CME Swiss Franc Future March 2022
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0896 |
0.0085 |
0.8% |
1.0857 |
| High |
1.0867 |
1.0902 |
0.0035 |
0.3% |
1.0866 |
| Low |
1.0811 |
1.0873 |
0.0062 |
0.6% |
1.0790 |
| Close |
1.0865 |
1.0873 |
0.0008 |
0.1% |
1.0837 |
| Range |
0.0056 |
0.0029 |
-0.0027 |
-48.2% |
0.0076 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
177 |
5 |
-172 |
-97.2% |
57 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0950 |
1.0889 |
|
| R3 |
1.0941 |
1.0921 |
1.0881 |
|
| R2 |
1.0912 |
1.0912 |
1.0878 |
|
| R1 |
1.0892 |
1.0892 |
1.0876 |
1.0888 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0880 |
| S1 |
1.0863 |
1.0863 |
1.0870 |
1.0859 |
| S2 |
1.0854 |
1.0854 |
1.0868 |
|
| S3 |
1.0825 |
1.0834 |
1.0865 |
|
| S4 |
1.0796 |
1.0805 |
1.0857 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1024 |
1.0879 |
|
| R3 |
1.0983 |
1.0948 |
1.0858 |
|
| R2 |
1.0907 |
1.0907 |
1.0851 |
|
| R1 |
1.0872 |
1.0872 |
1.0844 |
1.0852 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0821 |
| S1 |
1.0796 |
1.0796 |
1.0830 |
1.0776 |
| S2 |
1.0755 |
1.0755 |
1.0823 |
|
| S3 |
1.0679 |
1.0720 |
1.0816 |
|
| S4 |
1.0603 |
1.0644 |
1.0795 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0978 |
|
1.618 |
1.0949 |
|
1.000 |
1.0931 |
|
0.618 |
1.0920 |
|
HIGH |
1.0902 |
|
0.618 |
1.0891 |
|
0.500 |
1.0888 |
|
0.382 |
1.0884 |
|
LOW |
1.0873 |
|
0.618 |
1.0855 |
|
1.000 |
1.0844 |
|
1.618 |
1.0826 |
|
2.618 |
1.0797 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0863 |
| PP |
1.0883 |
1.0853 |
| S1 |
1.0878 |
1.0844 |
|