CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0979 |
0.0066 |
0.6% |
1.0854 |
| High |
1.1071 |
1.0993 |
-0.0079 |
-0.7% |
1.0985 |
| Low |
1.0880 |
1.0942 |
0.0062 |
0.6% |
1.0719 |
| Close |
1.0983 |
1.0984 |
0.0002 |
0.0% |
1.0855 |
| Range |
0.0191 |
0.0051 |
-0.0141 |
-73.6% |
0.0266 |
| ATR |
0.0116 |
0.0111 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
27,085 |
17,074 |
-10,011 |
-37.0% |
100,227 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1105 |
1.1012 |
|
| R3 |
1.1074 |
1.1054 |
1.0998 |
|
| R2 |
1.1023 |
1.1023 |
1.0993 |
|
| R1 |
1.1004 |
1.1004 |
1.0989 |
1.1014 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0978 |
| S1 |
1.0953 |
1.0953 |
1.0979 |
1.0963 |
| S2 |
1.0922 |
1.0922 |
1.0975 |
|
| S3 |
1.0872 |
1.0903 |
1.0970 |
|
| S4 |
1.0821 |
1.0852 |
1.0956 |
|
|
| 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 |
1.1071 |
1.0719 |
0.0352 |
3.2% |
0.0114 |
1.0% |
75% |
False |
False |
22,618 |
| 10 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0123 |
1.1% |
77% |
False |
False |
21,516 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0110 |
1.0% |
77% |
False |
False |
19,046 |
| 40 |
1.1071 |
1.0567 |
0.0504 |
4.6% |
0.0101 |
0.9% |
83% |
False |
False |
12,119 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0101 |
0.9% |
92% |
False |
False |
8,093 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0091 |
0.8% |
92% |
False |
False |
6,073 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0081 |
0.7% |
92% |
False |
False |
4,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.1125 |
|
1.618 |
1.1074 |
|
1.000 |
1.1043 |
|
0.618 |
1.1024 |
|
HIGH |
1.0993 |
|
0.618 |
1.0973 |
|
0.500 |
1.0967 |
|
0.382 |
1.0961 |
|
LOW |
1.0942 |
|
0.618 |
1.0911 |
|
1.000 |
1.0892 |
|
1.618 |
1.0860 |
|
2.618 |
1.0810 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0973 |
| PP |
1.0973 |
1.0962 |
| S1 |
1.0967 |
1.0951 |
|