CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0483 |
-0.0045 |
-0.4% |
1.0640 |
| High |
1.0528 |
1.0523 |
-0.0005 |
0.0% |
1.0700 |
| Low |
1.0524 |
1.0483 |
-0.0042 |
-0.4% |
1.0524 |
| Close |
1.0528 |
1.0523 |
-0.0005 |
0.0% |
1.0528 |
| Range |
0.0004 |
0.0040 |
0.0037 |
1,042.9% |
0.0176 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
0 |
6 |
6 |
|
311 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0616 |
1.0545 |
|
| R3 |
1.0589 |
1.0576 |
1.0534 |
|
| R2 |
1.0549 |
1.0549 |
1.0530 |
|
| R1 |
1.0536 |
1.0536 |
1.0526 |
1.0543 |
| PP |
1.0509 |
1.0509 |
1.0509 |
1.0513 |
| S1 |
1.0496 |
1.0496 |
1.0519 |
1.0503 |
| S2 |
1.0469 |
1.0469 |
1.0515 |
|
| S3 |
1.0429 |
1.0456 |
1.0512 |
|
| S4 |
1.0389 |
1.0416 |
1.0501 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.0996 |
1.0624 |
|
| R3 |
1.0936 |
1.0820 |
1.0576 |
|
| R2 |
1.0760 |
1.0760 |
1.0560 |
|
| R1 |
1.0644 |
1.0644 |
1.0544 |
1.0614 |
| PP |
1.0584 |
1.0584 |
1.0584 |
1.0569 |
| S1 |
1.0468 |
1.0468 |
1.0511 |
1.0438 |
| S2 |
1.0408 |
1.0408 |
1.0495 |
|
| S3 |
1.0232 |
1.0292 |
1.0479 |
|
| S4 |
1.0056 |
1.0116 |
1.0431 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0627 |
|
1.618 |
1.0587 |
|
1.000 |
1.0563 |
|
0.618 |
1.0547 |
|
HIGH |
1.0523 |
|
0.618 |
1.0507 |
|
0.500 |
1.0503 |
|
0.382 |
1.0498 |
|
LOW |
1.0483 |
|
0.618 |
1.0458 |
|
1.000 |
1.0443 |
|
1.618 |
1.0418 |
|
2.618 |
1.0378 |
|
4.250 |
1.0313 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0556 |
| PP |
1.0509 |
1.0545 |
| S1 |
1.0503 |
1.0534 |
|