CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0916 |
-0.0032 |
-0.3% |
1.0932 |
| High |
1.0970 |
1.0929 |
-0.0042 |
-0.4% |
1.0975 |
| Low |
1.0891 |
1.0872 |
-0.0019 |
-0.2% |
1.0832 |
| Close |
1.0922 |
1.0905 |
-0.0017 |
-0.2% |
1.0905 |
| Range |
0.0080 |
0.0057 |
-0.0023 |
-28.9% |
0.0143 |
| ATR |
0.0106 |
0.0103 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
14,795 |
12,139 |
-2,656 |
-18.0% |
68,536 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1045 |
1.0936 |
|
| R3 |
1.1015 |
1.0988 |
1.0921 |
|
| R2 |
1.0958 |
1.0958 |
1.0915 |
|
| R1 |
1.0932 |
1.0932 |
1.0910 |
1.0917 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0894 |
| S1 |
1.0875 |
1.0875 |
1.0900 |
1.0860 |
| S2 |
1.0845 |
1.0845 |
1.0895 |
|
| S3 |
1.0789 |
1.0819 |
1.0889 |
|
| S4 |
1.0732 |
1.0762 |
1.0874 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1262 |
1.0984 |
|
| R3 |
1.1190 |
1.1119 |
1.0944 |
|
| R2 |
1.1047 |
1.1047 |
1.0931 |
|
| R1 |
1.0976 |
1.0976 |
1.0918 |
1.0940 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0886 |
| S1 |
1.0833 |
1.0833 |
1.0892 |
1.0797 |
| S2 |
1.0761 |
1.0761 |
1.0879 |
|
| S3 |
1.0618 |
1.0690 |
1.0866 |
|
| S4 |
1.0475 |
1.0547 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0975 |
1.0832 |
0.0143 |
1.3% |
0.0085 |
0.8% |
51% |
False |
False |
13,707 |
| 10 |
1.1071 |
1.0799 |
0.0272 |
2.5% |
0.0097 |
0.9% |
39% |
False |
False |
17,889 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0114 |
1.0% |
56% |
False |
False |
19,172 |
| 40 |
1.1071 |
1.0606 |
0.0465 |
4.3% |
0.0104 |
1.0% |
64% |
False |
False |
14,285 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0103 |
0.9% |
84% |
False |
False |
9,541 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0092 |
0.8% |
84% |
False |
False |
7,159 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0084 |
0.8% |
84% |
False |
False |
5,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1076 |
|
1.618 |
1.1020 |
|
1.000 |
1.0985 |
|
0.618 |
1.0963 |
|
HIGH |
1.0929 |
|
0.618 |
1.0907 |
|
0.500 |
1.0900 |
|
0.382 |
1.0894 |
|
LOW |
1.0872 |
|
0.618 |
1.0837 |
|
1.000 |
1.0816 |
|
1.618 |
1.0781 |
|
2.618 |
1.0724 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0921 |
| PP |
1.0902 |
1.0915 |
| S1 |
1.0900 |
1.0910 |
|