CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0879 |
-0.0058 |
-0.5% |
1.0814 |
| High |
1.0943 |
1.0912 |
-0.0031 |
-0.3% |
1.0967 |
| Low |
1.0840 |
1.0808 |
-0.0033 |
-0.3% |
1.0776 |
| Close |
1.0879 |
1.0822 |
-0.0057 |
-0.5% |
1.0822 |
| Range |
0.0103 |
0.0105 |
0.0002 |
2.0% |
0.0191 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.2% |
0.0000 |
| Volume |
18,007 |
18,872 |
865 |
4.8% |
82,584 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1096 |
1.0879 |
|
| R3 |
1.1056 |
1.0991 |
1.0851 |
|
| R2 |
1.0952 |
1.0952 |
1.0841 |
|
| R1 |
1.0887 |
1.0887 |
1.0832 |
1.0867 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0837 |
| S1 |
1.0782 |
1.0782 |
1.0812 |
1.0763 |
| S2 |
1.0743 |
1.0743 |
1.0803 |
|
| S3 |
1.0638 |
1.0678 |
1.0793 |
|
| S4 |
1.0534 |
1.0573 |
1.0765 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1315 |
1.0927 |
|
| R3 |
1.1236 |
1.1124 |
1.0874 |
|
| R2 |
1.1045 |
1.1045 |
1.0857 |
|
| R1 |
1.0934 |
1.0934 |
1.0839 |
1.0990 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0883 |
| S1 |
1.0743 |
1.0743 |
1.0805 |
1.0799 |
| S2 |
1.0664 |
1.0664 |
1.0787 |
|
| S3 |
1.0474 |
1.0553 |
1.0770 |
|
| S4 |
1.0283 |
1.0362 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0967 |
1.0776 |
0.0191 |
1.8% |
0.0109 |
1.0% |
24% |
False |
False |
16,516 |
| 10 |
1.0967 |
1.0700 |
0.0267 |
2.5% |
0.0099 |
0.9% |
46% |
False |
False |
8,952 |
| 20 |
1.0967 |
1.0567 |
0.0400 |
3.7% |
0.0091 |
0.8% |
64% |
False |
False |
4,554 |
| 40 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0099 |
0.9% |
85% |
False |
False |
2,299 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0084 |
0.8% |
85% |
False |
False |
1,536 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.8% |
0.0073 |
0.7% |
85% |
False |
False |
1,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1186 |
|
1.618 |
1.1081 |
|
1.000 |
1.1017 |
|
0.618 |
1.0977 |
|
HIGH |
1.0912 |
|
0.618 |
1.0872 |
|
0.500 |
1.0860 |
|
0.382 |
1.0847 |
|
LOW |
1.0808 |
|
0.618 |
1.0743 |
|
1.000 |
1.0703 |
|
1.618 |
1.0638 |
|
2.618 |
1.0534 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0887 |
| PP |
1.0847 |
1.0865 |
| S1 |
1.0835 |
1.0844 |
|