |
|
0.618 |
1.0958 |
|
HIGH |
1.0928 |
|
0.618 |
1.0910 |
|
0.500 |
1.0904 |
|
0.382 |
1.0898 |
|
LOW |
1.0880 |
|
0.618 |
1.0850 |
|
1.000 |
1.0832 |
|
1.618 |
1.0802 |
|
2.618 |
1.0754 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0952 |
| PP |
1.0898 |
1.0930 |
| S1 |
1.0892 |
1.0908 |
|