CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0899 |
0.0030 |
0.3% |
1.0814 |
| High |
1.0923 |
1.0925 |
0.0002 |
0.0% |
1.0967 |
| Low |
1.0846 |
1.0865 |
0.0019 |
0.2% |
1.0776 |
| Close |
1.0900 |
1.0899 |
-0.0001 |
0.0% |
1.0822 |
| Range |
0.0077 |
0.0060 |
-0.0018 |
-22.7% |
0.0191 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
18,105 |
11,917 |
-6,188 |
-34.2% |
82,584 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1046 |
1.0931 |
|
| R3 |
1.1015 |
1.0987 |
1.0915 |
|
| R2 |
1.0956 |
1.0956 |
1.0909 |
|
| R1 |
1.0927 |
1.0927 |
1.0904 |
1.0912 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0888 |
| S1 |
1.0868 |
1.0868 |
1.0893 |
1.0852 |
| S2 |
1.0837 |
1.0837 |
1.0888 |
|
| S3 |
1.0777 |
1.0808 |
1.0882 |
|
| S4 |
1.0718 |
1.0749 |
1.0866 |
|
|
| 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 |
1.0943 |
1.0802 |
0.0141 |
1.3% |
0.0083 |
0.8% |
69% |
False |
False |
15,934 |
| 10 |
1.0967 |
1.0729 |
0.0238 |
2.2% |
0.0092 |
0.8% |
71% |
False |
False |
13,081 |
| 20 |
1.0967 |
1.0606 |
0.0361 |
3.3% |
0.0098 |
0.9% |
81% |
False |
False |
6,692 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0096 |
0.9% |
93% |
False |
False |
3,366 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0085 |
0.8% |
93% |
False |
False |
2,248 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0074 |
0.7% |
93% |
False |
False |
1,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.1080 |
|
1.618 |
1.1021 |
|
1.000 |
1.0984 |
|
0.618 |
1.0961 |
|
HIGH |
1.0925 |
|
0.618 |
1.0902 |
|
0.500 |
1.0895 |
|
0.382 |
1.0888 |
|
LOW |
1.0865 |
|
0.618 |
1.0828 |
|
1.000 |
1.0806 |
|
1.618 |
1.0769 |
|
2.618 |
1.0709 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0887 |
| PP |
1.0896 |
1.0875 |
| S1 |
1.0895 |
1.0863 |
|