CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0909 |
-0.0021 |
-0.2% |
1.0880 |
| High |
1.0949 |
1.0935 |
-0.0014 |
-0.1% |
1.0922 |
| Low |
1.0882 |
1.0786 |
-0.0096 |
-0.9% |
1.0692 |
| Close |
1.0909 |
1.0810 |
-0.0099 |
-0.9% |
1.0858 |
| Range |
0.0068 |
0.0149 |
0.0082 |
120.7% |
0.0231 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.7% |
0.0000 |
| Volume |
14,628 |
21,224 |
6,596 |
45.1% |
88,669 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1199 |
1.0891 |
|
| R3 |
1.1142 |
1.1050 |
1.0850 |
|
| R2 |
1.0993 |
1.0993 |
1.0837 |
|
| R1 |
1.0901 |
1.0901 |
1.0823 |
1.0872 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0829 |
| S1 |
1.0752 |
1.0752 |
1.0796 |
1.0723 |
| S2 |
1.0695 |
1.0695 |
1.0782 |
|
| S3 |
1.0546 |
1.0603 |
1.0769 |
|
| S4 |
1.0397 |
1.0454 |
1.0728 |
|
|
| 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% |
0.0132 |
1.2% |
40% |
False |
False |
20,414 |
| 10 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0124 |
1.2% |
40% |
False |
False |
20,121 |
| 20 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0109 |
1.0% |
40% |
False |
False |
17,908 |
| 40 |
1.0985 |
1.0567 |
0.0418 |
3.9% |
0.0097 |
0.9% |
58% |
False |
False |
9,296 |
| 60 |
1.0985 |
1.0010 |
0.0975 |
9.0% |
0.0094 |
0.9% |
82% |
False |
False |
6,210 |
| 80 |
1.0985 |
1.0010 |
0.0975 |
9.0% |
0.0086 |
0.8% |
82% |
False |
False |
4,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1325 |
|
1.618 |
1.1176 |
|
1.000 |
1.1084 |
|
0.618 |
1.1027 |
|
HIGH |
1.0935 |
|
0.618 |
1.0878 |
|
0.500 |
1.0861 |
|
0.382 |
1.0843 |
|
LOW |
1.0786 |
|
0.618 |
1.0694 |
|
1.000 |
1.0637 |
|
1.618 |
1.0545 |
|
2.618 |
1.0396 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0885 |
| PP |
1.0844 |
1.0860 |
| S1 |
1.0827 |
1.0835 |
|