CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0680 |
0.0040 |
0.4% |
1.0323 |
| High |
1.0670 |
1.0700 |
0.0030 |
0.3% |
1.0634 |
| Low |
1.0640 |
1.0576 |
-0.0064 |
-0.6% |
1.0323 |
| Close |
1.0644 |
1.0578 |
-0.0067 |
-0.6% |
1.0569 |
| Range |
0.0030 |
0.0124 |
0.0094 |
313.3% |
0.0311 |
| ATR |
0.0000 |
0.0070 |
0.0070 |
|
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
39 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0908 |
1.0646 |
|
| R3 |
1.0866 |
1.0784 |
1.0612 |
|
| R2 |
1.0742 |
1.0742 |
1.0600 |
|
| R1 |
1.0660 |
1.0660 |
1.0589 |
1.0639 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0607 |
| S1 |
1.0536 |
1.0536 |
1.0566 |
1.0515 |
| S2 |
1.0494 |
1.0494 |
1.0555 |
|
| S3 |
1.0370 |
1.0412 |
1.0543 |
|
| S4 |
1.0246 |
1.0288 |
1.0509 |
|
|
| 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 |
1.1227 |
|
2.618 |
1.1025 |
|
1.618 |
1.0901 |
|
1.000 |
1.0824 |
|
0.618 |
1.0777 |
|
HIGH |
1.0700 |
|
0.618 |
1.0653 |
|
0.500 |
1.0638 |
|
0.382 |
1.0623 |
|
LOW |
1.0576 |
|
0.618 |
1.0499 |
|
1.000 |
1.0452 |
|
1.618 |
1.0375 |
|
2.618 |
1.0251 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0585 |
| PP |
1.0618 |
1.0583 |
| S1 |
1.0598 |
1.0580 |
|