CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0917 |
0.0064 |
0.6% |
1.0813 |
| High |
1.0942 |
1.0953 |
0.0011 |
0.1% |
1.0953 |
| Low |
1.0850 |
1.0872 |
0.0022 |
0.2% |
1.0809 |
| Close |
1.0934 |
1.0902 |
-0.0032 |
-0.3% |
1.0902 |
| Range |
0.0092 |
0.0081 |
-0.0011 |
-12.0% |
0.0144 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
16,313 |
17,705 |
1,392 |
8.5% |
62,896 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1108 |
1.0947 |
|
| R3 |
1.1071 |
1.1027 |
1.0924 |
|
| R2 |
1.0990 |
1.0990 |
1.0917 |
|
| R1 |
1.0946 |
1.0946 |
1.0909 |
1.0927 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0899 |
| S1 |
1.0865 |
1.0865 |
1.0895 |
1.0846 |
| S2 |
1.0828 |
1.0828 |
1.0887 |
|
| S3 |
1.0747 |
1.0784 |
1.0880 |
|
| S4 |
1.0666 |
1.0703 |
1.0857 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1254 |
1.0981 |
|
| R3 |
1.1175 |
1.1110 |
1.0941 |
|
| R2 |
1.1031 |
1.1031 |
1.0928 |
|
| R1 |
1.0967 |
1.0967 |
1.0915 |
1.0999 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0904 |
| S1 |
1.0823 |
1.0823 |
1.0889 |
1.0856 |
| S2 |
1.0744 |
1.0744 |
1.0876 |
|
| S3 |
1.0601 |
1.0680 |
1.0863 |
|
| S4 |
1.0457 |
1.0536 |
1.0823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0793 |
0.0160 |
1.5% |
0.0078 |
0.7% |
68% |
True |
False |
14,901 |
| 10 |
1.0953 |
1.0793 |
0.0160 |
1.5% |
0.0082 |
0.7% |
68% |
True |
False |
15,012 |
| 20 |
1.0967 |
1.0700 |
0.0267 |
2.4% |
0.0091 |
0.8% |
76% |
False |
False |
11,061 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0100 |
0.9% |
93% |
False |
False |
5,575 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
93% |
False |
False |
3,722 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0079 |
0.7% |
93% |
False |
False |
2,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1297 |
|
2.618 |
1.1165 |
|
1.618 |
1.1084 |
|
1.000 |
1.1034 |
|
0.618 |
1.1003 |
|
HIGH |
1.0953 |
|
0.618 |
1.0922 |
|
0.500 |
1.0912 |
|
0.382 |
1.0902 |
|
LOW |
1.0872 |
|
0.618 |
1.0821 |
|
1.000 |
1.0791 |
|
1.618 |
1.0740 |
|
2.618 |
1.0659 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0899 |
| PP |
1.0909 |
1.0896 |
| S1 |
1.0905 |
1.0893 |
|