CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0753 |
1.0854 |
0.0102 |
0.9% |
1.0880 |
| High |
1.0862 |
1.0985 |
0.0123 |
1.1% |
1.0922 |
| Low |
1.0692 |
1.0848 |
0.0156 |
1.5% |
1.0692 |
| Close |
1.0858 |
1.0947 |
0.0089 |
0.8% |
1.0858 |
| Range |
0.0171 |
0.0137 |
-0.0034 |
-19.6% |
0.0231 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.9% |
0.0000 |
| Volume |
20,493 |
24,839 |
4,346 |
21.2% |
88,669 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1279 |
1.1022 |
|
| R3 |
1.1200 |
1.1142 |
1.0985 |
|
| R2 |
1.1063 |
1.1063 |
1.0972 |
|
| R1 |
1.1005 |
1.1005 |
1.0960 |
1.1034 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0941 |
| S1 |
1.0868 |
1.0868 |
1.0934 |
1.0897 |
| S2 |
1.0789 |
1.0789 |
1.0922 |
|
| S3 |
1.0652 |
1.0731 |
1.0909 |
|
| S4 |
1.0515 |
1.0594 |
1.0872 |
|
|
| 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 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0156 |
1.4% |
87% |
True |
False |
22,701 |
| 10 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0117 |
1.1% |
87% |
True |
False |
18,801 |
| 20 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0106 |
1.0% |
87% |
True |
False |
16,611 |
| 40 |
1.0985 |
1.0273 |
0.0712 |
6.5% |
0.0106 |
1.0% |
95% |
True |
False |
8,408 |
| 60 |
1.0985 |
1.0010 |
0.0975 |
8.9% |
0.0093 |
0.9% |
96% |
True |
False |
5,613 |
| 80 |
1.0985 |
1.0010 |
0.0975 |
8.9% |
0.0084 |
0.8% |
96% |
True |
False |
4,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1343 |
|
1.618 |
1.1206 |
|
1.000 |
1.1122 |
|
0.618 |
1.1069 |
|
HIGH |
1.0985 |
|
0.618 |
1.0932 |
|
0.500 |
1.0916 |
|
0.382 |
1.0900 |
|
LOW |
1.0848 |
|
0.618 |
1.0763 |
|
1.000 |
1.0711 |
|
1.618 |
1.0626 |
|
2.618 |
1.0489 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0911 |
| PP |
1.0926 |
1.0874 |
| S1 |
1.0916 |
1.0838 |
|