CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1024 |
0.0003 |
0.0% |
1.0890 |
| High |
1.1022 |
1.1024 |
0.0003 |
0.0% |
1.1013 |
| Low |
1.1022 |
1.0910 |
-0.0112 |
-1.0% |
1.0820 |
| Close |
1.1022 |
1.0922 |
-0.0100 |
-0.9% |
1.0969 |
| Range |
0.0000 |
0.0114 |
0.0114 |
|
0.0193 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.3% |
0.0000 |
| Volume |
7 |
29 |
22 |
314.3% |
70 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1222 |
1.0984 |
|
| R3 |
1.1180 |
1.1108 |
1.0953 |
|
| R2 |
1.1066 |
1.1066 |
1.0942 |
|
| R1 |
1.0994 |
1.0994 |
1.0932 |
1.0973 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0941 |
| S1 |
1.0880 |
1.0880 |
1.0911 |
1.0859 |
| S2 |
1.0838 |
1.0838 |
1.0901 |
|
| S3 |
1.0724 |
1.0766 |
1.0890 |
|
| S4 |
1.0610 |
1.0652 |
1.0859 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1434 |
1.1075 |
|
| R3 |
1.1320 |
1.1241 |
1.1022 |
|
| R2 |
1.1127 |
1.1127 |
1.1004 |
|
| R1 |
1.1048 |
1.1048 |
1.0987 |
1.1088 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0954 |
| S1 |
1.0855 |
1.0855 |
1.0951 |
1.0895 |
| S2 |
1.0741 |
1.0741 |
1.0934 |
|
| S3 |
1.0548 |
1.0662 |
1.0916 |
|
| S4 |
1.0355 |
1.0469 |
1.0863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1322 |
|
1.618 |
1.1208 |
|
1.000 |
1.1138 |
|
0.618 |
1.1094 |
|
HIGH |
1.1024 |
|
0.618 |
1.0980 |
|
0.500 |
1.0967 |
|
0.382 |
1.0954 |
|
LOW |
1.0910 |
|
0.618 |
1.0840 |
|
1.000 |
1.0796 |
|
1.618 |
1.0726 |
|
2.618 |
1.0612 |
|
4.250 |
1.0426 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.1000 |
| PP |
1.0952 |
1.0974 |
| S1 |
1.0937 |
1.0948 |
|