CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0876 |
0.0153 |
1.4% |
1.0692 |
| High |
1.0900 |
1.1022 |
0.0122 |
1.1% |
1.0900 |
| Low |
1.0715 |
1.0869 |
0.0154 |
1.4% |
1.0600 |
| Close |
1.0858 |
1.1031 |
0.0173 |
1.6% |
1.0858 |
| Range |
0.0185 |
0.0153 |
-0.0032 |
-17.3% |
0.0300 |
| ATR |
0.0101 |
0.0105 |
0.0005 |
4.5% |
0.0000 |
| Volume |
17,131 |
809 |
-16,322 |
-95.3% |
135,708 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1385 |
1.1115 |
|
| R3 |
1.1280 |
1.1232 |
1.1073 |
|
| R2 |
1.1127 |
1.1127 |
1.1059 |
|
| R1 |
1.1079 |
1.1079 |
1.1045 |
1.1103 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0986 |
| S1 |
1.0926 |
1.0926 |
1.1016 |
1.0950 |
| S2 |
1.0821 |
1.0821 |
1.1002 |
|
| S3 |
1.0668 |
1.0773 |
1.0988 |
|
| S4 |
1.0515 |
1.0620 |
1.0946 |
|
|
| 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 |
1.1022 |
1.0600 |
0.0422 |
3.8% |
0.0132 |
1.2% |
102% |
True |
False |
22,759 |
| 10 |
1.1022 |
1.0600 |
0.0422 |
3.8% |
0.0105 |
0.9% |
102% |
True |
False |
19,853 |
| 20 |
1.1022 |
1.0600 |
0.0422 |
3.8% |
0.0095 |
0.9% |
102% |
True |
False |
18,892 |
| 40 |
1.1082 |
1.0600 |
0.0482 |
4.4% |
0.0098 |
0.9% |
89% |
False |
False |
18,516 |
| 60 |
1.1082 |
1.0600 |
0.0482 |
4.4% |
0.0101 |
0.9% |
89% |
False |
False |
18,360 |
| 80 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0098 |
0.9% |
90% |
False |
False |
14,171 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.7% |
0.0097 |
0.9% |
95% |
False |
False |
11,344 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
9.7% |
0.0091 |
0.8% |
95% |
False |
False |
9,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1672 |
|
2.618 |
1.1423 |
|
1.618 |
1.1270 |
|
1.000 |
1.1175 |
|
0.618 |
1.1117 |
|
HIGH |
1.1022 |
|
0.618 |
1.0964 |
|
0.500 |
1.0946 |
|
0.382 |
1.0927 |
|
LOW |
1.0869 |
|
0.618 |
1.0774 |
|
1.000 |
1.0716 |
|
1.618 |
1.0621 |
|
2.618 |
1.0468 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1002 |
1.0961 |
| PP |
1.0974 |
1.0892 |
| S1 |
1.0946 |
1.0822 |
|