CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0206 |
-0.0064 |
-0.6% |
1.0200 |
| High |
1.0282 |
1.0272 |
-0.0010 |
-0.1% |
1.0302 |
| Low |
1.0241 |
1.0177 |
-0.0065 |
-0.6% |
1.0140 |
| Close |
1.0241 |
1.0192 |
-0.0050 |
-0.5% |
1.0192 |
| Range |
0.0041 |
0.0096 |
0.0055 |
135.8% |
0.0162 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.7% |
0.0000 |
| Volume |
55 |
32 |
-23 |
-41.8% |
130 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0441 |
1.0244 |
|
| R3 |
1.0404 |
1.0346 |
1.0218 |
|
| R2 |
1.0309 |
1.0309 |
1.0209 |
|
| R1 |
1.0250 |
1.0250 |
1.0200 |
1.0232 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0204 |
| S1 |
1.0155 |
1.0155 |
1.0183 |
1.0136 |
| S2 |
1.0118 |
1.0118 |
1.0174 |
|
| S3 |
1.0022 |
1.0059 |
1.0165 |
|
| S4 |
0.9927 |
0.9964 |
1.0139 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0696 |
1.0605 |
1.0280 |
|
| R3 |
1.0534 |
1.0444 |
1.0236 |
|
| R2 |
1.0373 |
1.0373 |
1.0221 |
|
| R1 |
1.0282 |
1.0282 |
1.0206 |
1.0247 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0193 |
| S1 |
1.0121 |
1.0121 |
1.0177 |
1.0085 |
| S2 |
1.0050 |
1.0050 |
1.0162 |
|
| S3 |
0.9888 |
0.9959 |
1.0147 |
|
| S4 |
0.9727 |
0.9798 |
1.0103 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0678 |
|
2.618 |
1.0522 |
|
1.618 |
1.0427 |
|
1.000 |
1.0368 |
|
0.618 |
1.0331 |
|
HIGH |
1.0272 |
|
0.618 |
1.0236 |
|
0.500 |
1.0224 |
|
0.382 |
1.0213 |
|
LOW |
1.0177 |
|
0.618 |
1.0117 |
|
1.000 |
1.0081 |
|
1.618 |
1.0022 |
|
2.618 |
0.9926 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0239 |
| PP |
1.0213 |
1.0223 |
| S1 |
1.0202 |
1.0207 |
|