CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0726 |
1.0645 |
-0.0082 |
-0.8% |
1.0842 |
| High |
1.0739 |
1.0718 |
-0.0021 |
-0.2% |
1.0869 |
| Low |
1.0639 |
1.0621 |
-0.0018 |
-0.2% |
1.0639 |
| Close |
1.0649 |
1.0701 |
0.0052 |
0.5% |
1.0649 |
| Range |
0.0101 |
0.0097 |
-0.0004 |
-3.5% |
0.0231 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.3% |
0.0000 |
| Volume |
27,650 |
18,177 |
-9,473 |
-34.3% |
79,439 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0933 |
1.0754 |
|
| R3 |
1.0874 |
1.0836 |
1.0727 |
|
| R2 |
1.0777 |
1.0777 |
1.0718 |
|
| R1 |
1.0739 |
1.0739 |
1.0709 |
1.0758 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0689 |
| S1 |
1.0642 |
1.0642 |
1.0692 |
1.0661 |
| S2 |
1.0583 |
1.0583 |
1.0683 |
|
| S3 |
1.0486 |
1.0545 |
1.0674 |
|
| S4 |
1.0389 |
1.0448 |
1.0647 |
|
|
| 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 |
1.0621 |
0.0248 |
2.3% |
0.0083 |
0.8% |
32% |
False |
True |
19,523 |
| 10 |
1.0975 |
1.0621 |
0.0354 |
3.3% |
0.0085 |
0.8% |
22% |
False |
True |
17,930 |
| 20 |
1.1082 |
1.0621 |
0.0461 |
4.3% |
0.0095 |
0.9% |
17% |
False |
True |
18,161 |
| 40 |
1.1082 |
1.0621 |
0.0461 |
4.3% |
0.0104 |
1.0% |
17% |
False |
True |
18,667 |
| 60 |
1.1082 |
1.0606 |
0.0476 |
4.4% |
0.0101 |
0.9% |
20% |
False |
False |
15,577 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0101 |
0.9% |
64% |
False |
False |
11,696 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0092 |
0.9% |
64% |
False |
False |
9,360 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0086 |
0.8% |
64% |
False |
False |
7,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.0972 |
|
1.618 |
1.0875 |
|
1.000 |
1.0815 |
|
0.618 |
1.0778 |
|
HIGH |
1.0718 |
|
0.618 |
1.0681 |
|
0.500 |
1.0670 |
|
0.382 |
1.0658 |
|
LOW |
1.0621 |
|
0.618 |
1.0561 |
|
1.000 |
1.0524 |
|
1.618 |
1.0464 |
|
2.618 |
1.0367 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0690 |
1.0701 |
| PP |
1.0680 |
1.0701 |
| S1 |
1.0670 |
1.0701 |
|