CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0621 |
1.0626 |
0.0005 |
0.0% |
1.0645 |
| High |
1.0657 |
1.0728 |
0.0071 |
0.7% |
1.0721 |
| Low |
1.0600 |
1.0622 |
0.0022 |
0.2% |
1.0603 |
| Close |
1.0631 |
1.0680 |
0.0049 |
0.5% |
1.0691 |
| Range |
0.0057 |
0.0106 |
0.0049 |
86.7% |
0.0118 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
33,229 |
29,586 |
-3,643 |
-11.0% |
80,199 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0942 |
1.0738 |
|
| R3 |
1.0887 |
1.0836 |
1.0709 |
|
| R2 |
1.0782 |
1.0782 |
1.0699 |
|
| R1 |
1.0731 |
1.0731 |
1.0689 |
1.0756 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0689 |
| S1 |
1.0625 |
1.0625 |
1.0670 |
1.0651 |
| S2 |
1.0571 |
1.0571 |
1.0660 |
|
| S3 |
1.0465 |
1.0520 |
1.0650 |
|
| S4 |
1.0360 |
1.0414 |
1.0621 |
|
|
| 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 |
1.6% |
0.0094 |
0.9% |
45% |
False |
False |
26,234 |
| 10 |
1.0776 |
1.0600 |
0.0176 |
1.6% |
0.0090 |
0.8% |
45% |
False |
False |
22,642 |
| 20 |
1.0975 |
1.0600 |
0.0375 |
3.5% |
0.0085 |
0.8% |
21% |
False |
False |
19,377 |
| 40 |
1.1082 |
1.0600 |
0.0482 |
4.5% |
0.0097 |
0.9% |
17% |
False |
False |
19,128 |
| 60 |
1.1082 |
1.0600 |
0.0482 |
4.5% |
0.0099 |
0.9% |
17% |
False |
False |
18,451 |
| 80 |
1.1082 |
1.0481 |
0.0601 |
5.6% |
0.0099 |
0.9% |
33% |
False |
False |
13,948 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0095 |
0.9% |
62% |
False |
False |
11,165 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0088 |
0.8% |
62% |
False |
False |
9,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.1004 |
|
1.618 |
1.0898 |
|
1.000 |
1.0833 |
|
0.618 |
1.0793 |
|
HIGH |
1.0728 |
|
0.618 |
1.0687 |
|
0.500 |
1.0675 |
|
0.382 |
1.0662 |
|
LOW |
1.0622 |
|
0.618 |
1.0557 |
|
1.000 |
1.0517 |
|
1.618 |
1.0451 |
|
2.618 |
1.0346 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0688 |
| PP |
1.0676 |
1.0685 |
| S1 |
1.0675 |
1.0682 |
|