CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0575 |
-0.0106 |
-1.0% |
1.0323 |
| High |
1.0700 |
1.0575 |
-0.0126 |
-1.2% |
1.0634 |
| Low |
1.0576 |
1.0554 |
-0.0022 |
-0.2% |
1.0323 |
| Close |
1.0578 |
1.0558 |
-0.0020 |
-0.2% |
1.0569 |
| Range |
0.0124 |
0.0021 |
-0.0104 |
-83.5% |
0.0311 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
11 |
48 |
37 |
336.4% |
39 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0611 |
1.0569 |
|
| R3 |
1.0603 |
1.0591 |
1.0563 |
|
| R2 |
1.0583 |
1.0583 |
1.0561 |
|
| R1 |
1.0570 |
1.0570 |
1.0559 |
1.0566 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0560 |
| S1 |
1.0550 |
1.0550 |
1.0556 |
1.0546 |
| S2 |
1.0542 |
1.0542 |
1.0554 |
|
| S3 |
1.0521 |
1.0529 |
1.0552 |
|
| S4 |
1.0501 |
1.0509 |
1.0546 |
|
|
| 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 |
1.0662 |
|
2.618 |
1.0628 |
|
1.618 |
1.0608 |
|
1.000 |
1.0595 |
|
0.618 |
1.0587 |
|
HIGH |
1.0575 |
|
0.618 |
1.0567 |
|
0.500 |
1.0564 |
|
0.382 |
1.0562 |
|
LOW |
1.0554 |
|
0.618 |
1.0541 |
|
1.000 |
1.0534 |
|
1.618 |
1.0521 |
|
2.618 |
1.0500 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0564 |
1.0627 |
| PP |
1.0562 |
1.0604 |
| S1 |
1.0560 |
1.0581 |
|