CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0824 |
-0.0029 |
-0.3% |
1.0855 |
| High |
1.0878 |
1.0850 |
-0.0028 |
-0.3% |
1.0975 |
| Low |
1.0810 |
1.0739 |
-0.0071 |
-0.7% |
1.0739 |
| Close |
1.0845 |
1.0840 |
-0.0005 |
0.0% |
1.0840 |
| Range |
0.0068 |
0.0111 |
0.0043 |
63.2% |
0.0237 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
| Volume |
13,894 |
22,105 |
8,211 |
59.1% |
81,689 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1102 |
1.0901 |
|
| R3 |
1.1031 |
1.0991 |
1.0870 |
|
| R2 |
1.0920 |
1.0920 |
1.0860 |
|
| R1 |
1.0880 |
1.0880 |
1.0850 |
1.0900 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0819 |
| S1 |
1.0769 |
1.0769 |
1.0829 |
1.0789 |
| S2 |
1.0698 |
1.0698 |
1.0819 |
|
| S3 |
1.0587 |
1.0658 |
1.0809 |
|
| S4 |
1.0476 |
1.0547 |
1.0778 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1437 |
1.0970 |
|
| R3 |
1.1324 |
1.1200 |
1.0905 |
|
| R2 |
1.1088 |
1.1088 |
1.0883 |
|
| R1 |
1.0964 |
1.0964 |
1.0861 |
1.0907 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0823 |
| S1 |
1.0727 |
1.0727 |
1.0818 |
1.0671 |
| S2 |
1.0615 |
1.0615 |
1.0796 |
|
| S3 |
1.0378 |
1.0491 |
1.0774 |
|
| S4 |
1.0142 |
1.0254 |
1.0709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0975 |
1.0739 |
0.0237 |
2.2% |
0.0088 |
0.8% |
43% |
False |
True |
16,337 |
| 10 |
1.0975 |
1.0739 |
0.0237 |
2.2% |
0.0083 |
0.8% |
43% |
False |
True |
15,429 |
| 20 |
1.1082 |
1.0739 |
0.0343 |
3.2% |
0.0096 |
0.9% |
29% |
False |
True |
16,707 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0104 |
1.0% |
38% |
False |
False |
17,885 |
| 60 |
1.1082 |
1.0606 |
0.0476 |
4.4% |
0.0101 |
0.9% |
49% |
False |
False |
13,955 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0100 |
0.9% |
77% |
False |
False |
10,477 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0092 |
0.8% |
77% |
False |
False |
8,384 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0084 |
0.8% |
77% |
False |
False |
6,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1140 |
|
1.618 |
1.1029 |
|
1.000 |
1.0961 |
|
0.618 |
1.0918 |
|
HIGH |
1.0850 |
|
0.618 |
1.0807 |
|
0.500 |
1.0794 |
|
0.382 |
1.0781 |
|
LOW |
1.0739 |
|
0.618 |
1.0670 |
|
1.000 |
1.0628 |
|
1.618 |
1.0559 |
|
2.618 |
1.0448 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0830 |
| PP |
1.0809 |
1.0821 |
| S1 |
1.0794 |
1.0811 |
|