CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0470 |
1.0640 |
0.0170 |
1.6% |
1.0323 |
| High |
1.0634 |
1.0670 |
0.0037 |
0.3% |
1.0634 |
| Low |
1.0470 |
1.0640 |
0.0170 |
1.6% |
1.0323 |
| Close |
1.0569 |
1.0644 |
0.0076 |
0.7% |
1.0569 |
| Range |
0.0164 |
0.0030 |
-0.0134 |
-81.7% |
0.0311 |
| ATR |
|
|
|
|
|
| Volume |
32 |
7 |
-25 |
-78.1% |
39 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0723 |
1.0661 |
|
| R3 |
1.0711 |
1.0693 |
1.0652 |
|
| R2 |
1.0681 |
1.0681 |
1.0650 |
|
| R1 |
1.0663 |
1.0663 |
1.0647 |
1.0672 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0656 |
| S1 |
1.0633 |
1.0633 |
1.0641 |
1.0642 |
| S2 |
1.0621 |
1.0621 |
1.0639 |
|
| S3 |
1.0591 |
1.0603 |
1.0636 |
|
| S4 |
1.0561 |
1.0573 |
1.0628 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1316 |
1.0740 |
|
| R3 |
1.1130 |
1.1005 |
1.0654 |
|
| R2 |
1.0819 |
1.0819 |
1.0626 |
|
| R1 |
1.0694 |
1.0694 |
1.0597 |
1.0757 |
| PP |
1.0508 |
1.0508 |
1.0508 |
1.0540 |
| S1 |
1.0383 |
1.0383 |
1.0540 |
1.0446 |
| S2 |
1.0197 |
1.0197 |
1.0511 |
|
| S3 |
0.9886 |
1.0072 |
1.0483 |
|
| S4 |
0.9575 |
0.9761 |
1.0397 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0798 |
|
2.618 |
1.0749 |
|
1.618 |
1.0719 |
|
1.000 |
1.0700 |
|
0.618 |
1.0689 |
|
HIGH |
1.0670 |
|
0.618 |
1.0659 |
|
0.500 |
1.0655 |
|
0.382 |
1.0651 |
|
LOW |
1.0640 |
|
0.618 |
1.0621 |
|
1.000 |
1.0610 |
|
1.618 |
1.0591 |
|
2.618 |
1.0561 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0611 |
| PP |
1.0651 |
1.0578 |
| S1 |
1.0648 |
1.0545 |
|