CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1058 |
-0.0033 |
-0.3% |
1.0799 |
| High |
1.1119 |
1.1079 |
-0.0040 |
-0.4% |
1.1021 |
| Low |
1.1032 |
1.0833 |
-0.0199 |
-1.8% |
1.0714 |
| Close |
1.1066 |
1.0889 |
-0.0177 |
-1.6% |
1.0975 |
| Range |
0.0087 |
0.0246 |
0.0159 |
182.8% |
0.0307 |
| ATR |
0.0097 |
0.0107 |
0.0011 |
11.0% |
0.0000 |
| Volume |
29,277 |
38,405 |
9,128 |
31.2% |
112,745 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1526 |
1.1024 |
|
| R3 |
1.1426 |
1.1280 |
1.0957 |
|
| R2 |
1.1180 |
1.1180 |
1.0934 |
|
| R1 |
1.1034 |
1.1034 |
1.0912 |
1.0984 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0909 |
| S1 |
1.0788 |
1.0788 |
1.0866 |
1.0738 |
| S2 |
1.0688 |
1.0688 |
1.0844 |
|
| S3 |
1.0442 |
1.0542 |
1.0821 |
|
| S4 |
1.0196 |
1.0296 |
1.0754 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1705 |
1.1144 |
|
| R3 |
1.1516 |
1.1399 |
1.1059 |
|
| R2 |
1.1210 |
1.1210 |
1.1031 |
|
| R1 |
1.1092 |
1.1092 |
1.1003 |
1.1151 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0933 |
| S1 |
1.0786 |
1.0786 |
1.0947 |
1.0845 |
| S2 |
1.0597 |
1.0597 |
1.0919 |
|
| S3 |
1.0290 |
1.0479 |
1.0891 |
|
| S4 |
0.9984 |
1.0173 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1153 |
1.0735 |
0.0418 |
3.8% |
0.0160 |
1.5% |
37% |
False |
False |
34,412 |
| 10 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0120 |
1.1% |
40% |
False |
False |
21,970 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0097 |
0.9% |
40% |
False |
False |
11,087 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0084 |
0.8% |
37% |
False |
False |
5,557 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0077 |
0.7% |
37% |
False |
False |
3,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2125 |
|
2.618 |
1.1723 |
|
1.618 |
1.1477 |
|
1.000 |
1.1325 |
|
0.618 |
1.1231 |
|
HIGH |
1.1079 |
|
0.618 |
1.0985 |
|
0.500 |
1.0956 |
|
0.382 |
1.0927 |
|
LOW |
1.0833 |
|
0.618 |
1.0681 |
|
1.000 |
1.0587 |
|
1.618 |
1.0435 |
|
2.618 |
1.0189 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0993 |
| PP |
1.0934 |
1.0958 |
| S1 |
1.0911 |
1.0924 |
|