CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0519 |
1.0550 |
0.0032 |
0.3% |
1.0640 |
| High |
1.0537 |
1.0558 |
0.0021 |
0.2% |
1.0700 |
| Low |
1.0511 |
1.0545 |
0.0034 |
0.3% |
1.0524 |
| Close |
1.0537 |
1.0558 |
0.0021 |
0.2% |
1.0528 |
| Range |
0.0026 |
0.0013 |
-0.0013 |
-51.0% |
0.0176 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
7 |
89 |
82 |
1,171.4% |
311 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0591 |
1.0587 |
1.0564 |
|
| R3 |
1.0578 |
1.0574 |
1.0561 |
|
| R2 |
1.0566 |
1.0566 |
1.0560 |
|
| R1 |
1.0562 |
1.0562 |
1.0559 |
1.0564 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0554 |
| S1 |
1.0549 |
1.0549 |
1.0556 |
1.0551 |
| S2 |
1.0541 |
1.0541 |
1.0555 |
|
| S3 |
1.0528 |
1.0537 |
1.0554 |
|
| S4 |
1.0516 |
1.0524 |
1.0551 |
|
|
| 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 |
1.0611 |
|
2.618 |
1.0590 |
|
1.618 |
1.0578 |
|
1.000 |
1.0570 |
|
0.618 |
1.0565 |
|
HIGH |
1.0558 |
|
0.618 |
1.0553 |
|
0.500 |
1.0551 |
|
0.382 |
1.0550 |
|
LOW |
1.0545 |
|
0.618 |
1.0537 |
|
1.000 |
1.0533 |
|
1.618 |
1.0525 |
|
2.618 |
1.0512 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0555 |
1.0545 |
| PP |
1.0553 |
1.0533 |
| S1 |
1.0551 |
1.0520 |
|