CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0626 |
1.0723 |
0.0097 |
0.9% |
1.0692 |
| High |
1.0728 |
1.0900 |
0.0173 |
1.6% |
1.0900 |
| Low |
1.0622 |
1.0715 |
0.0093 |
0.9% |
1.0600 |
| Close |
1.0680 |
1.0858 |
0.0179 |
1.7% |
1.0858 |
| Range |
0.0106 |
0.0185 |
0.0080 |
75.4% |
0.0300 |
| ATR |
0.0092 |
0.0101 |
0.0009 |
10.1% |
0.0000 |
| Volume |
29,586 |
17,131 |
-12,455 |
-42.1% |
135,708 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1304 |
1.0960 |
|
| R3 |
1.1194 |
1.1119 |
1.0909 |
|
| R2 |
1.1009 |
1.1009 |
1.0892 |
|
| R1 |
1.0934 |
1.0934 |
1.0875 |
1.0972 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0843 |
| S1 |
1.0749 |
1.0749 |
1.0841 |
1.0787 |
| S2 |
1.0639 |
1.0639 |
1.0824 |
|
| S3 |
1.0454 |
1.0564 |
1.0807 |
|
| S4 |
1.0269 |
1.0379 |
1.0756 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1572 |
1.1023 |
|
| R3 |
1.1386 |
1.1272 |
1.0941 |
|
| R2 |
1.1086 |
1.1086 |
1.0913 |
|
| R1 |
1.0972 |
1.0972 |
1.0886 |
1.1029 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0815 |
| S1 |
1.0672 |
1.0672 |
1.0831 |
1.0729 |
| S2 |
1.0486 |
1.0486 |
1.0803 |
|
| S3 |
1.0186 |
1.0372 |
1.0776 |
|
| S4 |
0.9886 |
1.0072 |
1.0693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0900 |
1.0600 |
0.0300 |
2.8% |
0.0117 |
1.1% |
86% |
True |
False |
27,141 |
| 10 |
1.0900 |
1.0600 |
0.0300 |
2.8% |
0.0099 |
0.9% |
86% |
True |
False |
21,590 |
| 20 |
1.0975 |
1.0600 |
0.0375 |
3.5% |
0.0091 |
0.8% |
69% |
False |
False |
19,433 |
| 40 |
1.1082 |
1.0600 |
0.0482 |
4.4% |
0.0098 |
0.9% |
54% |
False |
False |
19,025 |
| 60 |
1.1082 |
1.0600 |
0.0482 |
4.4% |
0.0101 |
0.9% |
54% |
False |
False |
18,653 |
| 80 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0097 |
0.9% |
57% |
False |
False |
14,161 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0096 |
0.9% |
79% |
False |
False |
11,336 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0090 |
0.8% |
79% |
False |
False |
9,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1384 |
|
1.618 |
1.1199 |
|
1.000 |
1.1085 |
|
0.618 |
1.1014 |
|
HIGH |
1.0900 |
|
0.618 |
1.0829 |
|
0.500 |
1.0808 |
|
0.382 |
1.0786 |
|
LOW |
1.0715 |
|
0.618 |
1.0601 |
|
1.000 |
1.0530 |
|
1.618 |
1.0416 |
|
2.618 |
1.0231 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0822 |
| PP |
1.0824 |
1.0786 |
| S1 |
1.0808 |
1.0750 |
|