CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0701 |
0.0057 |
0.5% |
1.0842 |
| High |
1.0718 |
1.0721 |
0.0003 |
0.0% |
1.0869 |
| Low |
1.0621 |
1.0627 |
0.0006 |
0.1% |
1.0639 |
| Close |
1.0701 |
1.0648 |
-0.0053 |
-0.5% |
1.0649 |
| Range |
0.0097 |
0.0094 |
-0.0003 |
-3.1% |
0.0231 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.1% |
0.0000 |
| Volume |
18,177 |
19,256 |
1,079 |
5.9% |
79,439 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0891 |
1.0699 |
|
| R3 |
1.0853 |
1.0797 |
1.0673 |
|
| R2 |
1.0759 |
1.0759 |
1.0665 |
|
| R1 |
1.0703 |
1.0703 |
1.0656 |
1.0684 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0655 |
| S1 |
1.0609 |
1.0609 |
1.0639 |
1.0590 |
| S2 |
1.0571 |
1.0571 |
1.0630 |
|
| S3 |
1.0477 |
1.0515 |
1.0622 |
|
| S4 |
1.0383 |
1.0421 |
1.0596 |
|
|
| 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 |
1.0829 |
1.0621 |
0.0208 |
2.0% |
0.0087 |
0.8% |
13% |
False |
False |
19,520 |
| 10 |
1.0975 |
1.0621 |
0.0354 |
3.3% |
0.0087 |
0.8% |
7% |
False |
False |
18,677 |
| 20 |
1.1082 |
1.0621 |
0.0461 |
4.3% |
0.0096 |
0.9% |
6% |
False |
False |
18,447 |
| 40 |
1.1082 |
1.0621 |
0.0461 |
4.3% |
0.0105 |
1.0% |
6% |
False |
False |
18,740 |
| 60 |
1.1082 |
1.0621 |
0.0461 |
4.3% |
0.0101 |
0.9% |
6% |
False |
False |
15,890 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0102 |
1.0% |
59% |
False |
False |
11,936 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0092 |
0.9% |
59% |
False |
False |
9,552 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0087 |
0.8% |
59% |
False |
False |
7,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.0967 |
|
1.618 |
1.0873 |
|
1.000 |
1.0815 |
|
0.618 |
1.0779 |
|
HIGH |
1.0721 |
|
0.618 |
1.0685 |
|
0.500 |
1.0674 |
|
0.382 |
1.0662 |
|
LOW |
1.0627 |
|
0.618 |
1.0568 |
|
1.000 |
1.0533 |
|
1.618 |
1.0474 |
|
2.618 |
1.0380 |
|
4.250 |
1.0227 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0680 |
| PP |
1.0665 |
1.0669 |
| S1 |
1.0656 |
1.0658 |
|