CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0470 |
0.0050 |
0.5% |
1.0323 |
| High |
1.0460 |
1.0634 |
0.0174 |
1.7% |
1.0634 |
| Low |
1.0420 |
1.0470 |
0.0050 |
0.5% |
1.0323 |
| Close |
1.0455 |
1.0569 |
0.0114 |
1.1% |
1.0569 |
| Range |
0.0040 |
0.0164 |
0.0124 |
308.8% |
0.0311 |
| ATR |
|
|
|
|
|
| Volume |
7 |
32 |
25 |
357.1% |
39 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0972 |
1.0658 |
|
| R3 |
1.0884 |
1.0808 |
1.0613 |
|
| R2 |
1.0721 |
1.0721 |
1.0598 |
|
| R1 |
1.0645 |
1.0645 |
1.0583 |
1.0683 |
| PP |
1.0557 |
1.0557 |
1.0557 |
1.0576 |
| S1 |
1.0481 |
1.0481 |
1.0554 |
1.0519 |
| S2 |
1.0394 |
1.0394 |
1.0539 |
|
| S3 |
1.0230 |
1.0318 |
1.0524 |
|
| S4 |
1.0067 |
1.0154 |
1.0479 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1316 |
1.0740 |
|
| R3 |
1.1130 |
1.1005 |
1.0654 |
|
| R2 |
1.0819 |
1.0819 |
1.0626 |
|
| R1 |
1.0694 |
1.0694 |
1.0597 |
1.0757 |
| PP |
1.0508 |
1.0508 |
1.0508 |
1.0540 |
| S1 |
1.0383 |
1.0383 |
1.0540 |
1.0446 |
| S2 |
1.0197 |
1.0197 |
1.0511 |
|
| S3 |
0.9886 |
1.0072 |
1.0483 |
|
| S4 |
0.9575 |
0.9761 |
1.0397 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1062 |
|
1.618 |
1.0898 |
|
1.000 |
1.0797 |
|
0.618 |
1.0735 |
|
HIGH |
1.0634 |
|
0.618 |
1.0571 |
|
0.500 |
1.0552 |
|
0.382 |
1.0532 |
|
LOW |
1.0470 |
|
0.618 |
1.0369 |
|
1.000 |
1.0307 |
|
1.618 |
1.0205 |
|
2.618 |
1.0042 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0563 |
1.0550 |
| PP |
1.0557 |
1.0532 |
| S1 |
1.0552 |
1.0513 |
|