CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0873 |
1.0926 |
0.0053 |
0.5% |
1.0994 |
| High |
1.0937 |
1.0942 |
0.0005 |
0.0% |
1.1153 |
| Low |
1.0865 |
1.0853 |
-0.0012 |
-0.1% |
1.0803 |
| Close |
1.0920 |
1.0889 |
-0.0031 |
-0.3% |
1.0920 |
| Range |
0.0073 |
0.0089 |
0.0016 |
22.1% |
0.0350 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
17,618 |
12,130 |
-5,488 |
-31.1% |
152,560 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1113 |
1.0937 |
|
| R3 |
1.1071 |
1.1024 |
1.0913 |
|
| R2 |
1.0983 |
1.0983 |
1.0905 |
|
| R1 |
1.0936 |
1.0936 |
1.0897 |
1.0915 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0884 |
| S1 |
1.0847 |
1.0847 |
1.0880 |
1.0827 |
| S2 |
1.0806 |
1.0806 |
1.0872 |
|
| S3 |
1.0717 |
1.0759 |
1.0864 |
|
| S4 |
1.0629 |
1.0670 |
1.0840 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1813 |
1.1112 |
|
| R3 |
1.1657 |
1.1463 |
1.1016 |
|
| R2 |
1.1308 |
1.1308 |
1.0984 |
|
| R1 |
1.1114 |
1.1114 |
1.0952 |
1.1036 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0920 |
| S1 |
1.0764 |
1.0764 |
1.0887 |
1.0687 |
| S2 |
1.0609 |
1.0609 |
1.0855 |
|
| S3 |
1.0259 |
1.0415 |
1.0823 |
|
| S4 |
0.9910 |
1.0065 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0803 |
0.0316 |
2.9% |
0.0128 |
1.2% |
27% |
False |
False |
25,507 |
| 10 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0131 |
1.2% |
40% |
False |
False |
26,751 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0102 |
0.9% |
40% |
False |
False |
14,070 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0085 |
0.8% |
37% |
False |
False |
7,051 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.4% |
0.0080 |
0.7% |
37% |
False |
False |
4,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1318 |
|
2.618 |
1.1173 |
|
1.618 |
1.1085 |
|
1.000 |
1.1030 |
|
0.618 |
1.0996 |
|
HIGH |
1.0942 |
|
0.618 |
1.0908 |
|
0.500 |
1.0897 |
|
0.382 |
1.0887 |
|
LOW |
1.0853 |
|
0.618 |
1.0798 |
|
1.000 |
1.0765 |
|
1.618 |
1.0710 |
|
2.618 |
1.0621 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0884 |
| PP |
1.0894 |
1.0880 |
| S1 |
1.0891 |
1.0876 |
|