CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0873 |
0.0036 |
0.3% |
1.0994 |
| High |
1.0948 |
1.0937 |
-0.0011 |
-0.1% |
1.1153 |
| Low |
1.0803 |
1.0865 |
0.0062 |
0.6% |
1.0803 |
| Close |
1.0865 |
1.0920 |
0.0055 |
0.5% |
1.0920 |
| Range |
0.0145 |
0.0073 |
-0.0073 |
-50.0% |
0.0350 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
30,107 |
17,618 |
-12,489 |
-41.5% |
152,560 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1095 |
1.0959 |
|
| R3 |
1.1052 |
1.1022 |
1.0939 |
|
| R2 |
1.0980 |
1.0980 |
1.0933 |
|
| R1 |
1.0950 |
1.0950 |
1.0926 |
1.0965 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0915 |
| S1 |
1.0877 |
1.0877 |
1.0913 |
1.0892 |
| S2 |
1.0835 |
1.0835 |
1.0906 |
|
| S3 |
1.0762 |
1.0805 |
1.0900 |
|
| S4 |
1.0690 |
1.0732 |
1.0880 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1813 |
1.1112 |
|
| R3 |
1.1657 |
1.1463 |
1.1016 |
|
| R2 |
1.1308 |
1.1308 |
1.0984 |
|
| R1 |
1.1114 |
1.1114 |
1.0952 |
1.1036 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0920 |
| S1 |
1.0764 |
1.0764 |
1.0887 |
1.0687 |
| S2 |
1.0609 |
1.0609 |
1.0855 |
|
| S3 |
1.0259 |
1.0415 |
1.0823 |
|
| S4 |
0.9910 |
1.0065 |
1.0727 |
|
|
| 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% |
0.0143 |
1.3% |
33% |
False |
False |
30,512 |
| 10 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0130 |
1.2% |
47% |
False |
False |
26,530 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0103 |
0.9% |
47% |
False |
False |
13,469 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0085 |
0.8% |
43% |
False |
False |
6,748 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0079 |
0.7% |
43% |
False |
False |
4,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1127 |
|
1.618 |
1.1054 |
|
1.000 |
1.1010 |
|
0.618 |
1.0982 |
|
HIGH |
1.0937 |
|
0.618 |
1.0909 |
|
0.500 |
1.0901 |
|
0.382 |
1.0892 |
|
LOW |
1.0865 |
|
0.618 |
1.0820 |
|
1.000 |
1.0792 |
|
1.618 |
1.0747 |
|
2.618 |
1.0675 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0941 |
| PP |
1.0907 |
1.0934 |
| S1 |
1.0901 |
1.0927 |
|