CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0908 |
-0.0009 |
-0.1% |
1.0932 |
| High |
1.0929 |
1.0941 |
0.0012 |
0.1% |
1.0975 |
| Low |
1.0872 |
1.0853 |
-0.0020 |
-0.2% |
1.0832 |
| Close |
1.0905 |
1.0855 |
-0.0051 |
-0.5% |
1.0905 |
| Range |
0.0057 |
0.0088 |
0.0032 |
55.8% |
0.0143 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
12,139 |
13,546 |
1,407 |
11.6% |
68,536 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1089 |
1.0903 |
|
| R3 |
1.1059 |
1.1001 |
1.0879 |
|
| R2 |
1.0971 |
1.0971 |
1.0871 |
|
| R1 |
1.0913 |
1.0913 |
1.0863 |
1.0898 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0875 |
| S1 |
1.0825 |
1.0825 |
1.0846 |
1.0810 |
| S2 |
1.0795 |
1.0795 |
1.0838 |
|
| S3 |
1.0707 |
1.0737 |
1.0830 |
|
| S4 |
1.0619 |
1.0649 |
1.0806 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1262 |
1.0984 |
|
| R3 |
1.1190 |
1.1119 |
1.0944 |
|
| R2 |
1.1047 |
1.1047 |
1.0931 |
|
| R1 |
1.0976 |
1.0976 |
1.0918 |
1.0940 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0886 |
| S1 |
1.0833 |
1.0833 |
1.0892 |
1.0797 |
| S2 |
1.0761 |
1.0761 |
1.0879 |
|
| S3 |
1.0618 |
1.0690 |
1.0866 |
|
| S4 |
1.0475 |
1.0547 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0970 |
1.0832 |
0.0139 |
1.3% |
0.0083 |
0.8% |
17% |
False |
False |
13,287 |
| 10 |
1.1071 |
1.0831 |
0.0240 |
2.2% |
0.0098 |
0.9% |
10% |
False |
False |
17,408 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0114 |
1.0% |
43% |
False |
False |
19,034 |
| 40 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0103 |
0.9% |
43% |
False |
False |
14,612 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.8% |
0.0104 |
1.0% |
80% |
False |
False |
9,766 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.8% |
0.0091 |
0.8% |
80% |
False |
False |
7,329 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.8% |
0.0085 |
0.8% |
80% |
False |
False |
5,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1171 |
|
1.618 |
1.1083 |
|
1.000 |
1.1029 |
|
0.618 |
1.0995 |
|
HIGH |
1.0941 |
|
0.618 |
1.0907 |
|
0.500 |
1.0897 |
|
0.382 |
1.0886 |
|
LOW |
1.0853 |
|
0.618 |
1.0798 |
|
1.000 |
1.0765 |
|
1.618 |
1.0710 |
|
2.618 |
1.0622 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0911 |
| PP |
1.0883 |
1.0892 |
| S1 |
1.0869 |
1.0873 |
|