CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0891 |
-0.0009 |
-0.1% |
1.0814 |
| High |
1.0925 |
1.0935 |
0.0010 |
0.1% |
1.0967 |
| Low |
1.0865 |
1.0822 |
-0.0043 |
-0.4% |
1.0776 |
| Close |
1.0899 |
1.0832 |
-0.0067 |
-0.6% |
1.0822 |
| Range |
0.0060 |
0.0113 |
0.0053 |
89.1% |
0.0191 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.3% |
0.0000 |
| Volume |
11,917 |
13,955 |
2,038 |
17.1% |
82,584 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1129 |
1.0894 |
|
| R3 |
1.1088 |
1.1016 |
1.0863 |
|
| R2 |
1.0975 |
1.0975 |
1.0853 |
|
| R1 |
1.0904 |
1.0904 |
1.0842 |
1.0883 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0853 |
| S1 |
1.0791 |
1.0791 |
1.0822 |
1.0771 |
| S2 |
1.0750 |
1.0750 |
1.0811 |
|
| S3 |
1.0638 |
1.0679 |
1.0801 |
|
| S4 |
1.0525 |
1.0566 |
1.0770 |
|
|
| 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 |
1.0935 |
1.0802 |
0.0133 |
1.2% |
0.0085 |
0.8% |
23% |
True |
False |
15,123 |
| 10 |
1.0967 |
1.0773 |
0.0194 |
1.8% |
0.0095 |
0.9% |
31% |
False |
False |
14,422 |
| 20 |
1.0967 |
1.0606 |
0.0361 |
3.3% |
0.0097 |
0.9% |
63% |
False |
False |
7,383 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0097 |
0.9% |
86% |
False |
False |
3,715 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
86% |
False |
False |
2,481 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0075 |
0.7% |
86% |
False |
False |
1,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1413 |
|
2.618 |
1.1229 |
|
1.618 |
1.1117 |
|
1.000 |
1.1047 |
|
0.618 |
1.1004 |
|
HIGH |
1.0935 |
|
0.618 |
1.0892 |
|
0.500 |
1.0878 |
|
0.382 |
1.0865 |
|
LOW |
1.0822 |
|
0.618 |
1.0752 |
|
1.000 |
1.0710 |
|
1.618 |
1.0640 |
|
2.618 |
1.0527 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0878 |
| PP |
1.0863 |
1.0863 |
| S1 |
1.0847 |
1.0847 |
|