CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0977 |
-0.0002 |
0.0% |
1.0853 |
| High |
1.0993 |
1.0998 |
0.0005 |
0.0% |
1.1071 |
| Low |
1.0942 |
1.0886 |
-0.0056 |
-0.5% |
1.0831 |
| Close |
1.0984 |
1.0922 |
-0.0062 |
-0.6% |
1.0922 |
| Range |
0.0051 |
0.0112 |
0.0061 |
120.8% |
0.0240 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17,074 |
18,448 |
1,374 |
8.0% |
92,002 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1207 |
1.0983 |
|
| R3 |
1.1158 |
1.1096 |
1.0953 |
|
| R2 |
1.1047 |
1.1047 |
1.0942 |
|
| R1 |
1.0984 |
1.0984 |
1.0932 |
1.0960 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0923 |
| S1 |
1.0873 |
1.0873 |
1.0912 |
1.0848 |
| S2 |
1.0824 |
1.0824 |
1.0902 |
|
| S3 |
1.0712 |
1.0761 |
1.0891 |
|
| S4 |
1.0601 |
1.0650 |
1.0861 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1532 |
1.1054 |
|
| R3 |
1.1421 |
1.1292 |
1.0988 |
|
| R2 |
1.1181 |
1.1181 |
1.0966 |
|
| R1 |
1.1052 |
1.1052 |
1.0944 |
1.1117 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0974 |
| S1 |
1.0812 |
1.0812 |
1.0900 |
1.0877 |
| S2 |
1.0701 |
1.0701 |
1.0878 |
|
| S3 |
1.0461 |
1.0572 |
1.0856 |
|
| S4 |
1.0221 |
1.0332 |
1.0790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1071 |
1.0799 |
0.0272 |
2.5% |
0.0109 |
1.0% |
45% |
False |
False |
22,071 |
| 10 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0121 |
1.1% |
61% |
False |
False |
21,272 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0112 |
1.0% |
61% |
False |
False |
19,063 |
| 40 |
1.1071 |
1.0606 |
0.0465 |
4.3% |
0.0103 |
0.9% |
68% |
False |
False |
12,580 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0102 |
0.9% |
86% |
False |
False |
8,400 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0091 |
0.8% |
86% |
False |
False |
6,303 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0081 |
0.7% |
86% |
False |
False |
5,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1471 |
|
2.618 |
1.1289 |
|
1.618 |
1.1178 |
|
1.000 |
1.1109 |
|
0.618 |
1.1066 |
|
HIGH |
1.0998 |
|
0.618 |
1.0955 |
|
0.500 |
1.0942 |
|
0.382 |
1.0929 |
|
LOW |
1.0886 |
|
0.618 |
1.0817 |
|
1.000 |
1.0775 |
|
1.618 |
1.0706 |
|
2.618 |
1.0594 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0976 |
| PP |
1.0935 |
1.0958 |
| S1 |
1.0929 |
1.0940 |
|