CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0804 |
1.0814 |
0.0010 |
0.1% |
1.0800 |
| High |
1.0853 |
1.0851 |
-0.0003 |
0.0% |
1.0853 |
| Low |
1.0773 |
1.0776 |
0.0004 |
0.0% |
1.0700 |
| Close |
1.0828 |
1.0786 |
-0.0042 |
-0.4% |
1.0828 |
| Range |
0.0081 |
0.0075 |
-0.0006 |
-7.5% |
0.0153 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
4,891 |
5,024 |
133 |
2.7% |
6,945 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.0981 |
1.0827 |
|
| R3 |
1.0953 |
1.0907 |
1.0806 |
|
| R2 |
1.0879 |
1.0879 |
1.0800 |
|
| R1 |
1.0832 |
1.0832 |
1.0793 |
1.0818 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0797 |
| S1 |
1.0758 |
1.0758 |
1.0779 |
1.0744 |
| S2 |
1.0730 |
1.0730 |
1.0772 |
|
| S3 |
1.0655 |
1.0683 |
1.0766 |
|
| S4 |
1.0581 |
1.0609 |
1.0745 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1193 |
1.0912 |
|
| R3 |
1.1100 |
1.1040 |
1.0870 |
|
| R2 |
1.0947 |
1.0947 |
1.0856 |
|
| R1 |
1.0887 |
1.0887 |
1.0842 |
1.0917 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0809 |
| S1 |
1.0734 |
1.0734 |
1.0814 |
1.0764 |
| S2 |
1.0641 |
1.0641 |
1.0800 |
|
| S3 |
1.0488 |
1.0581 |
1.0786 |
|
| S4 |
1.0335 |
1.0428 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0700 |
0.0153 |
1.4% |
0.0081 |
0.8% |
56% |
False |
False |
2,309 |
| 10 |
1.0853 |
1.0606 |
0.0247 |
2.3% |
0.0094 |
0.9% |
73% |
False |
False |
1,330 |
| 20 |
1.0853 |
1.0567 |
0.0286 |
2.7% |
0.0085 |
0.8% |
77% |
False |
False |
685 |
| 40 |
1.0853 |
1.0010 |
0.0843 |
7.8% |
0.0087 |
0.8% |
92% |
False |
False |
360 |
| 60 |
1.0853 |
1.0010 |
0.0843 |
7.8% |
0.0078 |
0.7% |
92% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1046 |
|
1.618 |
1.0971 |
|
1.000 |
1.0925 |
|
0.618 |
1.0897 |
|
HIGH |
1.0851 |
|
0.618 |
1.0822 |
|
0.500 |
1.0813 |
|
0.382 |
1.0804 |
|
LOW |
1.0776 |
|
0.618 |
1.0730 |
|
1.000 |
1.0702 |
|
1.618 |
1.0655 |
|
2.618 |
1.0581 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0791 |
| PP |
1.0804 |
1.0789 |
| S1 |
1.0795 |
1.0788 |
|