CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0937 |
0.0043 |
0.4% |
1.0800 |
| High |
1.0967 |
1.0943 |
-0.0024 |
-0.2% |
1.0853 |
| Low |
1.0872 |
1.0840 |
-0.0032 |
-0.3% |
1.0700 |
| Close |
1.0930 |
1.0879 |
-0.0052 |
-0.5% |
1.0828 |
| Range |
0.0095 |
0.0103 |
0.0008 |
8.5% |
0.0153 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.1% |
0.0000 |
| Volume |
22,273 |
18,007 |
-4,266 |
-19.2% |
6,945 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1139 |
1.0935 |
|
| R3 |
1.1092 |
1.1037 |
1.0907 |
|
| R2 |
1.0990 |
1.0990 |
1.0897 |
|
| R1 |
1.0934 |
1.0934 |
1.0888 |
1.0911 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0875 |
| S1 |
1.0832 |
1.0832 |
1.0869 |
1.0808 |
| S2 |
1.0785 |
1.0785 |
1.0860 |
|
| S3 |
1.0682 |
1.0729 |
1.0850 |
|
| S4 |
1.0580 |
1.0627 |
1.0822 |
|
|
| 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 |
1.0967 |
1.0773 |
0.0194 |
1.8% |
0.0104 |
1.0% |
55% |
False |
False |
13,720 |
| 10 |
1.0967 |
1.0700 |
0.0267 |
2.4% |
0.0101 |
0.9% |
67% |
False |
False |
7,109 |
| 20 |
1.0967 |
1.0567 |
0.0400 |
3.7% |
0.0092 |
0.8% |
78% |
False |
False |
3,613 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0096 |
0.9% |
91% |
False |
False |
1,827 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0083 |
0.8% |
91% |
False |
False |
1,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1378 |
|
2.618 |
1.1211 |
|
1.618 |
1.1108 |
|
1.000 |
1.1045 |
|
0.618 |
1.1006 |
|
HIGH |
1.0943 |
|
0.618 |
1.0903 |
|
0.500 |
1.0891 |
|
0.382 |
1.0879 |
|
LOW |
1.0840 |
|
0.618 |
1.0777 |
|
1.000 |
1.0738 |
|
1.618 |
1.0674 |
|
2.618 |
1.0572 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0877 |
| PP |
1.0887 |
1.0876 |
| S1 |
1.0883 |
1.0874 |
|