CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0804 |
0.0068 |
0.6% |
1.0800 |
| High |
1.0818 |
1.0853 |
0.0035 |
0.3% |
1.0853 |
| Low |
1.0729 |
1.0773 |
0.0044 |
0.4% |
1.0700 |
| Close |
1.0799 |
1.0828 |
0.0030 |
0.3% |
1.0828 |
| Range |
0.0089 |
0.0081 |
-0.0009 |
-9.6% |
0.0153 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
551 |
4,891 |
4,340 |
787.7% |
6,945 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1024 |
1.0872 |
|
| R3 |
1.0979 |
1.0944 |
1.0850 |
|
| R2 |
1.0898 |
1.0898 |
1.0843 |
|
| R1 |
1.0863 |
1.0863 |
1.0835 |
1.0881 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0827 |
| S1 |
1.0783 |
1.0783 |
1.0821 |
1.0800 |
| S2 |
1.0737 |
1.0737 |
1.0813 |
|
| S3 |
1.0657 |
1.0702 |
1.0806 |
|
| S4 |
1.0576 |
1.0622 |
1.0784 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1193 |
1.0912 |
|
| R3 |
1.1100 |
1.1040 |
1.0870 |
|
| R2 |
1.0947 |
1.0947 |
1.0856 |
|
| R1 |
1.0887 |
1.0887 |
1.0842 |
1.0917 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0809 |
| S1 |
1.0734 |
1.0734 |
1.0814 |
1.0764 |
| S2 |
1.0641 |
1.0641 |
1.0800 |
|
| S3 |
1.0488 |
1.0581 |
1.0786 |
|
| S4 |
1.0335 |
1.0428 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0700 |
0.0153 |
1.4% |
0.0089 |
0.8% |
84% |
True |
False |
1,389 |
| 10 |
1.0853 |
1.0606 |
0.0247 |
2.3% |
0.0096 |
0.9% |
90% |
True |
False |
831 |
| 20 |
1.0853 |
1.0481 |
0.0372 |
3.4% |
0.0097 |
0.9% |
93% |
True |
False |
439 |
| 40 |
1.0853 |
1.0010 |
0.0843 |
7.8% |
0.0087 |
0.8% |
97% |
True |
False |
235 |
| 60 |
1.0853 |
1.0010 |
0.0843 |
7.8% |
0.0077 |
0.7% |
97% |
True |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1064 |
|
1.618 |
1.0983 |
|
1.000 |
1.0934 |
|
0.618 |
1.0903 |
|
HIGH |
1.0853 |
|
0.618 |
1.0822 |
|
0.500 |
1.0813 |
|
0.382 |
1.0803 |
|
LOW |
1.0773 |
|
0.618 |
1.0723 |
|
1.000 |
1.0692 |
|
1.618 |
1.0642 |
|
2.618 |
1.0562 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0814 |
| PP |
1.0818 |
1.0800 |
| S1 |
1.0813 |
1.0786 |
|