CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0262 |
0.0008 |
0.1% |
1.0280 |
| High |
1.0254 |
1.0284 |
0.0030 |
0.3% |
1.0393 |
| Low |
1.0254 |
1.0220 |
-0.0035 |
-0.3% |
1.0220 |
| Close |
1.0254 |
1.0217 |
-0.0038 |
-0.4% |
1.0217 |
| Range |
0.0000 |
0.0064 |
0.0064 |
|
0.0173 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
28 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0432 |
1.0388 |
1.0252 |
|
| R3 |
1.0368 |
1.0324 |
1.0234 |
|
| R2 |
1.0304 |
1.0304 |
1.0228 |
|
| R1 |
1.0260 |
1.0260 |
1.0222 |
1.0250 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0235 |
| S1 |
1.0196 |
1.0196 |
1.0211 |
1.0186 |
| S2 |
1.0176 |
1.0176 |
1.0205 |
|
| S3 |
1.0112 |
1.0132 |
1.0199 |
|
| S4 |
1.0048 |
1.0068 |
1.0181 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0679 |
1.0312 |
|
| R3 |
1.0622 |
1.0506 |
1.0264 |
|
| R2 |
1.0449 |
1.0449 |
1.0248 |
|
| R1 |
1.0333 |
1.0333 |
1.0232 |
1.0305 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0262 |
| S1 |
1.0160 |
1.0160 |
1.0201 |
1.0132 |
| S2 |
1.0103 |
1.0103 |
1.0185 |
|
| S3 |
0.9930 |
0.9987 |
1.0169 |
|
| S4 |
0.9757 |
0.9814 |
1.0121 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0556 |
|
2.618 |
1.0451 |
|
1.618 |
1.0387 |
|
1.000 |
1.0348 |
|
0.618 |
1.0323 |
|
HIGH |
1.0284 |
|
0.618 |
1.0259 |
|
0.500 |
1.0252 |
|
0.382 |
1.0244 |
|
LOW |
1.0220 |
|
0.618 |
1.0180 |
|
1.000 |
1.0156 |
|
1.618 |
1.0116 |
|
2.618 |
1.0052 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0252 |
1.0300 |
| PP |
1.0240 |
1.0272 |
| S1 |
1.0228 |
1.0244 |
|