CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0869 |
0.0055 |
0.5% |
1.0814 |
| High |
1.0875 |
1.0923 |
0.0048 |
0.4% |
1.0967 |
| Low |
1.0802 |
1.0846 |
0.0045 |
0.4% |
1.0776 |
| Close |
1.0855 |
1.0900 |
0.0045 |
0.4% |
1.0822 |
| Range |
0.0074 |
0.0077 |
0.0004 |
4.8% |
0.0191 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
12,769 |
18,105 |
5,336 |
41.8% |
82,584 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1087 |
1.0942 |
|
| R3 |
1.1044 |
1.1010 |
1.0921 |
|
| R2 |
1.0967 |
1.0967 |
1.0914 |
|
| R1 |
1.0933 |
1.0933 |
1.0907 |
1.0950 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0898 |
| S1 |
1.0856 |
1.0856 |
1.0892 |
1.0873 |
| S2 |
1.0813 |
1.0813 |
1.0885 |
|
| S3 |
1.0736 |
1.0779 |
1.0878 |
|
| S4 |
1.0659 |
1.0702 |
1.0857 |
|
|
| 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 |
1.0802 |
0.0165 |
1.5% |
0.0090 |
0.8% |
59% |
False |
False |
18,005 |
| 10 |
1.0967 |
1.0719 |
0.0248 |
2.3% |
0.0095 |
0.9% |
73% |
False |
False |
11,959 |
| 20 |
1.0967 |
1.0606 |
0.0361 |
3.3% |
0.0095 |
0.9% |
81% |
False |
False |
6,096 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0097 |
0.9% |
93% |
False |
False |
3,069 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
93% |
False |
False |
2,050 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0074 |
0.7% |
93% |
False |
False |
1,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1125 |
|
1.618 |
1.1048 |
|
1.000 |
1.1000 |
|
0.618 |
1.0971 |
|
HIGH |
1.0923 |
|
0.618 |
1.0894 |
|
0.500 |
1.0885 |
|
0.382 |
1.0875 |
|
LOW |
1.0846 |
|
0.618 |
1.0798 |
|
1.000 |
1.0769 |
|
1.618 |
1.0721 |
|
2.618 |
1.0644 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0887 |
| PP |
1.0890 |
1.0875 |
| S1 |
1.0885 |
1.0862 |
|