CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
1.0230 |
0.0074 |
0.7% |
1.0216 |
| High |
1.0220 |
1.0302 |
0.0082 |
0.8% |
1.0221 |
| Low |
1.0140 |
1.0230 |
0.0090 |
0.9% |
1.0020 |
| Close |
1.0208 |
1.0302 |
0.0094 |
0.9% |
1.0169 |
| Range |
0.0080 |
0.0072 |
-0.0009 |
-10.6% |
0.0201 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9 |
16 |
7 |
77.8% |
74 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0468 |
1.0341 |
|
| R3 |
1.0421 |
1.0397 |
1.0321 |
|
| R2 |
1.0349 |
1.0349 |
1.0315 |
|
| R1 |
1.0325 |
1.0325 |
1.0308 |
1.0337 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0284 |
| S1 |
1.0254 |
1.0254 |
1.0295 |
1.0266 |
| S2 |
1.0206 |
1.0206 |
1.0288 |
|
| S3 |
1.0135 |
1.0182 |
1.0282 |
|
| S4 |
1.0063 |
1.0111 |
1.0262 |
|
|
| 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 |
1.0605 |
|
2.618 |
1.0489 |
|
1.618 |
1.0417 |
|
1.000 |
1.0373 |
|
0.618 |
1.0346 |
|
HIGH |
1.0302 |
|
0.618 |
1.0274 |
|
0.500 |
1.0266 |
|
0.382 |
1.0257 |
|
LOW |
1.0230 |
|
0.618 |
1.0186 |
|
1.000 |
1.0159 |
|
1.618 |
1.0114 |
|
2.618 |
1.0043 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0275 |
| PP |
1.0278 |
1.0248 |
| S1 |
1.0266 |
1.0221 |
|