CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0805 |
-0.0104 |
-1.0% |
1.0880 |
| High |
1.0935 |
1.0859 |
-0.0077 |
-0.7% |
1.0922 |
| Low |
1.0786 |
1.0719 |
-0.0067 |
-0.6% |
1.0692 |
| Close |
1.0810 |
1.0834 |
0.0024 |
0.2% |
1.0858 |
| Range |
0.0149 |
0.0140 |
-0.0010 |
-6.4% |
0.0231 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.9% |
0.0000 |
| Volume |
21,224 |
21,182 |
-42 |
-0.2% |
88,669 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1167 |
1.0910 |
|
| R3 |
1.1083 |
1.1028 |
1.0872 |
|
| R2 |
1.0943 |
1.0943 |
1.0859 |
|
| R1 |
1.0888 |
1.0888 |
1.0846 |
1.0916 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0817 |
| S1 |
1.0749 |
1.0749 |
1.0821 |
1.0776 |
| S2 |
1.0664 |
1.0664 |
1.0808 |
|
| S3 |
1.0525 |
1.0609 |
1.0795 |
|
| S4 |
1.0385 |
1.0470 |
1.0757 |
|
|
| 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% |
0.0133 |
1.2% |
48% |
False |
False |
20,473 |
| 10 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0131 |
1.2% |
48% |
False |
False |
20,456 |
| 20 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0107 |
1.0% |
48% |
False |
False |
18,047 |
| 40 |
1.0985 |
1.0567 |
0.0418 |
3.9% |
0.0099 |
0.9% |
64% |
False |
False |
9,825 |
| 60 |
1.0985 |
1.0010 |
0.0975 |
9.0% |
0.0097 |
0.9% |
85% |
False |
False |
6,563 |
| 80 |
1.0985 |
1.0010 |
0.0975 |
9.0% |
0.0087 |
0.8% |
85% |
False |
False |
4,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1224 |
|
1.618 |
1.1084 |
|
1.000 |
1.0998 |
|
0.618 |
1.0945 |
|
HIGH |
1.0859 |
|
0.618 |
1.0805 |
|
0.500 |
1.0789 |
|
0.382 |
1.0772 |
|
LOW |
1.0719 |
|
0.618 |
1.0633 |
|
1.000 |
1.0580 |
|
1.618 |
1.0493 |
|
2.618 |
1.0354 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0834 |
| PP |
1.0804 |
1.0834 |
| S1 |
1.0789 |
1.0834 |
|