CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0941 |
0.0001 |
0.0% |
1.0970 |
| High |
1.0963 |
1.0990 |
0.0027 |
0.2% |
1.1190 |
| Low |
1.0920 |
1.0941 |
0.0021 |
0.2% |
1.0930 |
| Close |
1.0924 |
1.0990 |
0.0066 |
0.6% |
1.0956 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.0% |
0.0260 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
41 |
31 |
-10 |
-24.4% |
153 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1104 |
1.1016 |
|
| R3 |
1.1071 |
1.1055 |
1.1003 |
|
| R2 |
1.1022 |
1.1022 |
1.0998 |
|
| R1 |
1.1006 |
1.1006 |
1.0994 |
1.1014 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0977 |
| S1 |
1.0957 |
1.0957 |
1.0985 |
1.0965 |
| S2 |
1.0924 |
1.0924 |
1.0981 |
|
| S3 |
1.0875 |
1.0908 |
1.0976 |
|
| S4 |
1.0826 |
1.0859 |
1.0963 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1641 |
1.1099 |
|
| R3 |
1.1545 |
1.1381 |
1.1028 |
|
| R2 |
1.1285 |
1.1285 |
1.1004 |
|
| R1 |
1.1121 |
1.1121 |
1.0980 |
1.1073 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1002 |
| S1 |
1.0861 |
1.0861 |
1.0932 |
1.0813 |
| S2 |
1.0765 |
1.0765 |
1.0908 |
|
| S3 |
1.0505 |
1.0601 |
1.0885 |
|
| S4 |
1.0245 |
1.0341 |
1.0813 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1118 |
|
1.618 |
1.1069 |
|
1.000 |
1.1039 |
|
0.618 |
1.1020 |
|
HIGH |
1.0990 |
|
0.618 |
1.0971 |
|
0.500 |
1.0965 |
|
0.382 |
1.0959 |
|
LOW |
1.0941 |
|
0.618 |
1.0910 |
|
1.000 |
1.0892 |
|
1.618 |
1.0861 |
|
2.618 |
1.0812 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.1015 |
| PP |
1.0973 |
1.1006 |
| S1 |
1.0965 |
1.0998 |
|