CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0842 |
0.0019 |
0.2% |
1.0855 |
| High |
1.0850 |
1.0869 |
0.0020 |
0.2% |
1.0975 |
| Low |
1.0739 |
1.0796 |
0.0057 |
0.5% |
1.0739 |
| Close |
1.0840 |
1.0805 |
-0.0035 |
-0.3% |
1.0840 |
| Range |
0.0111 |
0.0074 |
-0.0038 |
-33.8% |
0.0237 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
22,105 |
19,268 |
-2,837 |
-12.8% |
81,689 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.0998 |
1.0845 |
|
| R3 |
1.0970 |
1.0924 |
1.0825 |
|
| R2 |
1.0897 |
1.0897 |
1.0818 |
|
| R1 |
1.0851 |
1.0851 |
1.0812 |
1.0837 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0816 |
| S1 |
1.0777 |
1.0777 |
1.0798 |
1.0764 |
| S2 |
1.0750 |
1.0750 |
1.0792 |
|
| S3 |
1.0676 |
1.0704 |
1.0785 |
|
| S4 |
1.0603 |
1.0630 |
1.0765 |
|
|
| 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% |
0.0086 |
0.8% |
28% |
False |
False |
17,834 |
| 10 |
1.0975 |
1.0739 |
0.0237 |
2.2% |
0.0083 |
0.8% |
28% |
False |
False |
15,796 |
| 20 |
1.1082 |
1.0739 |
0.0343 |
3.2% |
0.0094 |
0.9% |
19% |
False |
False |
16,888 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0104 |
1.0% |
29% |
False |
False |
18,069 |
| 60 |
1.1082 |
1.0606 |
0.0476 |
4.4% |
0.0102 |
0.9% |
42% |
False |
False |
14,277 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0100 |
0.9% |
74% |
False |
False |
10,718 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0093 |
0.9% |
74% |
False |
False |
8,577 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0084 |
0.8% |
74% |
False |
False |
7,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1061 |
|
1.618 |
1.0988 |
|
1.000 |
1.0943 |
|
0.618 |
1.0914 |
|
HIGH |
1.0869 |
|
0.618 |
1.0841 |
|
0.500 |
1.0832 |
|
0.382 |
1.0824 |
|
LOW |
1.0796 |
|
0.618 |
1.0750 |
|
1.000 |
1.0722 |
|
1.618 |
1.0677 |
|
2.618 |
1.0603 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0808 |
| PP |
1.0823 |
1.0807 |
| S1 |
1.0814 |
1.0806 |
|