CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0236 |
-0.0022 |
-0.2% |
1.0483 |
| High |
1.0258 |
1.0423 |
0.0165 |
1.6% |
1.0558 |
| Low |
1.0258 |
1.0236 |
-0.0022 |
-0.2% |
1.0340 |
| Close |
1.0258 |
1.0423 |
0.0165 |
1.6% |
1.0342 |
| Range |
0.0000 |
0.0187 |
0.0187 |
|
0.0218 |
| ATR |
0.0070 |
0.0079 |
0.0008 |
11.8% |
0.0000 |
| Volume |
0 |
9 |
9 |
|
124 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0858 |
1.0525 |
|
| R3 |
1.0733 |
1.0671 |
1.0474 |
|
| R2 |
1.0547 |
1.0547 |
1.0457 |
|
| R1 |
1.0485 |
1.0485 |
1.0440 |
1.0516 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0376 |
| S1 |
1.0298 |
1.0298 |
1.0405 |
1.0329 |
| S2 |
1.0174 |
1.0174 |
1.0388 |
|
| S3 |
0.9987 |
1.0112 |
1.0371 |
|
| S4 |
0.9801 |
0.9925 |
1.0320 |
|
|
| 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 |
1.1215 |
|
2.618 |
1.0911 |
|
1.618 |
1.0724 |
|
1.000 |
1.0609 |
|
0.618 |
1.0538 |
|
HIGH |
1.0423 |
|
0.618 |
1.0351 |
|
0.500 |
1.0329 |
|
0.382 |
1.0307 |
|
LOW |
1.0236 |
|
0.618 |
1.0121 |
|
1.000 |
1.0050 |
|
1.618 |
0.9934 |
|
2.618 |
0.9748 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0389 |
| PP |
1.0360 |
1.0355 |
| S1 |
1.0329 |
1.0321 |
|