CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0200 |
0.0100 |
1.0% |
1.0216 |
| High |
1.0198 |
1.0200 |
0.0002 |
0.0% |
1.0221 |
| Low |
1.0020 |
1.0153 |
0.0133 |
1.3% |
1.0020 |
| Close |
1.0169 |
1.0153 |
-0.0016 |
-0.2% |
1.0169 |
| Range |
0.0178 |
0.0047 |
-0.0131 |
-73.6% |
0.0201 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
74 |
18 |
-56 |
-75.7% |
74 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0278 |
1.0179 |
|
| R3 |
1.0263 |
1.0231 |
1.0166 |
|
| R2 |
1.0216 |
1.0216 |
1.0162 |
|
| R1 |
1.0184 |
1.0184 |
1.0157 |
1.0177 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0165 |
| S1 |
1.0137 |
1.0137 |
1.0149 |
1.0130 |
| S2 |
1.0122 |
1.0122 |
1.0144 |
|
| S3 |
1.0075 |
1.0090 |
1.0140 |
|
| S4 |
1.0028 |
1.0043 |
1.0127 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0655 |
1.0280 |
|
| R3 |
1.0539 |
1.0454 |
1.0224 |
|
| R2 |
1.0338 |
1.0338 |
1.0206 |
|
| R1 |
1.0253 |
1.0253 |
1.0187 |
1.0195 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0108 |
| S1 |
1.0052 |
1.0052 |
1.0151 |
0.9994 |
| S2 |
0.9936 |
0.9936 |
1.0132 |
|
| S3 |
0.9735 |
0.9851 |
1.0114 |
|
| S4 |
0.9534 |
0.9650 |
1.0058 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0323 |
|
1.618 |
1.0276 |
|
1.000 |
1.0247 |
|
0.618 |
1.0229 |
|
HIGH |
1.0200 |
|
0.618 |
1.0182 |
|
0.500 |
1.0177 |
|
0.382 |
1.0171 |
|
LOW |
1.0153 |
|
0.618 |
1.0124 |
|
1.000 |
1.0106 |
|
1.618 |
1.0077 |
|
2.618 |
1.0030 |
|
4.250 |
0.9953 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0139 |
| PP |
1.0169 |
1.0124 |
| S1 |
1.0161 |
1.0110 |
|