CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0856 |
-0.0052 |
-0.5% |
1.0932 |
| High |
1.0941 |
1.0976 |
0.0036 |
0.3% |
1.0975 |
| Low |
1.0853 |
1.0813 |
-0.0040 |
-0.4% |
1.0832 |
| Close |
1.0855 |
1.0968 |
0.0114 |
1.0% |
1.0905 |
| Range |
0.0088 |
0.0164 |
0.0076 |
85.8% |
0.0143 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
4.4% |
0.0000 |
| Volume |
13,546 |
27,722 |
14,176 |
104.7% |
68,536 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1352 |
1.1058 |
|
| R3 |
1.1246 |
1.1189 |
1.1013 |
|
| R2 |
1.1082 |
1.1082 |
1.0998 |
|
| R1 |
1.1025 |
1.1025 |
1.0983 |
1.1054 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0933 |
| S1 |
1.0862 |
1.0862 |
1.0953 |
1.0890 |
| S2 |
1.0755 |
1.0755 |
1.0938 |
|
| S3 |
1.0592 |
1.0698 |
1.0923 |
|
| S4 |
1.0428 |
1.0535 |
1.0878 |
|
|
| 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 |
1.0976 |
1.0813 |
0.0164 |
1.5% |
0.0095 |
0.9% |
95% |
True |
True |
15,926 |
| 10 |
1.1071 |
1.0813 |
0.0259 |
2.4% |
0.0103 |
0.9% |
60% |
False |
True |
17,241 |
| 20 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0118 |
1.1% |
73% |
False |
False |
19,535 |
| 40 |
1.1071 |
1.0692 |
0.0380 |
3.5% |
0.0105 |
1.0% |
73% |
False |
False |
15,298 |
| 60 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0106 |
1.0% |
90% |
False |
False |
10,228 |
| 80 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0092 |
0.8% |
90% |
False |
False |
7,675 |
| 100 |
1.1071 |
1.0010 |
0.1061 |
9.7% |
0.0087 |
0.8% |
90% |
False |
False |
6,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1404 |
|
1.618 |
1.1241 |
|
1.000 |
1.1140 |
|
0.618 |
1.1077 |
|
HIGH |
1.0976 |
|
0.618 |
1.0914 |
|
0.500 |
1.0894 |
|
0.382 |
1.0875 |
|
LOW |
1.0813 |
|
0.618 |
1.0711 |
|
1.000 |
1.0649 |
|
1.618 |
1.0548 |
|
2.618 |
1.0384 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0943 |
| PP |
1.0919 |
1.0919 |
| S1 |
1.0894 |
1.0894 |
|