CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0766 |
-0.0079 |
-0.7% |
1.0937 |
| High |
1.0851 |
1.0832 |
-0.0019 |
-0.2% |
1.0965 |
| Low |
1.0754 |
1.0738 |
-0.0017 |
-0.2% |
1.0754 |
| Close |
1.0761 |
1.0814 |
0.0054 |
0.5% |
1.0761 |
| Range |
0.0097 |
0.0095 |
-0.0003 |
-2.6% |
0.0211 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.8% |
0.0000 |
| Volume |
40 |
272 |
232 |
580.0% |
143 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1041 |
1.0866 |
|
| R3 |
1.0984 |
1.0946 |
1.0840 |
|
| R2 |
1.0889 |
1.0889 |
1.0831 |
|
| R1 |
1.0852 |
1.0852 |
1.0823 |
1.0870 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0804 |
| S1 |
1.0757 |
1.0757 |
1.0805 |
1.0776 |
| S2 |
1.0700 |
1.0700 |
1.0797 |
|
| S3 |
1.0606 |
1.0663 |
1.0788 |
|
| S4 |
1.0511 |
1.0568 |
1.0762 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1320 |
1.0876 |
|
| R3 |
1.1247 |
1.1109 |
1.0818 |
|
| R2 |
1.1037 |
1.1037 |
1.0799 |
|
| R1 |
1.0899 |
1.0899 |
1.0780 |
1.0863 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0808 |
| S1 |
1.0688 |
1.0688 |
1.0741 |
1.0652 |
| S2 |
1.0616 |
1.0616 |
1.0722 |
|
| S3 |
1.0405 |
1.0478 |
1.0703 |
|
| S4 |
1.0195 |
1.0267 |
1.0645 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1079 |
|
1.618 |
1.0985 |
|
1.000 |
1.0927 |
|
0.618 |
1.0890 |
|
HIGH |
1.0832 |
|
0.618 |
1.0796 |
|
0.500 |
1.0785 |
|
0.382 |
1.0774 |
|
LOW |
1.0738 |
|
0.618 |
1.0679 |
|
1.000 |
1.0643 |
|
1.618 |
1.0585 |
|
2.618 |
1.0490 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0804 |
1.0814 |
| PP |
1.0795 |
1.0814 |
| S1 |
1.0785 |
1.0814 |
|