CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0812 |
-0.0016 |
-0.1% |
1.0908 |
| High |
1.0877 |
1.0918 |
0.0041 |
0.4% |
1.1082 |
| Low |
1.0803 |
1.0802 |
-0.0001 |
0.0% |
1.0813 |
| Close |
1.0813 |
1.0878 |
0.0065 |
0.6% |
1.0845 |
| Range |
0.0075 |
0.0116 |
0.0041 |
55.0% |
0.0269 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.4% |
0.0000 |
| Volume |
15,597 |
17,490 |
1,893 |
12.1% |
111,318 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1160 |
1.0941 |
|
| R3 |
1.1097 |
1.1045 |
1.0909 |
|
| R2 |
1.0981 |
1.0981 |
1.0899 |
|
| R1 |
1.0929 |
1.0929 |
1.0888 |
1.0955 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0879 |
| S1 |
1.0814 |
1.0814 |
1.0867 |
1.0840 |
| S2 |
1.0750 |
1.0750 |
1.0856 |
|
| S3 |
1.0635 |
1.0698 |
1.0846 |
|
| S4 |
1.0519 |
1.0583 |
1.0814 |
|
|
| 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 |
1.0802 |
0.0280 |
2.6% |
0.0120 |
1.1% |
27% |
False |
True |
20,627 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0107 |
1.0% |
27% |
False |
True |
18,277 |
| 20 |
1.1082 |
1.0719 |
0.0363 |
3.3% |
0.0109 |
1.0% |
44% |
False |
False |
19,016 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0107 |
1.0% |
48% |
False |
False |
17,814 |
| 60 |
1.1082 |
1.0273 |
0.0809 |
7.4% |
0.0107 |
1.0% |
75% |
False |
False |
11,944 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0097 |
0.9% |
81% |
False |
False |
8,963 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0089 |
0.8% |
81% |
False |
False |
7,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1220 |
|
1.618 |
1.1104 |
|
1.000 |
1.1033 |
|
0.618 |
1.0989 |
|
HIGH |
1.0918 |
|
0.618 |
1.0873 |
|
0.500 |
1.0860 |
|
0.382 |
1.0846 |
|
LOW |
1.0802 |
|
0.618 |
1.0731 |
|
1.000 |
1.0687 |
|
1.618 |
1.0615 |
|
2.618 |
1.0500 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0901 |
| PP |
1.0866 |
1.0893 |
| S1 |
1.0860 |
1.0885 |
|