CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.0837 |
-0.0221 |
-2.0% |
1.0799 |
| High |
1.1079 |
1.0948 |
-0.0131 |
-1.2% |
1.1021 |
| Low |
1.0833 |
1.0803 |
-0.0030 |
-0.3% |
1.0714 |
| Close |
1.0889 |
1.0865 |
-0.0025 |
-0.2% |
1.0975 |
| Range |
0.0246 |
0.0145 |
-0.0101 |
-41.1% |
0.0307 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.5% |
0.0000 |
| Volume |
38,405 |
30,107 |
-8,298 |
-21.6% |
112,745 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1231 |
1.0944 |
|
| R3 |
1.1162 |
1.1086 |
1.0904 |
|
| R2 |
1.1017 |
1.1017 |
1.0891 |
|
| R1 |
1.0941 |
1.0941 |
1.0878 |
1.0979 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0891 |
| S1 |
1.0796 |
1.0796 |
1.0851 |
1.0834 |
| S2 |
1.0727 |
1.0727 |
1.0838 |
|
| S3 |
1.0582 |
1.0651 |
1.0825 |
|
| S4 |
1.0437 |
1.0506 |
1.0785 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1705 |
1.1144 |
|
| R3 |
1.1516 |
1.1399 |
1.1059 |
|
| R2 |
1.1210 |
1.1210 |
1.1031 |
|
| R1 |
1.1092 |
1.1092 |
1.1003 |
1.1151 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0933 |
| S1 |
1.0786 |
1.0786 |
1.0947 |
1.0845 |
| S2 |
1.0597 |
1.0597 |
1.0919 |
|
| S3 |
1.0290 |
1.0479 |
1.0891 |
|
| S4 |
0.9984 |
1.0173 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1153 |
1.0803 |
0.0350 |
3.2% |
0.0168 |
1.5% |
18% |
False |
True |
34,925 |
| 10 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0130 |
1.2% |
34% |
False |
False |
24,866 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0102 |
0.9% |
34% |
False |
False |
12,590 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0084 |
0.8% |
32% |
False |
False |
6,308 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0078 |
0.7% |
32% |
False |
False |
4,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1328 |
|
1.618 |
1.1183 |
|
1.000 |
1.1093 |
|
0.618 |
1.1038 |
|
HIGH |
1.0948 |
|
0.618 |
1.0893 |
|
0.500 |
1.0876 |
|
0.382 |
1.0858 |
|
LOW |
1.0803 |
|
0.618 |
1.0713 |
|
1.000 |
1.0658 |
|
1.618 |
1.0568 |
|
2.618 |
1.0423 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0961 |
| PP |
1.0872 |
1.0929 |
| S1 |
1.0868 |
1.0897 |
|