CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0830 |
0.0070 |
0.6% |
1.0813 |
| High |
1.0886 |
1.0874 |
-0.0012 |
-0.1% |
1.0953 |
| Low |
1.0754 |
1.0738 |
-0.0016 |
-0.1% |
1.0809 |
| Close |
1.0839 |
1.0759 |
-0.0080 |
-0.7% |
1.0902 |
| Range |
0.0132 |
0.0136 |
0.0004 |
3.0% |
0.0144 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.4% |
0.0000 |
| Volume |
20,580 |
20,886 |
306 |
1.5% |
62,896 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1115 |
1.0834 |
|
| R3 |
1.1062 |
1.0979 |
1.0796 |
|
| R2 |
1.0926 |
1.0926 |
1.0784 |
|
| R1 |
1.0843 |
1.0843 |
1.0771 |
1.0817 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0777 |
| S1 |
1.0707 |
1.0707 |
1.0747 |
1.0681 |
| S2 |
1.0654 |
1.0654 |
1.0734 |
|
| S3 |
1.0518 |
1.0571 |
1.0722 |
|
| S4 |
1.0382 |
1.0435 |
1.0684 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1254 |
1.0981 |
|
| R3 |
1.1175 |
1.1110 |
1.0941 |
|
| R2 |
1.1031 |
1.1031 |
1.0928 |
|
| R1 |
1.0967 |
1.0967 |
1.0915 |
1.0999 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0904 |
| S1 |
1.0823 |
1.0823 |
1.0889 |
1.0856 |
| S2 |
1.0744 |
1.0744 |
1.0876 |
|
| S3 |
1.0601 |
1.0680 |
1.0863 |
|
| S4 |
1.0457 |
1.0536 |
1.0823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0718 |
0.0235 |
2.2% |
0.0129 |
1.2% |
18% |
False |
False |
20,438 |
| 10 |
1.0953 |
1.0718 |
0.0235 |
2.2% |
0.0103 |
1.0% |
18% |
False |
False |
16,855 |
| 20 |
1.0967 |
1.0718 |
0.0249 |
2.3% |
0.0099 |
0.9% |
17% |
False |
False |
14,407 |
| 40 |
1.0967 |
1.0240 |
0.0727 |
6.8% |
0.0101 |
0.9% |
71% |
False |
False |
7,277 |
| 60 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0090 |
0.8% |
78% |
False |
False |
4,857 |
| 80 |
1.0967 |
1.0010 |
0.0957 |
8.9% |
0.0082 |
0.8% |
78% |
False |
False |
3,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1230 |
|
1.618 |
1.1094 |
|
1.000 |
1.1010 |
|
0.618 |
1.0958 |
|
HIGH |
1.0874 |
|
0.618 |
1.0822 |
|
0.500 |
1.0806 |
|
0.382 |
1.0790 |
|
LOW |
1.0738 |
|
0.618 |
1.0654 |
|
1.000 |
1.0602 |
|
1.618 |
1.0518 |
|
2.618 |
1.0382 |
|
4.250 |
1.0160 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0806 |
1.0820 |
| PP |
1.0790 |
1.0800 |
| S1 |
1.0775 |
1.0779 |
|