CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0853 |
0.0008 |
0.1% |
1.0854 |
| High |
1.0870 |
1.0950 |
0.0081 |
0.7% |
1.0985 |
| Low |
1.0799 |
1.0831 |
0.0032 |
0.3% |
1.0719 |
| Close |
1.0855 |
1.0910 |
0.0056 |
0.5% |
1.0855 |
| Range |
0.0071 |
0.0119 |
0.0049 |
68.8% |
0.0266 |
| ATR |
0.0110 |
0.0110 |
0.0001 |
0.6% |
0.0000 |
| Volume |
18,354 |
29,395 |
11,041 |
60.2% |
100,227 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1201 |
1.0975 |
|
| R3 |
1.1135 |
1.1082 |
1.0943 |
|
| R2 |
1.1016 |
1.1016 |
1.0932 |
|
| R1 |
1.0963 |
1.0963 |
1.0921 |
1.0990 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0910 |
| S1 |
1.0844 |
1.0844 |
1.0899 |
1.0871 |
| S2 |
1.0778 |
1.0778 |
1.0888 |
|
| S3 |
1.0659 |
1.0725 |
1.0877 |
|
| S4 |
1.0540 |
1.0606 |
1.0845 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1517 |
1.1001 |
|
| R3 |
1.1384 |
1.1252 |
1.0928 |
|
| R2 |
1.1118 |
1.1118 |
1.0903 |
|
| R1 |
1.0986 |
1.0986 |
1.0879 |
1.1052 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0886 |
| S1 |
1.0721 |
1.0721 |
1.0830 |
1.0787 |
| S2 |
1.0587 |
1.0587 |
1.0806 |
|
| S3 |
1.0322 |
1.0455 |
1.0781 |
|
| S4 |
1.0056 |
1.0190 |
1.0708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0950 |
1.0719 |
0.0231 |
2.1% |
0.0109 |
1.0% |
83% |
True |
False |
20,956 |
| 10 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0133 |
1.2% |
75% |
False |
False |
21,829 |
| 20 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0107 |
1.0% |
75% |
False |
False |
18,420 |
| 40 |
1.0985 |
1.0567 |
0.0418 |
3.8% |
0.0099 |
0.9% |
82% |
False |
False |
11,017 |
| 60 |
1.0985 |
1.0010 |
0.0975 |
8.9% |
0.0100 |
0.9% |
92% |
False |
False |
7,358 |
| 80 |
1.0985 |
1.0010 |
0.0975 |
8.9% |
0.0089 |
0.8% |
92% |
False |
False |
5,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1456 |
|
2.618 |
1.1262 |
|
1.618 |
1.1143 |
|
1.000 |
1.1069 |
|
0.618 |
1.1024 |
|
HIGH |
1.0950 |
|
0.618 |
1.0905 |
|
0.500 |
1.0891 |
|
0.382 |
1.0876 |
|
LOW |
1.0831 |
|
0.618 |
1.0757 |
|
1.000 |
1.0712 |
|
1.618 |
1.0638 |
|
2.618 |
1.0519 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0885 |
| PP |
1.0897 |
1.0860 |
| S1 |
1.0891 |
1.0835 |
|