CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0828 |
-0.0163 |
-1.5% |
1.0908 |
| High |
1.1000 |
1.0877 |
-0.0123 |
-1.1% |
1.1082 |
| Low |
1.0827 |
1.0803 |
-0.0025 |
-0.2% |
1.0813 |
| Close |
1.0845 |
1.0813 |
-0.0032 |
-0.3% |
1.0845 |
| Range |
0.0173 |
0.0075 |
-0.0098 |
-56.8% |
0.0269 |
| ATR |
0.0112 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
25,710 |
15,597 |
-10,113 |
-39.3% |
111,318 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1008 |
1.0854 |
|
| R3 |
1.0980 |
1.0934 |
1.0833 |
|
| R2 |
1.0905 |
1.0905 |
1.0827 |
|
| R1 |
1.0859 |
1.0859 |
1.0820 |
1.0845 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0824 |
| S1 |
1.0785 |
1.0785 |
1.0806 |
1.0771 |
| S2 |
1.0756 |
1.0756 |
1.0799 |
|
| S3 |
1.0682 |
1.0710 |
1.0793 |
|
| S4 |
1.0607 |
1.0636 |
1.0772 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1552 |
1.0993 |
|
| R3 |
1.1451 |
1.1283 |
1.0919 |
|
| R2 |
1.1182 |
1.1182 |
1.0894 |
|
| R1 |
1.1014 |
1.1014 |
1.0870 |
1.0963 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0888 |
| S1 |
1.0745 |
1.0745 |
1.0820 |
1.0694 |
| S2 |
1.0644 |
1.0644 |
1.0796 |
|
| S3 |
1.0375 |
1.0476 |
1.0771 |
|
| S4 |
1.0106 |
1.0207 |
1.0697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1082 |
1.0803 |
0.0279 |
2.6% |
0.0129 |
1.2% |
4% |
False |
True |
22,673 |
| 10 |
1.1082 |
1.0803 |
0.0279 |
2.6% |
0.0106 |
1.0% |
4% |
False |
True |
17,980 |
| 20 |
1.1082 |
1.0719 |
0.0363 |
3.4% |
0.0110 |
1.0% |
26% |
False |
False |
19,384 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0107 |
1.0% |
31% |
False |
False |
17,390 |
| 60 |
1.1082 |
1.0273 |
0.0809 |
7.5% |
0.0106 |
1.0% |
67% |
False |
False |
11,654 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0096 |
0.9% |
75% |
False |
False |
8,745 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0088 |
0.8% |
75% |
False |
False |
7,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1072 |
|
1.618 |
1.0998 |
|
1.000 |
1.0952 |
|
0.618 |
1.0923 |
|
HIGH |
1.0877 |
|
0.618 |
1.0849 |
|
0.500 |
1.0840 |
|
0.382 |
1.0831 |
|
LOW |
1.0803 |
|
0.618 |
1.0756 |
|
1.000 |
1.0728 |
|
1.618 |
1.0682 |
|
2.618 |
1.0607 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0942 |
| PP |
1.0831 |
1.0899 |
| S1 |
1.0822 |
1.0856 |
|