CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0929 |
0.0075 |
0.7% |
1.0880 |
| High |
1.0985 |
1.0949 |
-0.0036 |
-0.3% |
1.0922 |
| Low |
1.0848 |
1.0882 |
0.0034 |
0.3% |
1.0692 |
| Close |
1.0947 |
1.0909 |
-0.0039 |
-0.4% |
1.0858 |
| Range |
0.0137 |
0.0068 |
-0.0070 |
-50.7% |
0.0231 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
24,839 |
14,628 |
-10,211 |
-41.1% |
88,669 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1080 |
1.0946 |
|
| R3 |
1.1048 |
1.1012 |
1.0927 |
|
| R2 |
1.0981 |
1.0981 |
1.0921 |
|
| R1 |
1.0945 |
1.0945 |
1.0915 |
1.0929 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0905 |
| S1 |
1.0877 |
1.0877 |
1.0902 |
1.0861 |
| S2 |
1.0846 |
1.0846 |
1.0896 |
|
| S3 |
1.0778 |
1.0810 |
1.0890 |
|
| S4 |
1.0711 |
1.0742 |
1.0871 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1417 |
1.0985 |
|
| R3 |
1.1285 |
1.1187 |
1.0921 |
|
| R2 |
1.1054 |
1.1054 |
1.0900 |
|
| R1 |
1.0956 |
1.0956 |
1.0879 |
1.0890 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0791 |
| S1 |
1.0726 |
1.0726 |
1.0837 |
1.0660 |
| S2 |
1.0593 |
1.0593 |
1.0816 |
|
| S3 |
1.0363 |
1.0495 |
1.0795 |
|
| S4 |
1.0132 |
1.0265 |
1.0731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0129 |
1.2% |
74% |
False |
False |
20,285 |
| 10 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0117 |
1.1% |
74% |
False |
False |
19,103 |
| 20 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0105 |
1.0% |
74% |
False |
False |
17,098 |
| 40 |
1.0985 |
1.0481 |
0.0504 |
4.6% |
0.0101 |
0.9% |
85% |
False |
False |
8,769 |
| 60 |
1.0985 |
1.0010 |
0.0975 |
8.9% |
0.0093 |
0.9% |
92% |
False |
False |
5,856 |
| 80 |
1.0985 |
1.0010 |
0.0975 |
8.9% |
0.0084 |
0.8% |
92% |
False |
False |
4,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1126 |
|
1.618 |
1.1058 |
|
1.000 |
1.1017 |
|
0.618 |
1.0991 |
|
HIGH |
1.0949 |
|
0.618 |
1.0923 |
|
0.500 |
1.0915 |
|
0.382 |
1.0907 |
|
LOW |
1.0882 |
|
0.618 |
1.0840 |
|
1.000 |
1.0814 |
|
1.618 |
1.0772 |
|
2.618 |
1.0705 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0885 |
| PP |
1.0913 |
1.0862 |
| S1 |
1.0911 |
1.0838 |
|