CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.1070 |
0.0100 |
0.9% |
1.1000 |
| High |
1.1080 |
1.1180 |
0.0100 |
0.9% |
1.1065 |
| Low |
1.0930 |
1.1070 |
0.0140 |
1.3% |
1.0950 |
| Close |
1.1077 |
1.1152 |
0.0075 |
0.7% |
1.1016 |
| Range |
0.0150 |
0.0110 |
-0.0040 |
-26.7% |
0.0115 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.1% |
0.0000 |
| Volume |
50 |
34 |
-16 |
-32.0% |
49 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1418 |
1.1212 |
|
| R3 |
1.1354 |
1.1308 |
1.1182 |
|
| R2 |
1.1244 |
1.1244 |
1.1172 |
|
| R1 |
1.1198 |
1.1198 |
1.1162 |
1.1221 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1145 |
| S1 |
1.1088 |
1.1088 |
1.1141 |
1.1111 |
| S2 |
1.1024 |
1.1024 |
1.1131 |
|
| S3 |
1.0914 |
1.0978 |
1.1121 |
|
| S4 |
1.0804 |
1.0868 |
1.1091 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1301 |
1.1079 |
|
| R3 |
1.1240 |
1.1186 |
1.1048 |
|
| R2 |
1.1125 |
1.1125 |
1.1037 |
|
| R1 |
1.1071 |
1.1071 |
1.1027 |
1.1098 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1024 |
| S1 |
1.0956 |
1.0956 |
1.1005 |
1.0983 |
| S2 |
1.0895 |
1.0895 |
1.0995 |
|
| S3 |
1.0780 |
1.0841 |
1.0984 |
|
| S4 |
1.0665 |
1.0726 |
1.0953 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1648 |
|
2.618 |
1.1468 |
|
1.618 |
1.1358 |
|
1.000 |
1.1290 |
|
0.618 |
1.1248 |
|
HIGH |
1.1180 |
|
0.618 |
1.1138 |
|
0.500 |
1.1125 |
|
0.382 |
1.1112 |
|
LOW |
1.1070 |
|
0.618 |
1.1002 |
|
1.000 |
1.0960 |
|
1.618 |
1.0892 |
|
2.618 |
1.0782 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1119 |
| PP |
1.1134 |
1.1087 |
| S1 |
1.1125 |
1.1055 |
|