CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0651 |
0.0021 |
0.2% |
1.0842 |
| High |
1.0708 |
1.0656 |
-0.0052 |
-0.5% |
1.0869 |
| Low |
1.0619 |
1.0603 |
-0.0016 |
-0.2% |
1.0639 |
| Close |
1.0649 |
1.0626 |
-0.0023 |
-0.2% |
1.0649 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.2% |
0.0231 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
16,245 |
13,928 |
-2,317 |
-14.3% |
79,439 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0761 |
1.0655 |
|
| R3 |
1.0735 |
1.0707 |
1.0641 |
|
| R2 |
1.0682 |
1.0682 |
1.0636 |
|
| R1 |
1.0654 |
1.0654 |
1.0631 |
1.0641 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0622 |
| S1 |
1.0600 |
1.0600 |
1.0621 |
1.0588 |
| S2 |
1.0575 |
1.0575 |
1.0616 |
|
| S3 |
1.0521 |
1.0547 |
1.0611 |
|
| S4 |
1.0468 |
1.0493 |
1.0597 |
|
|
| 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 |
1.0739 |
1.0603 |
0.0137 |
1.3% |
0.0087 |
0.8% |
17% |
False |
True |
19,051 |
| 10 |
1.0878 |
1.0603 |
0.0275 |
2.6% |
0.0083 |
0.8% |
9% |
False |
True |
18,304 |
| 20 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0088 |
0.8% |
5% |
False |
True |
17,439 |
| 40 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0101 |
1.0% |
5% |
False |
True |
18,384 |
| 60 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0099 |
0.9% |
5% |
False |
True |
16,381 |
| 80 |
1.1082 |
1.0015 |
0.1067 |
10.0% |
0.0102 |
1.0% |
57% |
False |
False |
12,313 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0093 |
0.9% |
57% |
False |
False |
9,854 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0088 |
0.8% |
57% |
False |
False |
8,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0796 |
|
1.618 |
1.0743 |
|
1.000 |
1.0710 |
|
0.618 |
1.0689 |
|
HIGH |
1.0656 |
|
0.618 |
1.0636 |
|
0.500 |
1.0629 |
|
0.382 |
1.0623 |
|
LOW |
1.0603 |
|
0.618 |
1.0569 |
|
1.000 |
1.0549 |
|
1.618 |
1.0516 |
|
2.618 |
1.0462 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0629 |
1.0662 |
| PP |
1.0628 |
1.0650 |
| S1 |
1.0627 |
1.0638 |
|