CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0951 |
0.0069 |
0.6% |
1.0994 |
| High |
1.0966 |
1.1042 |
0.0076 |
0.7% |
1.1153 |
| Low |
1.0847 |
1.0922 |
0.0075 |
0.7% |
1.0803 |
| Close |
1.0946 |
1.1013 |
0.0068 |
0.6% |
1.0920 |
| Range |
0.0120 |
0.0120 |
0.0001 |
0.4% |
0.0350 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0000 |
| Volume |
13,501 |
14,819 |
1,318 |
9.8% |
152,560 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1303 |
1.1079 |
|
| R3 |
1.1232 |
1.1183 |
1.1046 |
|
| R2 |
1.1112 |
1.1112 |
1.1035 |
|
| R1 |
1.1063 |
1.1063 |
1.1024 |
1.1087 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.1004 |
| S1 |
1.0943 |
1.0943 |
1.1002 |
1.0967 |
| S2 |
1.0872 |
1.0872 |
1.0991 |
|
| S3 |
1.0752 |
1.0823 |
1.0980 |
|
| S4 |
1.0632 |
1.0703 |
1.0947 |
|
|
| 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 |
1.1042 |
1.0803 |
0.0239 |
2.2% |
0.0109 |
1.0% |
88% |
True |
False |
17,635 |
| 10 |
1.1153 |
1.0735 |
0.0418 |
3.8% |
0.0134 |
1.2% |
67% |
False |
False |
26,023 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0108 |
1.0% |
68% |
False |
False |
15,483 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0089 |
0.8% |
63% |
False |
False |
7,758 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0082 |
0.7% |
63% |
False |
False |
5,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1356 |
|
1.618 |
1.1236 |
|
1.000 |
1.1162 |
|
0.618 |
1.1116 |
|
HIGH |
1.1042 |
|
0.618 |
1.0996 |
|
0.500 |
1.0982 |
|
0.382 |
1.0967 |
|
LOW |
1.0922 |
|
0.618 |
1.0847 |
|
1.000 |
1.0802 |
|
1.618 |
1.0727 |
|
2.618 |
1.0607 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.0990 |
| PP |
1.0992 |
1.0967 |
| S1 |
1.0982 |
1.0944 |
|