CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0160 |
-0.0040 |
-0.4% |
1.0280 |
| High |
1.0202 |
1.0250 |
0.0049 |
0.5% |
1.0393 |
| Low |
1.0165 |
1.0150 |
-0.0015 |
-0.1% |
1.0220 |
| Close |
1.0170 |
1.0196 |
0.0026 |
0.3% |
1.0217 |
| Range |
0.0037 |
0.0100 |
0.0063 |
170.3% |
0.0173 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.8% |
0.0000 |
| Volume |
33 |
25 |
-8 |
-24.2% |
28 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0447 |
1.0251 |
|
| R3 |
1.0399 |
1.0347 |
1.0223 |
|
| R2 |
1.0299 |
1.0299 |
1.0214 |
|
| R1 |
1.0247 |
1.0247 |
1.0205 |
1.0273 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0211 |
| S1 |
1.0147 |
1.0147 |
1.0186 |
1.0173 |
| S2 |
1.0099 |
1.0099 |
1.0177 |
|
| S3 |
0.9999 |
1.0047 |
1.0168 |
|
| S4 |
0.9899 |
0.9947 |
1.0141 |
|
|
| 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 |
1.0675 |
|
2.618 |
1.0512 |
|
1.618 |
1.0412 |
|
1.000 |
1.0350 |
|
0.618 |
1.0312 |
|
HIGH |
1.0250 |
|
0.618 |
1.0212 |
|
0.500 |
1.0200 |
|
0.382 |
1.0188 |
|
LOW |
1.0150 |
|
0.618 |
1.0088 |
|
1.000 |
1.0050 |
|
1.618 |
0.9988 |
|
2.618 |
0.9888 |
|
4.250 |
0.9725 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0217 |
| PP |
1.0199 |
1.0210 |
| S1 |
1.0197 |
1.0203 |
|