CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0913 |
0.0060 |
0.6% |
1.0854 |
| High |
1.0950 |
1.1071 |
0.0121 |
1.1% |
1.0985 |
| Low |
1.0831 |
1.0880 |
0.0049 |
0.5% |
1.0719 |
| Close |
1.0910 |
1.0983 |
0.0073 |
0.7% |
1.0855 |
| Range |
0.0119 |
0.0191 |
0.0072 |
60.5% |
0.0266 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.2% |
0.0000 |
| Volume |
29,395 |
27,085 |
-2,310 |
-7.9% |
100,227 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1551 |
1.1458 |
1.1088 |
|
| R3 |
1.1360 |
1.1267 |
1.1035 |
|
| R2 |
1.1169 |
1.1169 |
1.1018 |
|
| R1 |
1.1076 |
1.1076 |
1.1000 |
1.1122 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.1001 |
| S1 |
1.0885 |
1.0885 |
1.0965 |
1.0931 |
| S2 |
1.0787 |
1.0787 |
1.0947 |
|
| S3 |
1.0596 |
1.0694 |
1.0930 |
|
| S4 |
1.0405 |
1.0503 |
1.0877 |
|
|
| 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 |
1.1071 |
1.0719 |
0.0352 |
3.2% |
0.0134 |
1.2% |
75% |
True |
False |
23,448 |
| 10 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0131 |
1.2% |
77% |
True |
False |
21,866 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0111 |
1.0% |
77% |
True |
False |
18,831 |
| 40 |
1.1071 |
1.0567 |
0.0504 |
4.6% |
0.0101 |
0.9% |
82% |
True |
False |
11,693 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0103 |
0.9% |
92% |
True |
False |
7,810 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0091 |
0.8% |
92% |
True |
False |
5,859 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0080 |
0.7% |
92% |
True |
False |
4,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1883 |
|
2.618 |
1.1571 |
|
1.618 |
1.1380 |
|
1.000 |
1.1262 |
|
0.618 |
1.1189 |
|
HIGH |
1.1071 |
|
0.618 |
1.0998 |
|
0.500 |
1.0976 |
|
0.382 |
1.0953 |
|
LOW |
1.0880 |
|
0.618 |
1.0762 |
|
1.000 |
1.0689 |
|
1.618 |
1.0571 |
|
2.618 |
1.0380 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0967 |
| PP |
1.0978 |
1.0951 |
| S1 |
1.0976 |
1.0935 |
|