CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0813 |
-0.0021 |
-0.2% |
1.0814 |
| High |
1.0863 |
1.0881 |
0.0018 |
0.2% |
1.0935 |
| Low |
1.0793 |
1.0809 |
0.0016 |
0.1% |
1.0793 |
| Close |
1.0801 |
1.0854 |
0.0053 |
0.5% |
1.0801 |
| Range |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0142 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
11,613 |
11,046 |
-567 |
-4.9% |
68,359 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1029 |
1.0893 |
|
| R3 |
1.0991 |
1.0958 |
1.0873 |
|
| R2 |
1.0919 |
1.0919 |
1.0867 |
|
| R1 |
1.0886 |
1.0886 |
1.0860 |
1.0903 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0856 |
| S1 |
1.0815 |
1.0815 |
1.0847 |
1.0831 |
| S2 |
1.0776 |
1.0776 |
1.0840 |
|
| S3 |
1.0705 |
1.0743 |
1.0834 |
|
| S4 |
1.0633 |
1.0672 |
1.0814 |
|
|
| 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% |
43% |
False |
False |
13,327 |
| 10 |
1.0967 |
1.0782 |
0.0185 |
1.7% |
0.0093 |
0.9% |
39% |
False |
False |
15,696 |
| 20 |
1.0967 |
1.0606 |
0.0361 |
3.3% |
0.0094 |
0.9% |
69% |
False |
False |
8,513 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0097 |
0.9% |
88% |
False |
False |
4,279 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
88% |
False |
False |
2,858 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0076 |
0.7% |
88% |
False |
False |
2,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1068 |
|
1.618 |
1.0996 |
|
1.000 |
1.0952 |
|
0.618 |
1.0925 |
|
HIGH |
1.0881 |
|
0.618 |
1.0853 |
|
0.500 |
1.0845 |
|
0.382 |
1.0836 |
|
LOW |
1.0809 |
|
0.618 |
1.0765 |
|
1.000 |
1.0738 |
|
1.618 |
1.0693 |
|
2.618 |
1.0622 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0864 |
| PP |
1.0848 |
1.0860 |
| S1 |
1.0845 |
1.0857 |
|