CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0400 |
-0.0150 |
-1.4% |
1.0640 |
| High |
1.0558 |
1.0400 |
-0.0158 |
-1.5% |
1.0700 |
| Low |
1.0545 |
1.0362 |
-0.0183 |
-1.7% |
1.0524 |
| Close |
1.0558 |
1.0383 |
-0.0175 |
-1.7% |
1.0528 |
| Range |
0.0013 |
0.0038 |
0.0026 |
204.0% |
0.0176 |
| ATR |
0.0059 |
0.0068 |
0.0010 |
16.6% |
0.0000 |
| Volume |
89 |
16 |
-73 |
-82.0% |
311 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0477 |
1.0404 |
|
| R3 |
1.0458 |
1.0439 |
1.0393 |
|
| R2 |
1.0420 |
1.0420 |
1.0390 |
|
| R1 |
1.0401 |
1.0401 |
1.0386 |
1.0392 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0377 |
| S1 |
1.0363 |
1.0363 |
1.0380 |
1.0354 |
| S2 |
1.0344 |
1.0344 |
1.0376 |
|
| S3 |
1.0306 |
1.0325 |
1.0373 |
|
| S4 |
1.0268 |
1.0287 |
1.0362 |
|
|
| 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 |
1.0562 |
|
2.618 |
1.0499 |
|
1.618 |
1.0461 |
|
1.000 |
1.0438 |
|
0.618 |
1.0423 |
|
HIGH |
1.0400 |
|
0.618 |
1.0385 |
|
0.500 |
1.0381 |
|
0.382 |
1.0377 |
|
LOW |
1.0362 |
|
0.618 |
1.0339 |
|
1.000 |
1.0324 |
|
1.618 |
1.0301 |
|
2.618 |
1.0263 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0460 |
| PP |
1.0382 |
1.0434 |
| S1 |
1.0381 |
1.0409 |
|