CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0262 |
1.0200 |
-0.0062 |
-0.6% |
1.0280 |
| High |
1.0284 |
1.0202 |
-0.0082 |
-0.8% |
1.0393 |
| Low |
1.0220 |
1.0165 |
-0.0055 |
-0.5% |
1.0220 |
| Close |
1.0217 |
1.0170 |
-0.0047 |
-0.5% |
1.0217 |
| Range |
0.0064 |
0.0037 |
-0.0027 |
-42.2% |
0.0173 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
8 |
33 |
25 |
312.5% |
28 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0267 |
1.0190 |
|
| R3 |
1.0253 |
1.0230 |
1.0180 |
|
| R2 |
1.0216 |
1.0216 |
1.0176 |
|
| R1 |
1.0193 |
1.0193 |
1.0173 |
1.0186 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0175 |
| S1 |
1.0156 |
1.0156 |
1.0166 |
1.0149 |
| S2 |
1.0142 |
1.0142 |
1.0163 |
|
| S3 |
1.0105 |
1.0119 |
1.0159 |
|
| S4 |
1.0068 |
1.0082 |
1.0149 |
|
|
| 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 |
1.0359 |
|
2.618 |
1.0298 |
|
1.618 |
1.0261 |
|
1.000 |
1.0239 |
|
0.618 |
1.0224 |
|
HIGH |
1.0202 |
|
0.618 |
1.0187 |
|
0.500 |
1.0183 |
|
0.382 |
1.0179 |
|
LOW |
1.0165 |
|
0.618 |
1.0142 |
|
1.000 |
1.0128 |
|
1.618 |
1.0105 |
|
2.618 |
1.0068 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0224 |
| PP |
1.0179 |
1.0206 |
| S1 |
1.0174 |
1.0188 |
|