CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0834 |
-0.0057 |
-0.5% |
1.0814 |
| High |
1.0935 |
1.0863 |
-0.0072 |
-0.7% |
1.0935 |
| Low |
1.0822 |
1.0793 |
-0.0029 |
-0.3% |
1.0793 |
| Close |
1.0832 |
1.0801 |
-0.0032 |
-0.3% |
1.0801 |
| Range |
0.0113 |
0.0070 |
-0.0043 |
-38.2% |
0.0142 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
13,955 |
11,613 |
-2,342 |
-16.8% |
68,359 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0983 |
1.0839 |
|
| R3 |
1.0958 |
1.0914 |
1.0820 |
|
| R2 |
1.0888 |
1.0888 |
1.0813 |
|
| R1 |
1.0844 |
1.0844 |
1.0807 |
1.0832 |
| PP |
1.0819 |
1.0819 |
1.0819 |
1.0812 |
| S1 |
1.0775 |
1.0775 |
1.0794 |
1.0762 |
| S2 |
1.0749 |
1.0749 |
1.0788 |
|
| S3 |
1.0680 |
1.0705 |
1.0781 |
|
| S4 |
1.0610 |
1.0636 |
1.0762 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1175 |
1.0878 |
|
| R3 |
1.1126 |
1.1034 |
1.0839 |
|
| R2 |
1.0984 |
1.0984 |
1.0826 |
|
| R1 |
1.0892 |
1.0892 |
1.0813 |
1.0868 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0830 |
| S1 |
1.0751 |
1.0751 |
1.0788 |
1.0726 |
| S2 |
1.0701 |
1.0701 |
1.0775 |
|
| S3 |
1.0560 |
1.0609 |
1.0762 |
|
| S4 |
1.0418 |
1.0468 |
1.0723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0935 |
1.0793 |
0.0142 |
1.3% |
0.0078 |
0.7% |
5% |
False |
True |
13,671 |
| 10 |
1.0967 |
1.0776 |
0.0191 |
1.8% |
0.0094 |
0.9% |
13% |
False |
False |
15,094 |
| 20 |
1.0967 |
1.0606 |
0.0361 |
3.3% |
0.0095 |
0.9% |
54% |
False |
False |
7,962 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0098 |
0.9% |
83% |
False |
False |
4,004 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0085 |
0.8% |
83% |
False |
False |
2,674 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0075 |
0.7% |
83% |
False |
False |
2,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1158 |
|
2.618 |
1.1044 |
|
1.618 |
1.0975 |
|
1.000 |
1.0932 |
|
0.618 |
1.0905 |
|
HIGH |
1.0863 |
|
0.618 |
1.0836 |
|
0.500 |
1.0828 |
|
0.382 |
1.0820 |
|
LOW |
1.0793 |
|
0.618 |
1.0750 |
|
1.000 |
1.0724 |
|
1.618 |
1.0681 |
|
2.618 |
1.0611 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0864 |
| PP |
1.0819 |
1.0843 |
| S1 |
1.0810 |
1.0822 |
|