CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0630 |
-0.0071 |
-0.7% |
1.0842 |
| High |
1.0721 |
1.0708 |
-0.0013 |
-0.1% |
1.0869 |
| Low |
1.0627 |
1.0619 |
-0.0008 |
-0.1% |
1.0639 |
| Close |
1.0648 |
1.0649 |
0.0001 |
0.0% |
1.0649 |
| Range |
0.0094 |
0.0090 |
-0.0005 |
-4.8% |
0.0231 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19,256 |
16,245 |
-3,011 |
-15.6% |
79,439 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0877 |
1.0698 |
|
| R3 |
1.0837 |
1.0788 |
1.0673 |
|
| R2 |
1.0748 |
1.0748 |
1.0665 |
|
| R1 |
1.0698 |
1.0698 |
1.0657 |
1.0723 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0671 |
| S1 |
1.0609 |
1.0609 |
1.0640 |
1.0634 |
| S2 |
1.0569 |
1.0569 |
1.0632 |
|
| S3 |
1.0479 |
1.0519 |
1.0624 |
|
| S4 |
1.0390 |
1.0430 |
1.0599 |
|
|
| 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 |
1.0781 |
1.0619 |
0.0163 |
1.5% |
0.0090 |
0.8% |
18% |
False |
True |
19,740 |
| 10 |
1.0884 |
1.0619 |
0.0266 |
2.5% |
0.0084 |
0.8% |
11% |
False |
True |
18,497 |
| 20 |
1.1082 |
1.0619 |
0.0463 |
4.3% |
0.0092 |
0.9% |
6% |
False |
True |
17,873 |
| 40 |
1.1082 |
1.0619 |
0.0463 |
4.3% |
0.0105 |
1.0% |
6% |
False |
True |
18,704 |
| 60 |
1.1082 |
1.0619 |
0.0463 |
4.3% |
0.0100 |
0.9% |
6% |
False |
True |
16,156 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0102 |
1.0% |
60% |
False |
False |
12,139 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0092 |
0.9% |
60% |
False |
False |
9,715 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0088 |
0.8% |
60% |
False |
False |
8,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0942 |
|
1.618 |
1.0853 |
|
1.000 |
1.0798 |
|
0.618 |
1.0763 |
|
HIGH |
1.0708 |
|
0.618 |
1.0674 |
|
0.500 |
1.0663 |
|
0.382 |
1.0653 |
|
LOW |
1.0619 |
|
0.618 |
1.0563 |
|
1.000 |
1.0529 |
|
1.618 |
1.0474 |
|
2.618 |
1.0384 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0663 |
1.0670 |
| PP |
1.0658 |
1.0663 |
| S1 |
1.0653 |
1.0656 |
|