CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0855 |
0.0043 |
0.4% |
1.0814 |
| High |
1.0881 |
1.0907 |
0.0027 |
0.2% |
1.0935 |
| Low |
1.0809 |
1.0833 |
0.0024 |
0.2% |
1.0793 |
| Close |
1.0854 |
1.0859 |
0.0006 |
0.1% |
1.0801 |
| Range |
0.0072 |
0.0074 |
0.0003 |
3.5% |
0.0142 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
11,046 |
17,832 |
6,786 |
61.4% |
68,359 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1048 |
1.0900 |
|
| R3 |
1.1014 |
1.0974 |
1.0879 |
|
| R2 |
1.0940 |
1.0940 |
1.0873 |
|
| R1 |
1.0900 |
1.0900 |
1.0866 |
1.0920 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0877 |
| S1 |
1.0826 |
1.0826 |
1.0852 |
1.0846 |
| S2 |
1.0792 |
1.0792 |
1.0845 |
|
| S3 |
1.0718 |
1.0752 |
1.0839 |
|
| S4 |
1.0644 |
1.0678 |
1.0818 |
|
|
| 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% |
0.0077 |
0.7% |
47% |
False |
False |
13,272 |
| 10 |
1.0967 |
1.0793 |
0.0174 |
1.6% |
0.0084 |
0.8% |
38% |
False |
False |
15,638 |
| 20 |
1.0967 |
1.0606 |
0.0361 |
3.3% |
0.0094 |
0.9% |
70% |
False |
False |
9,397 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0098 |
0.9% |
89% |
False |
False |
4,725 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
89% |
False |
False |
3,155 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0077 |
0.7% |
89% |
False |
False |
2,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1222 |
|
2.618 |
1.1101 |
|
1.618 |
1.1027 |
|
1.000 |
1.0981 |
|
0.618 |
1.0953 |
|
HIGH |
1.0907 |
|
0.618 |
1.0879 |
|
0.500 |
1.0870 |
|
0.382 |
1.0861 |
|
LOW |
1.0833 |
|
0.618 |
1.0787 |
|
1.000 |
1.0759 |
|
1.618 |
1.0713 |
|
2.618 |
1.0639 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0856 |
| PP |
1.0866 |
1.0853 |
| S1 |
1.0863 |
1.0850 |
|