CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0380 |
0.0125 |
1.2% |
1.0320 |
| High |
1.0393 |
1.0380 |
-0.0013 |
-0.1% |
1.0432 |
| Low |
1.0255 |
1.0332 |
0.0077 |
0.8% |
1.0220 |
| Close |
1.0393 |
1.0346 |
-0.0047 |
-0.4% |
1.0306 |
| Range |
0.0138 |
0.0048 |
-0.0090 |
-65.1% |
0.0212 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
45 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0469 |
1.0372 |
|
| R3 |
1.0449 |
1.0421 |
1.0359 |
|
| R2 |
1.0401 |
1.0401 |
1.0355 |
|
| R1 |
1.0373 |
1.0373 |
1.0350 |
1.0363 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0348 |
| S1 |
1.0325 |
1.0325 |
1.0342 |
1.0315 |
| S2 |
1.0305 |
1.0305 |
1.0337 |
|
| S3 |
1.0257 |
1.0277 |
1.0333 |
|
| S4 |
1.0209 |
1.0229 |
1.0320 |
|
|
| 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 |
1.0584 |
|
2.618 |
1.0506 |
|
1.618 |
1.0458 |
|
1.000 |
1.0428 |
|
0.618 |
1.0410 |
|
HIGH |
1.0380 |
|
0.618 |
1.0362 |
|
0.500 |
1.0356 |
|
0.382 |
1.0350 |
|
LOW |
1.0332 |
|
0.618 |
1.0302 |
|
1.000 |
1.0284 |
|
1.618 |
1.0254 |
|
2.618 |
1.0206 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0334 |
| PP |
1.0353 |
1.0323 |
| S1 |
1.0349 |
1.0311 |
|