CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0907 |
0.0052 |
0.5% |
1.0828 |
| High |
1.0912 |
1.0975 |
0.0064 |
0.6% |
1.0952 |
| Low |
1.0830 |
1.0860 |
0.0030 |
0.3% |
1.0802 |
| Close |
1.0901 |
1.0883 |
-0.0018 |
-0.2% |
1.0851 |
| Range |
0.0082 |
0.0115 |
0.0034 |
41.1% |
0.0150 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.1% |
0.0000 |
| Volume |
11,787 |
18,044 |
6,257 |
53.1% |
72,607 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1182 |
1.0946 |
|
| R3 |
1.1136 |
1.1067 |
1.0915 |
|
| R2 |
1.1021 |
1.1021 |
1.0904 |
|
| R1 |
1.0952 |
1.0952 |
1.0894 |
1.0929 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0895 |
| S1 |
1.0837 |
1.0837 |
1.0872 |
1.0814 |
| S2 |
1.0791 |
1.0791 |
1.0862 |
|
| S3 |
1.0676 |
1.0722 |
1.0851 |
|
| S4 |
1.0561 |
1.0607 |
1.0820 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1235 |
1.0934 |
|
| R3 |
1.1168 |
1.1085 |
1.0892 |
|
| R2 |
1.1018 |
1.1018 |
1.0879 |
|
| R1 |
1.0935 |
1.0935 |
1.0865 |
1.0977 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0889 |
| S1 |
1.0785 |
1.0785 |
1.0837 |
1.0827 |
| S2 |
1.0718 |
1.0718 |
1.0824 |
|
| S3 |
1.0568 |
1.0635 |
1.0810 |
|
| S4 |
1.0418 |
1.0485 |
1.0769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0975 |
1.0830 |
0.0145 |
1.3% |
0.0079 |
0.7% |
37% |
True |
False |
13,870 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0100 |
0.9% |
29% |
False |
False |
17,248 |
| 20 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0101 |
0.9% |
29% |
False |
False |
17,244 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0104 |
1.0% |
49% |
False |
False |
17,832 |
| 60 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0100 |
0.9% |
61% |
False |
False |
13,093 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0100 |
0.9% |
81% |
False |
False |
9,830 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0092 |
0.8% |
81% |
False |
False |
7,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1276 |
|
1.618 |
1.1161 |
|
1.000 |
1.1090 |
|
0.618 |
1.1046 |
|
HIGH |
1.0975 |
|
0.618 |
1.0931 |
|
0.500 |
1.0918 |
|
0.382 |
1.0904 |
|
LOW |
1.0860 |
|
0.618 |
1.0789 |
|
1.000 |
1.0745 |
|
1.618 |
1.0674 |
|
2.618 |
1.0559 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0903 |
| PP |
1.0906 |
1.0896 |
| S1 |
1.0895 |
1.0890 |
|