CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0255 |
-0.0025 |
-0.2% |
1.0320 |
| High |
1.0280 |
1.0393 |
0.0113 |
1.1% |
1.0432 |
| Low |
1.0230 |
1.0255 |
0.0025 |
0.2% |
1.0220 |
| Close |
1.0239 |
1.0393 |
0.0154 |
1.5% |
1.0306 |
| Range |
0.0050 |
0.0138 |
0.0088 |
175.0% |
0.0212 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
6.8% |
0.0000 |
| Volume |
13 |
2 |
-11 |
-84.6% |
45 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0759 |
1.0713 |
1.0468 |
|
| R3 |
1.0622 |
1.0576 |
1.0430 |
|
| R2 |
1.0484 |
1.0484 |
1.0418 |
|
| R1 |
1.0438 |
1.0438 |
1.0405 |
1.0461 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0358 |
| S1 |
1.0301 |
1.0301 |
1.0380 |
1.0324 |
| S2 |
1.0209 |
1.0209 |
1.0367 |
|
| S3 |
1.0072 |
1.0163 |
1.0355 |
|
| S4 |
0.9934 |
1.0026 |
1.0317 |
|
|
| 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 |
1.0977 |
|
2.618 |
1.0752 |
|
1.618 |
1.0615 |
|
1.000 |
1.0530 |
|
0.618 |
1.0477 |
|
HIGH |
1.0393 |
|
0.618 |
1.0340 |
|
0.500 |
1.0324 |
|
0.382 |
1.0308 |
|
LOW |
1.0255 |
|
0.618 |
1.0170 |
|
1.000 |
1.0118 |
|
1.618 |
1.0033 |
|
2.618 |
0.9895 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0370 |
1.0372 |
| PP |
1.0347 |
1.0352 |
| S1 |
1.0324 |
1.0331 |
|