CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 25-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0896 |
-0.0008 |
-0.1% |
1.0853 |
| High |
1.0934 |
1.0957 |
0.0023 |
0.2% |
1.1071 |
| Low |
1.0832 |
1.0871 |
0.0040 |
0.4% |
1.0831 |
| Close |
1.0889 |
1.0952 |
0.0063 |
0.6% |
1.0922 |
| Range |
0.0103 |
0.0086 |
-0.0017 |
-16.1% |
0.0240 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
14,524 |
11,431 |
-3,093 |
-21.3% |
92,002 |
|
| Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1154 |
1.0999 |
|
| R3 |
1.1099 |
1.1068 |
1.0975 |
|
| R2 |
1.1013 |
1.1013 |
1.0967 |
|
| R1 |
1.0982 |
1.0982 |
1.0959 |
1.0997 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0934 |
| S1 |
1.0896 |
1.0896 |
1.0944 |
1.0911 |
| S2 |
1.0841 |
1.0841 |
1.0936 |
|
| S3 |
1.0755 |
1.0810 |
1.0928 |
|
| S4 |
1.0669 |
1.0724 |
1.0904 |
|
|
| 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 |
1.0998 |
1.0832 |
0.0166 |
1.5% |
0.0090 |
0.8% |
72% |
False |
False |
15,424 |
| 10 |
1.1071 |
1.0719 |
0.0352 |
3.2% |
0.0112 |
1.0% |
66% |
False |
False |
19,436 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0114 |
1.0% |
69% |
False |
False |
19,269 |
| 40 |
1.1071 |
1.0606 |
0.0465 |
4.2% |
0.0105 |
1.0% |
74% |
False |
False |
13,616 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0103 |
0.9% |
89% |
False |
False |
9,092 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0092 |
0.8% |
89% |
False |
False |
6,823 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0083 |
0.8% |
89% |
False |
False |
5,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1182 |
|
1.618 |
1.1096 |
|
1.000 |
1.1043 |
|
0.618 |
1.1010 |
|
HIGH |
1.0957 |
|
0.618 |
1.0924 |
|
0.500 |
1.0914 |
|
0.382 |
1.0904 |
|
LOW |
1.0871 |
|
0.618 |
1.0818 |
|
1.000 |
1.0785 |
|
1.618 |
1.0732 |
|
2.618 |
1.0646 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 25-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0935 |
| PP |
1.0927 |
1.0919 |
| S1 |
1.0914 |
1.0903 |
|