CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0845 |
0.0040 |
0.4% |
1.0854 |
| High |
1.0859 |
1.0870 |
0.0011 |
0.1% |
1.0985 |
| Low |
1.0719 |
1.0799 |
0.0080 |
0.7% |
1.0719 |
| Close |
1.0834 |
1.0855 |
0.0021 |
0.2% |
1.0855 |
| Range |
0.0140 |
0.0071 |
-0.0069 |
-49.5% |
0.0266 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
21,182 |
18,354 |
-2,828 |
-13.4% |
100,227 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1024 |
1.0893 |
|
| R3 |
1.0982 |
1.0954 |
1.0874 |
|
| R2 |
1.0912 |
1.0912 |
1.0867 |
|
| R1 |
1.0883 |
1.0883 |
1.0861 |
1.0897 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0848 |
| S1 |
1.0813 |
1.0813 |
1.0848 |
1.0827 |
| S2 |
1.0771 |
1.0771 |
1.0842 |
|
| S3 |
1.0700 |
1.0742 |
1.0835 |
|
| S4 |
1.0630 |
1.0672 |
1.0816 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1517 |
1.1001 |
|
| R3 |
1.1384 |
1.1252 |
1.0928 |
|
| R2 |
1.1118 |
1.1118 |
1.0903 |
|
| R1 |
1.0986 |
1.0986 |
1.0879 |
1.1052 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0886 |
| S1 |
1.0721 |
1.0721 |
1.0830 |
1.0787 |
| S2 |
1.0587 |
1.0587 |
1.0806 |
|
| S3 |
1.0322 |
1.0455 |
1.0781 |
|
| S4 |
1.0056 |
1.0190 |
1.0708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0985 |
1.0719 |
0.0266 |
2.4% |
0.0113 |
1.0% |
51% |
False |
False |
20,045 |
| 10 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0129 |
1.2% |
56% |
False |
False |
20,660 |
| 20 |
1.0985 |
1.0692 |
0.0293 |
2.7% |
0.0106 |
1.0% |
56% |
False |
False |
17,851 |
| 40 |
1.0985 |
1.0567 |
0.0418 |
3.8% |
0.0098 |
0.9% |
69% |
False |
False |
10,282 |
| 60 |
1.0985 |
1.0010 |
0.0975 |
9.0% |
0.0098 |
0.9% |
87% |
False |
False |
6,868 |
| 80 |
1.0985 |
1.0010 |
0.0975 |
9.0% |
0.0088 |
0.8% |
87% |
False |
False |
5,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1054 |
|
1.618 |
1.0984 |
|
1.000 |
1.0940 |
|
0.618 |
1.0913 |
|
HIGH |
1.0870 |
|
0.618 |
1.0843 |
|
0.500 |
1.0834 |
|
0.382 |
1.0826 |
|
LOW |
1.0799 |
|
0.618 |
1.0755 |
|
1.000 |
1.0729 |
|
1.618 |
1.0685 |
|
2.618 |
1.0614 |
|
4.250 |
1.0499 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0845 |
| PP |
1.0841 |
1.0836 |
| S1 |
1.0834 |
1.0827 |
|