CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0748 |
0.0056 |
0.5% |
1.0645 |
| High |
1.0753 |
1.0776 |
0.0023 |
0.2% |
1.0721 |
| Low |
1.0677 |
1.0616 |
-0.0061 |
-0.6% |
1.0603 |
| Close |
1.0735 |
1.0625 |
-0.0110 |
-1.0% |
1.0691 |
| Range |
0.0076 |
0.0160 |
0.0084 |
109.9% |
0.0118 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.8% |
0.0000 |
| Volume |
22,720 |
33,042 |
10,322 |
45.4% |
80,199 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1047 |
1.0713 |
|
| R3 |
1.0991 |
1.0888 |
1.0669 |
|
| R2 |
1.0832 |
1.0832 |
1.0654 |
|
| R1 |
1.0728 |
1.0728 |
1.0640 |
1.0700 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0658 |
| S1 |
1.0569 |
1.0569 |
1.0610 |
1.0541 |
| S2 |
1.0513 |
1.0513 |
1.0596 |
|
| S3 |
1.0353 |
1.0409 |
1.0581 |
|
| S4 |
1.0194 |
1.0250 |
1.0537 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0976 |
1.0756 |
|
| R3 |
1.0907 |
1.0858 |
1.0723 |
|
| R2 |
1.0789 |
1.0789 |
1.0713 |
|
| R1 |
1.0740 |
1.0740 |
1.0702 |
1.0765 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0684 |
| S1 |
1.0622 |
1.0622 |
1.0680 |
1.0647 |
| S2 |
1.0553 |
1.0553 |
1.0669 |
|
| S3 |
1.0435 |
1.0504 |
1.0659 |
|
| S4 |
1.0317 |
1.0386 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0776 |
1.0603 |
0.0173 |
1.6% |
0.0090 |
0.8% |
13% |
True |
False |
19,705 |
| 10 |
1.0829 |
1.0603 |
0.0227 |
2.1% |
0.0089 |
0.8% |
10% |
False |
False |
19,613 |
| 20 |
1.0975 |
1.0603 |
0.0373 |
3.5% |
0.0086 |
0.8% |
6% |
False |
False |
17,704 |
| 40 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0098 |
0.9% |
5% |
False |
False |
18,544 |
| 60 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0100 |
0.9% |
5% |
False |
False |
17,495 |
| 80 |
1.1082 |
1.0273 |
0.0809 |
7.6% |
0.0101 |
0.9% |
44% |
False |
False |
13,166 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0094 |
0.9% |
57% |
False |
False |
10,537 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0088 |
0.8% |
57% |
False |
False |
8,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1453 |
|
2.618 |
1.1193 |
|
1.618 |
1.1034 |
|
1.000 |
1.0935 |
|
0.618 |
1.0874 |
|
HIGH |
1.0776 |
|
0.618 |
1.0715 |
|
0.500 |
1.0696 |
|
0.382 |
1.0677 |
|
LOW |
1.0616 |
|
0.618 |
1.0517 |
|
1.000 |
1.0457 |
|
1.618 |
1.0358 |
|
2.618 |
1.0198 |
|
4.250 |
0.9938 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0696 |
1.0696 |
| PP |
1.0672 |
1.0672 |
| S1 |
1.0649 |
1.0649 |
|