CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1328 |
-0.0032 |
-0.3% |
1.1410 |
| High |
1.1360 |
1.1410 |
0.0050 |
0.4% |
1.1470 |
| Low |
1.1320 |
1.1316 |
-0.0004 |
0.0% |
1.1316 |
| Close |
1.1358 |
1.1360 |
0.0003 |
0.0% |
1.1360 |
| Range |
0.0040 |
0.0094 |
0.0054 |
135.0% |
0.0154 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.5% |
0.0000 |
| Volume |
296 |
655 |
359 |
121.3% |
1,305 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1596 |
1.1412 |
|
| R3 |
1.1550 |
1.1502 |
1.1386 |
|
| R2 |
1.1456 |
1.1456 |
1.1377 |
|
| R1 |
1.1408 |
1.1408 |
1.1369 |
1.1432 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1374 |
| S1 |
1.1314 |
1.1314 |
1.1351 |
1.1338 |
| S2 |
1.1268 |
1.1268 |
1.1343 |
|
| S3 |
1.1174 |
1.1220 |
1.1334 |
|
| S4 |
1.1080 |
1.1126 |
1.1308 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1756 |
1.1445 |
|
| R3 |
1.1690 |
1.1602 |
1.1402 |
|
| R2 |
1.1536 |
1.1536 |
1.1388 |
|
| R1 |
1.1448 |
1.1448 |
1.1374 |
1.1415 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1366 |
| S1 |
1.1294 |
1.1294 |
1.1346 |
1.1261 |
| S2 |
1.1228 |
1.1228 |
1.1332 |
|
| S3 |
1.1074 |
1.1140 |
1.1318 |
|
| S4 |
1.0920 |
1.0986 |
1.1275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1810 |
|
2.618 |
1.1656 |
|
1.618 |
1.1562 |
|
1.000 |
1.1504 |
|
0.618 |
1.1468 |
|
HIGH |
1.1410 |
|
0.618 |
1.1374 |
|
0.500 |
1.1363 |
|
0.382 |
1.1352 |
|
LOW |
1.1316 |
|
0.618 |
1.1258 |
|
1.000 |
1.1222 |
|
1.618 |
1.1164 |
|
2.618 |
1.1070 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1363 |
1.1393 |
| PP |
1.1362 |
1.1382 |
| S1 |
1.1361 |
1.1371 |
|