CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0900 |
-0.0124 |
-1.1% |
1.0890 |
| High |
1.1024 |
1.0947 |
-0.0078 |
-0.7% |
1.1013 |
| Low |
1.0910 |
1.0860 |
-0.0050 |
-0.5% |
1.0820 |
| Close |
1.0922 |
1.0947 |
0.0025 |
0.2% |
1.0969 |
| Range |
0.0114 |
0.0087 |
-0.0028 |
-24.1% |
0.0193 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
29 |
25 |
-4 |
-13.8% |
70 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1148 |
1.0994 |
|
| R3 |
1.1091 |
1.1062 |
1.0970 |
|
| R2 |
1.1004 |
1.1004 |
1.0962 |
|
| R1 |
1.0975 |
1.0975 |
1.0954 |
1.0990 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0925 |
| S1 |
1.0889 |
1.0889 |
1.0939 |
1.0903 |
| S2 |
1.0831 |
1.0831 |
1.0931 |
|
| S3 |
1.0745 |
1.0802 |
1.0923 |
|
| S4 |
1.0658 |
1.0716 |
1.0899 |
|
|
| 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 |
1.1314 |
|
2.618 |
1.1173 |
|
1.618 |
1.1086 |
|
1.000 |
1.1033 |
|
0.618 |
1.1000 |
|
HIGH |
1.0947 |
|
0.618 |
1.0913 |
|
0.500 |
1.0903 |
|
0.382 |
1.0893 |
|
LOW |
1.0860 |
|
0.618 |
1.0807 |
|
1.000 |
1.0774 |
|
1.618 |
1.0720 |
|
2.618 |
1.0634 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0945 |
| PP |
1.0918 |
1.0944 |
| S1 |
1.0903 |
1.0942 |
|