CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0932 |
-0.0045 |
-0.4% |
1.0853 |
| High |
1.0998 |
1.0975 |
-0.0023 |
-0.2% |
1.1071 |
| Low |
1.0886 |
1.0876 |
-0.0010 |
-0.1% |
1.0831 |
| Close |
1.0922 |
1.0895 |
-0.0027 |
-0.2% |
1.0922 |
| Range |
0.0112 |
0.0099 |
-0.0013 |
-11.7% |
0.0240 |
| ATR |
0.0111 |
0.0111 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
18,448 |
15,647 |
-2,801 |
-15.2% |
92,002 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1151 |
1.0949 |
|
| R3 |
1.1112 |
1.1053 |
1.0922 |
|
| R2 |
1.1014 |
1.1014 |
1.0913 |
|
| R1 |
1.0954 |
1.0954 |
1.0904 |
1.0935 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0905 |
| S1 |
1.0856 |
1.0856 |
1.0886 |
1.0836 |
| S2 |
1.0817 |
1.0817 |
1.0877 |
|
| S3 |
1.0718 |
1.0757 |
1.0868 |
|
| S4 |
1.0620 |
1.0659 |
1.0841 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1532 |
1.1054 |
|
| R3 |
1.1421 |
1.1292 |
1.0988 |
|
| R2 |
1.1181 |
1.1181 |
1.0966 |
|
| R1 |
1.1052 |
1.1052 |
1.0944 |
1.1117 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0974 |
| S1 |
1.0812 |
1.0812 |
1.0900 |
1.0877 |
| S2 |
1.0701 |
1.0701 |
1.0878 |
|
| S3 |
1.0461 |
1.0572 |
1.0856 |
|
| S4 |
1.0221 |
1.0332 |
1.0790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1071 |
1.0831 |
0.0240 |
2.2% |
0.0114 |
1.0% |
27% |
False |
False |
21,529 |
| 10 |
1.1071 |
1.0719 |
0.0352 |
3.2% |
0.0113 |
1.0% |
50% |
False |
False |
20,787 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0114 |
1.0% |
54% |
False |
False |
19,250 |
| 40 |
1.1071 |
1.0606 |
0.0465 |
4.3% |
0.0106 |
1.0% |
62% |
False |
False |
12,971 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0102 |
0.9% |
83% |
False |
False |
8,661 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0092 |
0.8% |
83% |
False |
False |
6,499 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0082 |
0.8% |
83% |
False |
False |
5,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1232 |
|
1.618 |
1.1134 |
|
1.000 |
1.1073 |
|
0.618 |
1.1035 |
|
HIGH |
1.0975 |
|
0.618 |
1.0937 |
|
0.500 |
1.0925 |
|
0.382 |
1.0914 |
|
LOW |
1.0876 |
|
0.618 |
1.0815 |
|
1.000 |
1.0778 |
|
1.618 |
1.0717 |
|
2.618 |
1.0618 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0937 |
| PP |
1.0915 |
1.0923 |
| S1 |
1.0905 |
1.0909 |
|