CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0760 |
1.0726 |
-0.0034 |
-0.3% |
1.0842 |
| High |
1.0781 |
1.0739 |
-0.0042 |
-0.4% |
1.0869 |
| Low |
1.0714 |
1.0639 |
-0.0076 |
-0.7% |
1.0639 |
| Close |
1.0727 |
1.0649 |
-0.0079 |
-0.7% |
1.0649 |
| Range |
0.0067 |
0.0101 |
0.0034 |
50.0% |
0.0231 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.6% |
0.0000 |
| Volume |
17,376 |
27,650 |
10,274 |
59.1% |
79,439 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0913 |
1.0704 |
|
| R3 |
1.0876 |
1.0813 |
1.0676 |
|
| R2 |
1.0776 |
1.0776 |
1.0667 |
|
| R1 |
1.0712 |
1.0712 |
1.0658 |
1.0694 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0666 |
| S1 |
1.0612 |
1.0612 |
1.0639 |
1.0593 |
| S2 |
1.0575 |
1.0575 |
1.0630 |
|
| S3 |
1.0474 |
1.0511 |
1.0621 |
|
| S4 |
1.0374 |
1.0411 |
1.0593 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1260 |
1.0775 |
|
| R3 |
1.1180 |
1.1029 |
1.0712 |
|
| R2 |
1.0949 |
1.0949 |
1.0691 |
|
| R1 |
1.0799 |
1.0799 |
1.0670 |
1.0759 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0699 |
| S1 |
1.0568 |
1.0568 |
1.0627 |
1.0528 |
| S2 |
1.0488 |
1.0488 |
1.0606 |
|
| S3 |
1.0258 |
1.0338 |
1.0585 |
|
| S4 |
1.0027 |
1.0107 |
1.0522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0869 |
1.0639 |
0.0231 |
2.2% |
0.0086 |
0.8% |
4% |
False |
True |
20,308 |
| 10 |
1.0975 |
1.0639 |
0.0337 |
3.2% |
0.0082 |
0.8% |
3% |
False |
True |
17,276 |
| 20 |
1.1082 |
1.0639 |
0.0443 |
4.2% |
0.0093 |
0.9% |
2% |
False |
True |
17,859 |
| 40 |
1.1082 |
1.0639 |
0.0443 |
4.2% |
0.0104 |
1.0% |
2% |
False |
True |
18,658 |
| 60 |
1.1082 |
1.0606 |
0.0476 |
4.5% |
0.0100 |
0.9% |
9% |
False |
False |
15,276 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0101 |
0.9% |
60% |
False |
False |
11,469 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0092 |
0.9% |
60% |
False |
False |
9,178 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0086 |
0.8% |
60% |
False |
False |
7,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.1002 |
|
1.618 |
1.0902 |
|
1.000 |
1.0840 |
|
0.618 |
1.0801 |
|
HIGH |
1.0739 |
|
0.618 |
1.0701 |
|
0.500 |
1.0689 |
|
0.382 |
1.0677 |
|
LOW |
1.0639 |
|
0.618 |
1.0576 |
|
1.000 |
1.0538 |
|
1.618 |
1.0476 |
|
2.618 |
1.0375 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0734 |
| PP |
1.0675 |
1.0705 |
| S1 |
1.0662 |
1.0677 |
|