CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0621 |
-0.0127 |
-1.2% |
1.0645 |
| High |
1.0776 |
1.0657 |
-0.0119 |
-1.1% |
1.0721 |
| Low |
1.0616 |
1.0600 |
-0.0016 |
-0.2% |
1.0603 |
| Close |
1.0625 |
1.0631 |
0.0006 |
0.1% |
1.0691 |
| Range |
0.0160 |
0.0057 |
-0.0103 |
-64.6% |
0.0118 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
33,042 |
33,229 |
187 |
0.6% |
80,199 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0771 |
1.0662 |
|
| R3 |
1.0742 |
1.0715 |
1.0646 |
|
| R2 |
1.0686 |
1.0686 |
1.0641 |
|
| R1 |
1.0658 |
1.0658 |
1.0636 |
1.0672 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0636 |
| S1 |
1.0602 |
1.0602 |
1.0625 |
1.0615 |
| S2 |
1.0573 |
1.0573 |
1.0620 |
|
| S3 |
1.0516 |
1.0545 |
1.0615 |
|
| S4 |
1.0460 |
1.0489 |
1.0599 |
|
|
| 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 |
1.0600 |
0.0176 |
1.7% |
0.0084 |
0.8% |
17% |
False |
True |
23,102 |
| 10 |
1.0781 |
1.0600 |
0.0181 |
1.7% |
0.0087 |
0.8% |
17% |
False |
True |
21,421 |
| 20 |
1.0975 |
1.0600 |
0.0375 |
3.5% |
0.0083 |
0.8% |
8% |
False |
True |
18,491 |
| 40 |
1.1082 |
1.0600 |
0.0482 |
4.5% |
0.0096 |
0.9% |
6% |
False |
True |
18,754 |
| 60 |
1.1082 |
1.0600 |
0.0482 |
4.5% |
0.0099 |
0.9% |
6% |
False |
True |
18,040 |
| 80 |
1.1082 |
1.0273 |
0.0809 |
7.6% |
0.0101 |
0.9% |
44% |
False |
False |
13,581 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0094 |
0.9% |
58% |
False |
False |
10,869 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.1% |
0.0088 |
0.8% |
58% |
False |
False |
9,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0804 |
|
1.618 |
1.0748 |
|
1.000 |
1.0713 |
|
0.618 |
1.0691 |
|
HIGH |
1.0657 |
|
0.618 |
1.0635 |
|
0.500 |
1.0628 |
|
0.382 |
1.0622 |
|
LOW |
1.0600 |
|
0.618 |
1.0565 |
|
1.000 |
1.0544 |
|
1.618 |
1.0509 |
|
2.618 |
1.0452 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0688 |
| PP |
1.0629 |
1.0669 |
| S1 |
1.0628 |
1.0650 |
|