CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0388 |
-0.0013 |
-0.1% |
1.0483 |
| High |
1.0400 |
1.0419 |
0.0019 |
0.2% |
1.0558 |
| Low |
1.0362 |
1.0340 |
-0.0022 |
-0.2% |
1.0340 |
| Close |
1.0383 |
1.0342 |
-0.0041 |
-0.4% |
1.0342 |
| Range |
0.0038 |
0.0079 |
0.0041 |
107.9% |
0.0218 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.1% |
0.0000 |
| Volume |
16 |
6 |
-10 |
-62.5% |
124 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0604 |
1.0552 |
1.0385 |
|
| R3 |
1.0525 |
1.0473 |
1.0364 |
|
| R2 |
1.0446 |
1.0446 |
1.0356 |
|
| R1 |
1.0394 |
1.0394 |
1.0349 |
1.0381 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0360 |
| S1 |
1.0315 |
1.0315 |
1.0335 |
1.0302 |
| S2 |
1.0288 |
1.0288 |
1.0328 |
|
| S3 |
1.0209 |
1.0236 |
1.0320 |
|
| S4 |
1.0130 |
1.0157 |
1.0299 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0921 |
1.0462 |
|
| R3 |
1.0848 |
1.0704 |
1.0402 |
|
| R2 |
1.0631 |
1.0631 |
1.0382 |
|
| R1 |
1.0486 |
1.0486 |
1.0362 |
1.0450 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0395 |
| S1 |
1.0269 |
1.0269 |
1.0322 |
1.0232 |
| S2 |
1.0196 |
1.0196 |
1.0302 |
|
| S3 |
0.9978 |
1.0051 |
1.0282 |
|
| S4 |
0.9761 |
0.9834 |
1.0222 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0626 |
|
1.618 |
1.0547 |
|
1.000 |
1.0498 |
|
0.618 |
1.0468 |
|
HIGH |
1.0419 |
|
0.618 |
1.0389 |
|
0.500 |
1.0380 |
|
0.382 |
1.0370 |
|
LOW |
1.0340 |
|
0.618 |
1.0291 |
|
1.000 |
1.0261 |
|
1.618 |
1.0212 |
|
2.618 |
1.0133 |
|
4.250 |
1.0004 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0449 |
| PP |
1.0367 |
1.0413 |
| S1 |
1.0355 |
1.0378 |
|