CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0140 |
-0.0010 |
-0.1% |
1.0200 |
| High |
1.0197 |
1.0206 |
0.0009 |
0.1% |
1.0250 |
| Low |
1.0120 |
1.0110 |
-0.0010 |
-0.1% |
1.0110 |
| Close |
1.0190 |
1.0117 |
-0.0073 |
-0.7% |
1.0117 |
| Range |
0.0077 |
0.0096 |
0.0019 |
24.0% |
0.0140 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
21 |
14 |
-7 |
-33.3% |
94 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0431 |
1.0369 |
1.0170 |
|
| R3 |
1.0335 |
1.0274 |
1.0143 |
|
| R2 |
1.0240 |
1.0240 |
1.0135 |
|
| R1 |
1.0178 |
1.0178 |
1.0126 |
1.0161 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0136 |
| S1 |
1.0083 |
1.0083 |
1.0108 |
1.0066 |
| S2 |
1.0049 |
1.0049 |
1.0099 |
|
| S3 |
0.9953 |
0.9987 |
1.0091 |
|
| S4 |
0.9858 |
0.9892 |
1.0064 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0488 |
1.0194 |
|
| R3 |
1.0439 |
1.0348 |
1.0156 |
|
| R2 |
1.0299 |
1.0299 |
1.0143 |
|
| R1 |
1.0208 |
1.0208 |
1.0130 |
1.0184 |
| PP |
1.0159 |
1.0159 |
1.0159 |
1.0147 |
| S1 |
1.0068 |
1.0068 |
1.0104 |
1.0044 |
| S2 |
1.0019 |
1.0019 |
1.0091 |
|
| S3 |
0.9879 |
0.9928 |
1.0079 |
|
| S4 |
0.9739 |
0.9788 |
1.0040 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0456 |
|
1.618 |
1.0360 |
|
1.000 |
1.0301 |
|
0.618 |
1.0265 |
|
HIGH |
1.0206 |
|
0.618 |
1.0169 |
|
0.500 |
1.0158 |
|
0.382 |
1.0146 |
|
LOW |
1.0110 |
|
0.618 |
1.0051 |
|
1.000 |
1.0015 |
|
1.618 |
0.9955 |
|
2.618 |
0.9860 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0158 |
| PP |
1.0144 |
1.0144 |
| S1 |
1.0131 |
1.0131 |
|