CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0894 |
0.0095 |
0.9% |
1.0800 |
| High |
1.0951 |
1.0967 |
0.0016 |
0.1% |
1.0853 |
| Low |
1.0782 |
1.0872 |
0.0090 |
0.8% |
1.0700 |
| Close |
1.0887 |
1.0930 |
0.0044 |
0.4% |
1.0828 |
| Range |
0.0169 |
0.0095 |
-0.0075 |
-44.1% |
0.0153 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
18,408 |
22,273 |
3,865 |
21.0% |
6,945 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1163 |
1.0982 |
|
| R3 |
1.1112 |
1.1068 |
1.0956 |
|
| R2 |
1.1017 |
1.1017 |
1.0947 |
|
| R1 |
1.0974 |
1.0974 |
1.0939 |
1.0996 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0934 |
| S1 |
1.0879 |
1.0879 |
1.0921 |
1.0901 |
| S2 |
1.0828 |
1.0828 |
1.0913 |
|
| S3 |
1.0734 |
1.0785 |
1.0904 |
|
| S4 |
1.0639 |
1.0690 |
1.0878 |
|
|
| 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 |
1.0967 |
1.0729 |
0.0238 |
2.2% |
0.0102 |
0.9% |
85% |
True |
False |
10,229 |
| 10 |
1.0967 |
1.0700 |
0.0267 |
2.4% |
0.0101 |
0.9% |
86% |
True |
False |
5,338 |
| 20 |
1.0967 |
1.0567 |
0.0400 |
3.7% |
0.0091 |
0.8% |
91% |
True |
False |
2,714 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0093 |
0.9% |
96% |
True |
False |
1,377 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0082 |
0.7% |
96% |
True |
False |
923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.1214 |
|
1.618 |
1.1119 |
|
1.000 |
1.1061 |
|
0.618 |
1.1025 |
|
HIGH |
1.0967 |
|
0.618 |
1.0930 |
|
0.500 |
1.0919 |
|
0.382 |
1.0908 |
|
LOW |
1.0872 |
|
0.618 |
1.0814 |
|
1.000 |
1.0778 |
|
1.618 |
1.0719 |
|
2.618 |
1.0625 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0910 |
| PP |
1.0923 |
1.0891 |
| S1 |
1.0919 |
1.0871 |
|