CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1071 |
-0.0069 |
-0.6% |
1.1011 |
| High |
1.1150 |
1.1071 |
-0.0079 |
-0.7% |
1.1150 |
| Low |
1.1115 |
1.1049 |
-0.0066 |
-0.6% |
1.0989 |
| Close |
1.1115 |
1.1071 |
-0.0044 |
-0.4% |
1.1071 |
| Range |
0.0036 |
0.0022 |
-0.0014 |
-38.0% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
2 |
3 |
1 |
50.0% |
43 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.1122 |
1.1083 |
|
| R3 |
1.1108 |
1.1100 |
1.1077 |
|
| R2 |
1.1086 |
1.1086 |
1.1075 |
|
| R1 |
1.1078 |
1.1078 |
1.1073 |
1.1082 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1066 |
| S1 |
1.1056 |
1.1056 |
1.1069 |
1.1060 |
| S2 |
1.1042 |
1.1042 |
1.1067 |
|
| S3 |
1.1020 |
1.1034 |
1.1065 |
|
| S4 |
1.0998 |
1.1012 |
1.1059 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1474 |
1.1160 |
|
| R3 |
1.1393 |
1.1313 |
1.1115 |
|
| R2 |
1.1231 |
1.1231 |
1.1101 |
|
| R1 |
1.1151 |
1.1151 |
1.1086 |
1.1191 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1090 |
| S1 |
1.0990 |
1.0990 |
1.1056 |
1.1030 |
| S2 |
1.0908 |
1.0908 |
1.1041 |
|
| S3 |
1.0747 |
1.0828 |
1.1027 |
|
| S4 |
1.0585 |
1.0667 |
1.0982 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1129 |
|
1.618 |
1.1107 |
|
1.000 |
1.1093 |
|
0.618 |
1.1085 |
|
HIGH |
1.1071 |
|
0.618 |
1.1063 |
|
0.500 |
1.1060 |
|
0.382 |
1.1057 |
|
LOW |
1.1049 |
|
0.618 |
1.1035 |
|
1.000 |
1.1027 |
|
1.618 |
1.1013 |
|
2.618 |
1.0991 |
|
4.250 |
1.0956 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1093 |
| PP |
1.1064 |
1.1086 |
| S1 |
1.1060 |
1.1078 |
|