CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0948 |
0.0052 |
0.5% |
1.0853 |
| High |
1.0957 |
1.0970 |
0.0013 |
0.1% |
1.1071 |
| Low |
1.0871 |
1.0891 |
0.0020 |
0.2% |
1.0831 |
| Close |
1.0952 |
1.0922 |
-0.0030 |
-0.3% |
1.0922 |
| Range |
0.0086 |
0.0080 |
-0.0007 |
-7.6% |
0.0240 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
11,431 |
14,795 |
3,364 |
29.4% |
92,002 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1124 |
1.0966 |
|
| R3 |
1.1087 |
1.1044 |
1.0944 |
|
| R2 |
1.1007 |
1.1007 |
1.0937 |
|
| R1 |
1.0965 |
1.0965 |
1.0929 |
1.0946 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0918 |
| S1 |
1.0885 |
1.0885 |
1.0915 |
1.0867 |
| S2 |
1.0848 |
1.0848 |
1.0907 |
|
| S3 |
1.0769 |
1.0806 |
1.0900 |
|
| S4 |
1.0689 |
1.0726 |
1.0878 |
|
|
| 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% |
0.0096 |
0.9% |
55% |
False |
False |
14,969 |
| 10 |
1.1071 |
1.0719 |
0.0352 |
3.2% |
0.0105 |
1.0% |
58% |
False |
False |
18,793 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0115 |
1.0% |
61% |
False |
False |
19,457 |
| 40 |
1.1071 |
1.0606 |
0.0465 |
4.3% |
0.0104 |
1.0% |
68% |
False |
False |
13,985 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0103 |
0.9% |
86% |
False |
False |
9,338 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0091 |
0.8% |
86% |
False |
False |
7,008 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0084 |
0.8% |
86% |
False |
False |
5,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1178 |
|
1.618 |
1.1099 |
|
1.000 |
1.1050 |
|
0.618 |
1.1019 |
|
HIGH |
1.0970 |
|
0.618 |
1.0940 |
|
0.500 |
1.0930 |
|
0.382 |
1.0921 |
|
LOW |
1.0891 |
|
0.618 |
1.0841 |
|
1.000 |
1.0811 |
|
1.618 |
1.0762 |
|
2.618 |
1.0682 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0915 |
| PP |
1.0928 |
1.0908 |
| S1 |
1.0925 |
1.0901 |
|