CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0753 |
-0.0078 |
-0.7% |
1.0880 |
| High |
1.0874 |
1.0862 |
-0.0012 |
-0.1% |
1.0922 |
| Low |
1.0738 |
1.0692 |
-0.0047 |
-0.4% |
1.0692 |
| Close |
1.0759 |
1.0858 |
0.0099 |
0.9% |
1.0858 |
| Range |
0.0136 |
0.0171 |
0.0035 |
25.4% |
0.0231 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
4.6% |
0.0000 |
| Volume |
20,886 |
20,493 |
-393 |
-1.9% |
88,669 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1257 |
1.0952 |
|
| R3 |
1.1145 |
1.1087 |
1.0905 |
|
| R2 |
1.0974 |
1.0974 |
1.0889 |
|
| R1 |
1.0916 |
1.0916 |
1.0874 |
1.0945 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0818 |
| S1 |
1.0746 |
1.0746 |
1.0842 |
1.0775 |
| S2 |
1.0633 |
1.0633 |
1.0827 |
|
| S3 |
1.0463 |
1.0575 |
1.0811 |
|
| S4 |
1.0292 |
1.0405 |
1.0764 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1417 |
1.0985 |
|
| R3 |
1.1285 |
1.1187 |
1.0921 |
|
| R2 |
1.1054 |
1.1054 |
1.0900 |
|
| R1 |
1.0956 |
1.0956 |
1.0879 |
1.0890 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0791 |
| S1 |
1.0726 |
1.0726 |
1.0837 |
1.0660 |
| S2 |
1.0593 |
1.0593 |
1.0816 |
|
| S3 |
1.0363 |
1.0495 |
1.0795 |
|
| S4 |
1.0132 |
1.0265 |
1.0731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0692 |
0.0261 |
2.4% |
0.0145 |
1.3% |
64% |
False |
True |
21,274 |
| 10 |
1.0953 |
1.0692 |
0.0261 |
2.4% |
0.0114 |
1.1% |
64% |
False |
True |
17,713 |
| 20 |
1.0967 |
1.0692 |
0.0275 |
2.5% |
0.0103 |
1.0% |
61% |
False |
True |
15,397 |
| 40 |
1.0967 |
1.0273 |
0.0694 |
6.4% |
0.0103 |
1.0% |
84% |
False |
False |
7,789 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0091 |
0.8% |
89% |
False |
False |
5,199 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0083 |
0.8% |
89% |
False |
False |
3,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1308 |
|
1.618 |
1.1138 |
|
1.000 |
1.1033 |
|
0.618 |
1.0967 |
|
HIGH |
1.0862 |
|
0.618 |
1.0797 |
|
0.500 |
1.0777 |
|
0.382 |
1.0757 |
|
LOW |
1.0692 |
|
0.618 |
1.0586 |
|
1.000 |
1.0521 |
|
1.618 |
1.0416 |
|
2.618 |
1.0245 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0835 |
| PP |
1.0804 |
1.0812 |
| S1 |
1.0777 |
1.0789 |
|