CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0325 |
1.0280 |
-0.0045 |
-0.4% |
1.0320 |
| High |
1.0432 |
1.0280 |
-0.0152 |
-1.5% |
1.0432 |
| Low |
1.0300 |
1.0230 |
-0.0070 |
-0.7% |
1.0220 |
| Close |
1.0306 |
1.0239 |
-0.0068 |
-0.7% |
1.0306 |
| Range |
0.0132 |
0.0050 |
-0.0082 |
-62.1% |
0.0212 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
45 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0369 |
1.0266 |
|
| R3 |
1.0350 |
1.0319 |
1.0252 |
|
| R2 |
1.0300 |
1.0300 |
1.0248 |
|
| R1 |
1.0269 |
1.0269 |
1.0243 |
1.0259 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0245 |
| S1 |
1.0219 |
1.0219 |
1.0234 |
1.0209 |
| S2 |
1.0200 |
1.0200 |
1.0229 |
|
| S3 |
1.0150 |
1.0169 |
1.0225 |
|
| S4 |
1.0100 |
1.0119 |
1.0211 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0843 |
1.0423 |
|
| R3 |
1.0743 |
1.0631 |
1.0364 |
|
| R2 |
1.0531 |
1.0531 |
1.0345 |
|
| R1 |
1.0419 |
1.0419 |
1.0325 |
1.0369 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0295 |
| S1 |
1.0207 |
1.0207 |
1.0287 |
1.0157 |
| S2 |
1.0107 |
1.0107 |
1.0267 |
|
| S3 |
0.9895 |
0.9995 |
1.0248 |
|
| S4 |
0.9683 |
0.9783 |
1.0189 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0411 |
|
1.618 |
1.0361 |
|
1.000 |
1.0330 |
|
0.618 |
1.0311 |
|
HIGH |
1.0280 |
|
0.618 |
1.0261 |
|
0.500 |
1.0255 |
|
0.382 |
1.0249 |
|
LOW |
1.0230 |
|
0.618 |
1.0199 |
|
1.000 |
1.0180 |
|
1.618 |
1.0149 |
|
2.618 |
1.0099 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0255 |
1.0331 |
| PP |
1.0250 |
1.0300 |
| S1 |
1.0244 |
1.0269 |
|