CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0853 |
-0.0003 |
0.0% |
1.0814 |
| High |
1.0907 |
1.0942 |
0.0035 |
0.3% |
1.0935 |
| Low |
1.0833 |
1.0850 |
0.0017 |
0.2% |
1.0793 |
| Close |
1.0859 |
1.0934 |
0.0075 |
0.7% |
1.0801 |
| Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0142 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17,832 |
16,313 |
-1,519 |
-8.5% |
68,359 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1151 |
1.0985 |
|
| R3 |
1.1092 |
1.1059 |
1.0959 |
|
| R2 |
1.1000 |
1.1000 |
1.0951 |
|
| R1 |
1.0967 |
1.0967 |
1.0942 |
1.0984 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0917 |
| S1 |
1.0875 |
1.0875 |
1.0926 |
1.0892 |
| S2 |
1.0816 |
1.0816 |
1.0917 |
|
| S3 |
1.0724 |
1.0783 |
1.0909 |
|
| S4 |
1.0632 |
1.0691 |
1.0883 |
|
|
| 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 |
1.0942 |
1.0793 |
0.0149 |
1.4% |
0.0084 |
0.8% |
95% |
True |
False |
14,151 |
| 10 |
1.0943 |
1.0793 |
0.0150 |
1.4% |
0.0084 |
0.8% |
94% |
False |
False |
15,042 |
| 20 |
1.0967 |
1.0700 |
0.0267 |
2.4% |
0.0093 |
0.8% |
88% |
False |
False |
10,190 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.7% |
0.0099 |
0.9% |
97% |
False |
False |
5,133 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.7% |
0.0083 |
0.8% |
97% |
False |
False |
3,427 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.7% |
0.0078 |
0.7% |
97% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1182 |
|
1.618 |
1.1090 |
|
1.000 |
1.1034 |
|
0.618 |
1.0998 |
|
HIGH |
1.0942 |
|
0.618 |
1.0906 |
|
0.500 |
1.0896 |
|
0.382 |
1.0885 |
|
LOW |
1.0850 |
|
0.618 |
1.0793 |
|
1.000 |
1.0758 |
|
1.618 |
1.0701 |
|
2.618 |
1.0609 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0914 |
| PP |
1.0908 |
1.0895 |
| S1 |
1.0896 |
1.0875 |
|