CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.1036 |
-0.0039 |
-0.3% |
1.1011 |
| High |
1.1074 |
1.1077 |
0.0003 |
0.0% |
1.1150 |
| Low |
1.1074 |
1.1036 |
-0.0039 |
-0.3% |
1.0989 |
| Close |
1.1074 |
1.1077 |
0.0003 |
0.0% |
1.1071 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0162 |
| ATR |
0.0086 |
0.0082 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
43 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1174 |
1.1100 |
|
| R3 |
1.1146 |
1.1132 |
1.1088 |
|
| R2 |
1.1105 |
1.1105 |
1.1085 |
|
| R1 |
1.1091 |
1.1091 |
1.1081 |
1.1098 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1067 |
| S1 |
1.1049 |
1.1049 |
1.1073 |
1.1056 |
| S2 |
1.1022 |
1.1022 |
1.1069 |
|
| S3 |
1.0980 |
1.1008 |
1.1066 |
|
| S4 |
1.0939 |
1.0966 |
1.1054 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1474 |
1.1160 |
|
| R3 |
1.1393 |
1.1313 |
1.1115 |
|
| R2 |
1.1231 |
1.1231 |
1.1101 |
|
| R1 |
1.1151 |
1.1151 |
1.1086 |
1.1191 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1090 |
| S1 |
1.0990 |
1.0990 |
1.1056 |
1.1030 |
| S2 |
1.0908 |
1.0908 |
1.1041 |
|
| S3 |
1.0747 |
1.0828 |
1.1027 |
|
| S4 |
1.0585 |
1.0667 |
1.0982 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1186 |
|
1.618 |
1.1144 |
|
1.000 |
1.1119 |
|
0.618 |
1.1103 |
|
HIGH |
1.1077 |
|
0.618 |
1.1061 |
|
0.500 |
1.1056 |
|
0.382 |
1.1051 |
|
LOW |
1.1036 |
|
0.618 |
1.1010 |
|
1.000 |
1.0994 |
|
1.618 |
1.0968 |
|
2.618 |
1.0927 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1077 |
| PP |
1.1063 |
1.1076 |
| S1 |
1.1056 |
1.1076 |
|