CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0858 |
0.0001 |
0.0% |
1.0779 |
| High |
1.0896 |
1.0891 |
-0.0005 |
0.0% |
1.0898 |
| Low |
1.0833 |
1.0848 |
0.0015 |
0.1% |
1.0766 |
| Close |
1.0877 |
1.0858 |
-0.0019 |
-0.2% |
1.0858 |
| Range |
0.0063 |
0.0043 |
-0.0020 |
-31.7% |
0.0132 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
9 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0969 |
1.0882 |
|
| R3 |
1.0952 |
1.0926 |
1.0870 |
|
| R2 |
1.0909 |
1.0909 |
1.0866 |
|
| R1 |
1.0883 |
1.0883 |
1.0862 |
1.0880 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0864 |
| S1 |
1.0840 |
1.0840 |
1.0854 |
1.0837 |
| S2 |
1.0823 |
1.0823 |
1.0850 |
|
| S3 |
1.0780 |
1.0797 |
1.0846 |
|
| S4 |
1.0737 |
1.0754 |
1.0834 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1179 |
1.0931 |
|
| R3 |
1.1105 |
1.1047 |
1.0894 |
|
| R2 |
1.0973 |
1.0973 |
1.0882 |
|
| R1 |
1.0915 |
1.0915 |
1.0870 |
1.0944 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0855 |
| S1 |
1.0783 |
1.0783 |
1.0846 |
1.0812 |
| S2 |
1.0709 |
1.0709 |
1.0834 |
|
| S3 |
1.0577 |
1.0651 |
1.0822 |
|
| S4 |
1.0445 |
1.0519 |
1.0785 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.1004 |
|
1.618 |
1.0961 |
|
1.000 |
1.0934 |
|
0.618 |
1.0918 |
|
HIGH |
1.0891 |
|
0.618 |
1.0875 |
|
0.500 |
1.0870 |
|
0.382 |
1.0864 |
|
LOW |
1.0848 |
|
0.618 |
1.0821 |
|
1.000 |
1.0805 |
|
1.618 |
1.0778 |
|
2.618 |
1.0735 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0866 |
| PP |
1.0866 |
1.0863 |
| S1 |
1.0862 |
1.0861 |
|