CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0879 |
1.0814 |
-0.0065 |
-0.6% |
1.0814 |
| High |
1.0912 |
1.0875 |
-0.0037 |
-0.3% |
1.0967 |
| Low |
1.0808 |
1.0802 |
-0.0006 |
-0.1% |
1.0776 |
| Close |
1.0822 |
1.0855 |
0.0033 |
0.3% |
1.0822 |
| Range |
0.0105 |
0.0074 |
-0.0031 |
-29.7% |
0.0191 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
18,872 |
12,769 |
-6,103 |
-32.3% |
82,584 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1033 |
1.0895 |
|
| R3 |
1.0991 |
1.0959 |
1.0875 |
|
| R2 |
1.0917 |
1.0917 |
1.0868 |
|
| R1 |
1.0886 |
1.0886 |
1.0861 |
1.0902 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0852 |
| S1 |
1.0812 |
1.0812 |
1.0848 |
1.0828 |
| S2 |
1.0770 |
1.0770 |
1.0841 |
|
| S3 |
1.0697 |
1.0739 |
1.0834 |
|
| S4 |
1.0623 |
1.0665 |
1.0814 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1315 |
1.0927 |
|
| R3 |
1.1236 |
1.1124 |
1.0874 |
|
| R2 |
1.1045 |
1.1045 |
1.0857 |
|
| R1 |
1.0934 |
1.0934 |
1.0839 |
1.0990 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0883 |
| S1 |
1.0743 |
1.0743 |
1.0805 |
1.0799 |
| S2 |
1.0664 |
1.0664 |
1.0787 |
|
| S3 |
1.0474 |
1.0553 |
1.0770 |
|
| S4 |
1.0283 |
1.0362 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0967 |
1.0782 |
0.0185 |
1.7% |
0.0109 |
1.0% |
39% |
False |
False |
18,065 |
| 10 |
1.0967 |
1.0700 |
0.0267 |
2.5% |
0.0095 |
0.9% |
58% |
False |
False |
10,187 |
| 20 |
1.0967 |
1.0567 |
0.0400 |
3.7% |
0.0092 |
0.9% |
72% |
False |
False |
5,192 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0096 |
0.9% |
88% |
False |
False |
2,617 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
88% |
False |
False |
1,748 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0073 |
0.7% |
88% |
False |
False |
1,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.1067 |
|
1.618 |
1.0994 |
|
1.000 |
1.0949 |
|
0.618 |
1.0920 |
|
HIGH |
1.0875 |
|
0.618 |
1.0847 |
|
0.500 |
1.0838 |
|
0.382 |
1.0830 |
|
LOW |
1.0802 |
|
0.618 |
1.0756 |
|
1.000 |
1.0728 |
|
1.618 |
1.0683 |
|
2.618 |
1.0609 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0849 |
1.0872 |
| PP |
1.0844 |
1.0866 |
| S1 |
1.0838 |
1.0860 |
|