CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0519 |
0.0036 |
0.3% |
1.0640 |
| High |
1.0523 |
1.0537 |
0.0014 |
0.1% |
1.0700 |
| Low |
1.0483 |
1.0511 |
0.0029 |
0.3% |
1.0524 |
| Close |
1.0523 |
1.0537 |
0.0014 |
0.1% |
1.0528 |
| Range |
0.0040 |
0.0026 |
-0.0015 |
-36.3% |
0.0176 |
| ATR |
0.0064 |
0.0062 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
6 |
7 |
1 |
16.7% |
311 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0605 |
1.0596 |
1.0551 |
|
| R3 |
1.0579 |
1.0571 |
1.0544 |
|
| R2 |
1.0554 |
1.0554 |
1.0541 |
|
| R1 |
1.0545 |
1.0545 |
1.0539 |
1.0549 |
| PP |
1.0528 |
1.0528 |
1.0528 |
1.0530 |
| S1 |
1.0520 |
1.0520 |
1.0534 |
1.0524 |
| S2 |
1.0503 |
1.0503 |
1.0532 |
|
| S3 |
1.0477 |
1.0494 |
1.0529 |
|
| S4 |
1.0452 |
1.0469 |
1.0522 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.0996 |
1.0624 |
|
| R3 |
1.0936 |
1.0820 |
1.0576 |
|
| R2 |
1.0760 |
1.0760 |
1.0560 |
|
| R1 |
1.0644 |
1.0644 |
1.0544 |
1.0614 |
| PP |
1.0584 |
1.0584 |
1.0584 |
1.0569 |
| S1 |
1.0468 |
1.0468 |
1.0511 |
1.0438 |
| S2 |
1.0408 |
1.0408 |
1.0495 |
|
| S3 |
1.0232 |
1.0292 |
1.0479 |
|
| S4 |
1.0056 |
1.0116 |
1.0431 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0603 |
|
1.618 |
1.0578 |
|
1.000 |
1.0562 |
|
0.618 |
1.0552 |
|
HIGH |
1.0537 |
|
0.618 |
1.0527 |
|
0.500 |
1.0524 |
|
0.382 |
1.0521 |
|
LOW |
1.0511 |
|
0.618 |
1.0495 |
|
1.000 |
1.0486 |
|
1.618 |
1.0470 |
|
2.618 |
1.0444 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0528 |
| PP |
1.0528 |
1.0519 |
| S1 |
1.0524 |
1.0510 |
|