CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0575 |
1.0567 |
-0.0008 |
-0.1% |
1.0323 |
| High |
1.0575 |
1.0630 |
0.0056 |
0.5% |
1.0634 |
| Low |
1.0554 |
1.0560 |
0.0006 |
0.1% |
1.0323 |
| Close |
1.0558 |
1.0576 |
0.0019 |
0.2% |
1.0569 |
| Range |
0.0021 |
0.0070 |
0.0050 |
241.5% |
0.0311 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
48 |
245 |
197 |
410.4% |
39 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0757 |
1.0615 |
|
| R3 |
1.0729 |
1.0687 |
1.0595 |
|
| R2 |
1.0659 |
1.0659 |
1.0589 |
|
| R1 |
1.0617 |
1.0617 |
1.0582 |
1.0638 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0599 |
| S1 |
1.0547 |
1.0547 |
1.0570 |
1.0568 |
| S2 |
1.0519 |
1.0519 |
1.0563 |
|
| S3 |
1.0449 |
1.0477 |
1.0557 |
|
| S4 |
1.0379 |
1.0407 |
1.0538 |
|
|
| 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 |
1.0928 |
|
2.618 |
1.0813 |
|
1.618 |
1.0743 |
|
1.000 |
1.0700 |
|
0.618 |
1.0673 |
|
HIGH |
1.0630 |
|
0.618 |
1.0603 |
|
0.500 |
1.0595 |
|
0.382 |
1.0587 |
|
LOW |
1.0560 |
|
0.618 |
1.0517 |
|
1.000 |
1.0490 |
|
1.618 |
1.0447 |
|
2.618 |
1.0377 |
|
4.250 |
1.0263 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0595 |
1.0627 |
| PP |
1.0589 |
1.0610 |
| S1 |
1.0582 |
1.0593 |
|