CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0799 |
-0.0015 |
-0.1% |
1.0800 |
| High |
1.0851 |
1.0951 |
0.0101 |
0.9% |
1.0853 |
| Low |
1.0776 |
1.0782 |
0.0006 |
0.1% |
1.0700 |
| Close |
1.0786 |
1.0887 |
0.0101 |
0.9% |
1.0828 |
| Range |
0.0075 |
0.0169 |
0.0095 |
126.8% |
0.0153 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.4% |
0.0000 |
| Volume |
5,024 |
18,408 |
13,384 |
266.4% |
6,945 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1302 |
1.0979 |
|
| R3 |
1.1211 |
1.1133 |
1.0933 |
|
| R2 |
1.1042 |
1.1042 |
1.0917 |
|
| R1 |
1.0964 |
1.0964 |
1.0902 |
1.1003 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0893 |
| S1 |
1.0795 |
1.0795 |
1.0871 |
1.0834 |
| S2 |
1.0704 |
1.0704 |
1.0856 |
|
| S3 |
1.0535 |
1.0626 |
1.0840 |
|
| S4 |
1.0366 |
1.0457 |
1.0794 |
|
|
| 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 |
1.0951 |
1.0719 |
0.0232 |
2.1% |
0.0099 |
0.9% |
72% |
True |
False |
5,913 |
| 10 |
1.0951 |
1.0606 |
0.0345 |
3.2% |
0.0104 |
1.0% |
81% |
True |
False |
3,156 |
| 20 |
1.0951 |
1.0567 |
0.0384 |
3.5% |
0.0090 |
0.8% |
83% |
True |
False |
1,604 |
| 40 |
1.0951 |
1.0010 |
0.0941 |
8.6% |
0.0091 |
0.8% |
93% |
True |
False |
820 |
| 60 |
1.0951 |
1.0010 |
0.0941 |
8.6% |
0.0081 |
0.7% |
93% |
True |
False |
552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1393 |
|
1.618 |
1.1224 |
|
1.000 |
1.1120 |
|
0.618 |
1.1055 |
|
HIGH |
1.0951 |
|
0.618 |
1.0886 |
|
0.500 |
1.0867 |
|
0.382 |
1.0847 |
|
LOW |
1.0782 |
|
0.618 |
1.0678 |
|
1.000 |
1.0613 |
|
1.618 |
1.0509 |
|
2.618 |
1.0340 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0878 |
| PP |
1.0873 |
1.0870 |
| S1 |
1.0867 |
1.0862 |
|