CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0779 |
-0.0065 |
-0.6% |
1.0965 |
| High |
1.0849 |
1.0834 |
-0.0015 |
-0.1% |
1.0973 |
| Low |
1.0776 |
1.0766 |
-0.0010 |
-0.1% |
1.0776 |
| Close |
1.0777 |
1.0828 |
0.0051 |
0.5% |
1.0777 |
| Range |
0.0073 |
0.0068 |
-0.0005 |
-6.8% |
0.0197 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0989 |
1.0865 |
|
| R3 |
1.0945 |
1.0921 |
1.0847 |
|
| R2 |
1.0877 |
1.0877 |
1.0840 |
|
| R1 |
1.0853 |
1.0853 |
1.0834 |
1.0865 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0816 |
| S1 |
1.0785 |
1.0785 |
1.0822 |
1.0797 |
| S2 |
1.0741 |
1.0741 |
1.0816 |
|
| S3 |
1.0673 |
1.0717 |
1.0809 |
|
| S4 |
1.0605 |
1.0649 |
1.0791 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1302 |
1.0885 |
|
| R3 |
1.1236 |
1.1105 |
1.0831 |
|
| R2 |
1.1039 |
1.1039 |
1.0813 |
|
| R1 |
1.0908 |
1.0908 |
1.0795 |
1.0875 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0826 |
| S1 |
1.0711 |
1.0711 |
1.0759 |
1.0678 |
| S2 |
1.0645 |
1.0645 |
1.0741 |
|
| S3 |
1.0448 |
1.0514 |
1.0723 |
|
| S4 |
1.0251 |
1.0317 |
1.0669 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1012 |
|
1.618 |
1.0944 |
|
1.000 |
1.0902 |
|
0.618 |
1.0876 |
|
HIGH |
1.0834 |
|
0.618 |
1.0808 |
|
0.500 |
1.0800 |
|
0.382 |
1.0792 |
|
LOW |
1.0766 |
|
0.618 |
1.0724 |
|
1.000 |
1.0698 |
|
1.618 |
1.0656 |
|
2.618 |
1.0588 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0847 |
| PP |
1.0809 |
1.0840 |
| S1 |
1.0800 |
1.0834 |
|