CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0156 |
-0.0044 |
-0.4% |
1.0216 |
| High |
1.0200 |
1.0220 |
0.0020 |
0.2% |
1.0221 |
| Low |
1.0153 |
1.0140 |
-0.0013 |
-0.1% |
1.0020 |
| Close |
1.0153 |
1.0208 |
0.0055 |
0.5% |
1.0169 |
| Range |
0.0047 |
0.0080 |
0.0033 |
70.2% |
0.0201 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
18 |
9 |
-9 |
-50.0% |
74 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0399 |
1.0252 |
|
| R3 |
1.0349 |
1.0319 |
1.0230 |
|
| R2 |
1.0269 |
1.0269 |
1.0223 |
|
| R1 |
1.0239 |
1.0239 |
1.0215 |
1.0254 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0197 |
| S1 |
1.0159 |
1.0159 |
1.0201 |
1.0174 |
| S2 |
1.0109 |
1.0109 |
1.0193 |
|
| S3 |
1.0029 |
1.0079 |
1.0186 |
|
| S4 |
0.9949 |
0.9999 |
1.0164 |
|
|
| 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 |
1.0560 |
|
2.618 |
1.0429 |
|
1.618 |
1.0349 |
|
1.000 |
1.0300 |
|
0.618 |
1.0269 |
|
HIGH |
1.0220 |
|
0.618 |
1.0189 |
|
0.500 |
1.0180 |
|
0.382 |
1.0171 |
|
LOW |
1.0140 |
|
0.618 |
1.0091 |
|
1.000 |
1.0060 |
|
1.618 |
1.0011 |
|
2.618 |
0.9931 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0199 |
1.0179 |
| PP |
1.0189 |
1.0149 |
| S1 |
1.0180 |
1.0120 |
|