CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0760 |
-0.0043 |
-0.4% |
1.0855 |
| High |
1.0829 |
1.0781 |
-0.0048 |
-0.4% |
1.0975 |
| Low |
1.0752 |
1.0714 |
-0.0038 |
-0.4% |
1.0739 |
| Close |
1.0755 |
1.0727 |
-0.0028 |
-0.3% |
1.0840 |
| Range |
0.0077 |
0.0067 |
-0.0010 |
-13.0% |
0.0237 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
15,145 |
17,376 |
2,231 |
14.7% |
81,689 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0901 |
1.0764 |
|
| R3 |
1.0875 |
1.0834 |
1.0745 |
|
| R2 |
1.0808 |
1.0808 |
1.0739 |
|
| R1 |
1.0767 |
1.0767 |
1.0733 |
1.0754 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0734 |
| S1 |
1.0700 |
1.0700 |
1.0721 |
1.0687 |
| S2 |
1.0674 |
1.0674 |
1.0715 |
|
| S3 |
1.0607 |
1.0633 |
1.0709 |
|
| S4 |
1.0540 |
1.0566 |
1.0690 |
|
|
| 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 |
1.0878 |
1.0714 |
0.0164 |
1.5% |
0.0079 |
0.7% |
8% |
False |
True |
17,557 |
| 10 |
1.0975 |
1.0714 |
0.0261 |
2.4% |
0.0080 |
0.7% |
5% |
False |
True |
16,111 |
| 20 |
1.1082 |
1.0714 |
0.0368 |
3.4% |
0.0092 |
0.9% |
4% |
False |
True |
17,216 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0103 |
1.0% |
9% |
False |
False |
18,243 |
| 60 |
1.1082 |
1.0606 |
0.0476 |
4.4% |
0.0100 |
0.9% |
25% |
False |
False |
14,816 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0101 |
0.9% |
67% |
False |
False |
11,123 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0092 |
0.9% |
67% |
False |
False |
8,902 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0085 |
0.8% |
67% |
False |
False |
7,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1066 |
|
2.618 |
1.0956 |
|
1.618 |
1.0889 |
|
1.000 |
1.0848 |
|
0.618 |
1.0822 |
|
HIGH |
1.0781 |
|
0.618 |
1.0755 |
|
0.500 |
1.0748 |
|
0.382 |
1.0740 |
|
LOW |
1.0714 |
|
0.618 |
1.0673 |
|
1.000 |
1.0647 |
|
1.618 |
1.0606 |
|
2.618 |
1.0539 |
|
4.250 |
1.0429 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0792 |
| PP |
1.0741 |
1.0770 |
| S1 |
1.0734 |
1.0749 |
|