CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0320 |
-0.0068 |
-0.6% |
1.0483 |
| High |
1.0419 |
1.0320 |
-0.0099 |
-1.0% |
1.0558 |
| Low |
1.0340 |
1.0220 |
-0.0120 |
-1.2% |
1.0340 |
| Close |
1.0342 |
1.0221 |
-0.0121 |
-1.2% |
1.0342 |
| Range |
0.0079 |
0.0100 |
0.0021 |
26.6% |
0.0218 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.4% |
0.0000 |
| Volume |
6 |
25 |
19 |
316.7% |
124 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0487 |
1.0276 |
|
| R3 |
1.0454 |
1.0387 |
1.0249 |
|
| R2 |
1.0354 |
1.0354 |
1.0239 |
|
| R1 |
1.0287 |
1.0287 |
1.0230 |
1.0271 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0245 |
| S1 |
1.0187 |
1.0187 |
1.0212 |
1.0171 |
| S2 |
1.0154 |
1.0154 |
1.0203 |
|
| S3 |
1.0054 |
1.0087 |
1.0194 |
|
| S4 |
0.9954 |
0.9987 |
1.0166 |
|
|
| 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 |
1.0745 |
|
2.618 |
1.0582 |
|
1.618 |
1.0482 |
|
1.000 |
1.0420 |
|
0.618 |
1.0382 |
|
HIGH |
1.0320 |
|
0.618 |
1.0282 |
|
0.500 |
1.0270 |
|
0.382 |
1.0258 |
|
LOW |
1.0220 |
|
0.618 |
1.0158 |
|
1.000 |
1.0120 |
|
1.618 |
1.0058 |
|
2.618 |
0.9958 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0320 |
| PP |
1.0254 |
1.0287 |
| S1 |
1.0237 |
1.0254 |
|