CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0965 |
0.0109 |
1.0% |
1.0932 |
| High |
1.0976 |
1.1073 |
0.0097 |
0.9% |
1.0975 |
| Low |
1.0813 |
1.0935 |
0.0123 |
1.1% |
1.0832 |
| Close |
1.0968 |
1.1043 |
0.0075 |
0.7% |
1.0905 |
| Range |
0.0164 |
0.0138 |
-0.0026 |
-15.6% |
0.0143 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
2.2% |
0.0000 |
| Volume |
27,722 |
22,606 |
-5,116 |
-18.5% |
68,536 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1431 |
1.1375 |
1.1119 |
|
| R3 |
1.1293 |
1.1237 |
1.1081 |
|
| R2 |
1.1155 |
1.1155 |
1.1068 |
|
| R1 |
1.1099 |
1.1099 |
1.1056 |
1.1127 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1031 |
| S1 |
1.0961 |
1.0961 |
1.1030 |
1.0989 |
| S2 |
1.0879 |
1.0879 |
1.1018 |
|
| S3 |
1.0741 |
1.0823 |
1.1005 |
|
| S4 |
1.0603 |
1.0685 |
1.0967 |
|
|
| 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 |
1.1073 |
1.0813 |
0.0261 |
2.4% |
0.0105 |
1.0% |
88% |
True |
False |
18,161 |
| 10 |
1.1073 |
1.0813 |
0.0261 |
2.4% |
0.0097 |
0.9% |
88% |
True |
False |
16,793 |
| 20 |
1.1073 |
1.0692 |
0.0382 |
3.5% |
0.0114 |
1.0% |
92% |
True |
False |
19,329 |
| 40 |
1.1073 |
1.0692 |
0.0382 |
3.5% |
0.0105 |
0.9% |
92% |
True |
False |
15,852 |
| 60 |
1.1073 |
1.0015 |
0.1058 |
9.6% |
0.0106 |
1.0% |
97% |
True |
False |
10,604 |
| 80 |
1.1073 |
1.0010 |
0.1063 |
9.6% |
0.0094 |
0.9% |
97% |
True |
False |
7,958 |
| 100 |
1.1073 |
1.0010 |
0.1063 |
9.6% |
0.0088 |
0.8% |
97% |
True |
False |
6,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1434 |
|
1.618 |
1.1296 |
|
1.000 |
1.1211 |
|
0.618 |
1.1158 |
|
HIGH |
1.1073 |
|
0.618 |
1.1020 |
|
0.500 |
1.1004 |
|
0.382 |
1.0988 |
|
LOW |
1.0935 |
|
0.618 |
1.0850 |
|
1.000 |
1.0797 |
|
1.618 |
1.0712 |
|
2.618 |
1.0574 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.1010 |
| PP |
1.1017 |
1.0976 |
| S1 |
1.1004 |
1.0943 |
|