CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0904 |
-0.0029 |
-0.3% |
1.0853 |
| High |
1.0975 |
1.0934 |
-0.0041 |
-0.4% |
1.1071 |
| Low |
1.0876 |
1.0832 |
-0.0045 |
-0.4% |
1.0831 |
| Close |
1.0895 |
1.0889 |
-0.0006 |
-0.1% |
1.0922 |
| Range |
0.0099 |
0.0103 |
0.0004 |
4.1% |
0.0240 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
15,647 |
14,524 |
-1,123 |
-7.2% |
92,002 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1143 |
1.0945 |
|
| R3 |
1.1090 |
1.1041 |
1.0917 |
|
| R2 |
1.0987 |
1.0987 |
1.0908 |
|
| R1 |
1.0938 |
1.0938 |
1.0898 |
1.0912 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0872 |
| S1 |
1.0836 |
1.0836 |
1.0880 |
1.0809 |
| S2 |
1.0782 |
1.0782 |
1.0870 |
|
| S3 |
1.0680 |
1.0733 |
1.0861 |
|
| S4 |
1.0577 |
1.0631 |
1.0833 |
|
|
| 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 |
1.0832 |
0.0240 |
2.2% |
0.0111 |
1.0% |
24% |
False |
True |
18,555 |
| 10 |
1.1071 |
1.0719 |
0.0352 |
3.2% |
0.0110 |
1.0% |
48% |
False |
False |
19,756 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0113 |
1.0% |
52% |
False |
False |
19,278 |
| 40 |
1.1071 |
1.0606 |
0.0465 |
4.3% |
0.0105 |
1.0% |
61% |
False |
False |
13,331 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0103 |
0.9% |
83% |
False |
False |
8,903 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0091 |
0.8% |
83% |
False |
False |
6,680 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0082 |
0.8% |
83% |
False |
False |
5,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.1202 |
|
1.618 |
1.1100 |
|
1.000 |
1.1037 |
|
0.618 |
1.0997 |
|
HIGH |
1.0934 |
|
0.618 |
1.0895 |
|
0.500 |
1.0883 |
|
0.382 |
1.0871 |
|
LOW |
1.0832 |
|
0.618 |
1.0768 |
|
1.000 |
1.0729 |
|
1.618 |
1.0666 |
|
2.618 |
1.0563 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0915 |
| PP |
1.0885 |
1.0906 |
| S1 |
1.0883 |
1.0898 |
|