CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0853 |
-0.0028 |
-0.3% |
1.0828 |
| High |
1.0884 |
1.0878 |
-0.0007 |
-0.1% |
1.0952 |
| Low |
1.0820 |
1.0810 |
-0.0011 |
-0.1% |
1.0802 |
| Close |
1.0849 |
1.0845 |
-0.0005 |
0.0% |
1.0851 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0150 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
15,859 |
13,894 |
-1,965 |
-12.4% |
72,607 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.1014 |
1.0882 |
|
| R3 |
1.0980 |
1.0946 |
1.0863 |
|
| R2 |
1.0912 |
1.0912 |
1.0857 |
|
| R1 |
1.0878 |
1.0878 |
1.0851 |
1.0861 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0835 |
| S1 |
1.0810 |
1.0810 |
1.0838 |
1.0793 |
| S2 |
1.0776 |
1.0776 |
1.0832 |
|
| S3 |
1.0708 |
1.0742 |
1.0826 |
|
| S4 |
1.0640 |
1.0674 |
1.0807 |
|
|
| 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 |
1.0810 |
0.0166 |
1.5% |
0.0079 |
0.7% |
21% |
False |
True |
14,244 |
| 10 |
1.1000 |
1.0802 |
0.0198 |
1.8% |
0.0089 |
0.8% |
22% |
False |
False |
15,790 |
| 20 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0096 |
0.9% |
15% |
False |
False |
16,524 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0103 |
0.9% |
39% |
False |
False |
17,785 |
| 60 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0099 |
0.9% |
54% |
False |
False |
13,587 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0099 |
0.9% |
78% |
False |
False |
10,201 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0092 |
0.8% |
78% |
False |
False |
8,163 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0083 |
0.8% |
78% |
False |
False |
6,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1056 |
|
1.618 |
1.0988 |
|
1.000 |
1.0946 |
|
0.618 |
1.0920 |
|
HIGH |
1.0878 |
|
0.618 |
1.0852 |
|
0.500 |
1.0844 |
|
0.382 |
1.0835 |
|
LOW |
1.0810 |
|
0.618 |
1.0767 |
|
1.000 |
1.0742 |
|
1.618 |
1.0699 |
|
2.618 |
1.0631 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0892 |
| PP |
1.0844 |
1.0876 |
| S1 |
1.0844 |
1.0860 |
|