CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0761 |
-0.0120 |
-1.1% |
1.0813 |
| High |
1.0922 |
1.0886 |
-0.0036 |
-0.3% |
1.0953 |
| Low |
1.0718 |
1.0754 |
0.0037 |
0.3% |
1.0809 |
| Close |
1.0774 |
1.0839 |
0.0066 |
0.6% |
1.0902 |
| Range |
0.0205 |
0.0132 |
-0.0073 |
-35.5% |
0.0144 |
| ATR |
0.0099 |
0.0102 |
0.0002 |
2.4% |
0.0000 |
| Volume |
26,710 |
20,580 |
-6,130 |
-23.0% |
62,896 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1163 |
1.0912 |
|
| R3 |
1.1090 |
1.1031 |
1.0875 |
|
| R2 |
1.0958 |
1.0958 |
1.0863 |
|
| R1 |
1.0899 |
1.0899 |
1.0851 |
1.0929 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0841 |
| S1 |
1.0767 |
1.0767 |
1.0827 |
1.0797 |
| S2 |
1.0694 |
1.0694 |
1.0815 |
|
| S3 |
1.0562 |
1.0635 |
1.0803 |
|
| S4 |
1.0430 |
1.0503 |
1.0766 |
|
|
| 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 |
1.0718 |
0.0235 |
2.2% |
0.0117 |
1.1% |
52% |
False |
False |
19,828 |
| 10 |
1.0953 |
1.0718 |
0.0235 |
2.2% |
0.0097 |
0.9% |
52% |
False |
False |
16,577 |
| 20 |
1.0967 |
1.0700 |
0.0267 |
2.5% |
0.0096 |
0.9% |
52% |
False |
False |
13,382 |
| 40 |
1.0967 |
1.0190 |
0.0777 |
7.2% |
0.0100 |
0.9% |
84% |
False |
False |
6,756 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0088 |
0.8% |
87% |
False |
False |
4,510 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0081 |
0.7% |
87% |
False |
False |
3,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1232 |
|
1.618 |
1.1100 |
|
1.000 |
1.1018 |
|
0.618 |
1.0968 |
|
HIGH |
1.0886 |
|
0.618 |
1.0836 |
|
0.500 |
1.0820 |
|
0.382 |
1.0804 |
|
LOW |
1.0754 |
|
0.618 |
1.0672 |
|
1.000 |
1.0622 |
|
1.618 |
1.0540 |
|
2.618 |
1.0408 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0838 |
| PP |
1.0826 |
1.0836 |
| S1 |
1.0820 |
1.0835 |
|