CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1230 |
0.0070 |
0.6% |
1.1117 |
| High |
1.1231 |
1.1280 |
0.0050 |
0.4% |
1.1154 |
| Low |
1.1140 |
1.1223 |
0.0083 |
0.7% |
1.1036 |
| Close |
1.1231 |
1.1223 |
-0.0008 |
-0.1% |
1.1130 |
| Range |
0.0091 |
0.0057 |
-0.0034 |
-37.0% |
0.0119 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
18 |
28 |
10 |
55.6% |
7 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1375 |
1.1254 |
|
| R3 |
1.1356 |
1.1318 |
1.1239 |
|
| R2 |
1.1299 |
1.1299 |
1.1233 |
|
| R1 |
1.1261 |
1.1261 |
1.1228 |
1.1252 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1237 |
| S1 |
1.1204 |
1.1204 |
1.1218 |
1.1195 |
| S2 |
1.1185 |
1.1185 |
1.1213 |
|
| S3 |
1.1128 |
1.1147 |
1.1207 |
|
| S4 |
1.1071 |
1.1090 |
1.1192 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1415 |
1.1195 |
|
| R3 |
1.1344 |
1.1296 |
1.1163 |
|
| R2 |
1.1225 |
1.1225 |
1.1152 |
|
| R1 |
1.1178 |
1.1178 |
1.1141 |
1.1201 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1118 |
| S1 |
1.1059 |
1.1059 |
1.1119 |
1.1083 |
| S2 |
1.0988 |
1.0988 |
1.1108 |
|
| S3 |
1.0870 |
1.0941 |
1.1097 |
|
| S4 |
1.0751 |
1.0822 |
1.1065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1429 |
|
1.618 |
1.1372 |
|
1.000 |
1.1337 |
|
0.618 |
1.1315 |
|
HIGH |
1.1280 |
|
0.618 |
1.1258 |
|
0.500 |
1.1252 |
|
0.382 |
1.1245 |
|
LOW |
1.1223 |
|
0.618 |
1.1188 |
|
1.000 |
1.1166 |
|
1.618 |
1.1131 |
|
2.618 |
1.1074 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1219 |
| PP |
1.1242 |
1.1214 |
| S1 |
1.1233 |
1.1210 |
|