CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0766 |
1.0736 |
-0.0030 |
-0.3% |
1.0766 |
| High |
1.0766 |
1.0806 |
0.0040 |
0.4% |
1.0832 |
| Low |
1.0716 |
1.0735 |
0.0019 |
0.2% |
1.0716 |
| Close |
1.0737 |
1.0803 |
0.0066 |
0.6% |
1.0803 |
| Range |
0.0050 |
0.0071 |
0.0021 |
42.0% |
0.0116 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,140 |
981 |
-159 |
-13.9% |
3,839 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0969 |
1.0842 |
|
| R3 |
1.0923 |
1.0898 |
1.0822 |
|
| R2 |
1.0852 |
1.0852 |
1.0816 |
|
| R1 |
1.0827 |
1.0827 |
1.0809 |
1.0840 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0787 |
| S1 |
1.0756 |
1.0756 |
1.0796 |
1.0769 |
| S2 |
1.0710 |
1.0710 |
1.0789 |
|
| S3 |
1.0639 |
1.0685 |
1.0783 |
|
| S4 |
1.0568 |
1.0614 |
1.0763 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1083 |
1.0866 |
|
| R3 |
1.1016 |
1.0967 |
1.0834 |
|
| R2 |
1.0900 |
1.0900 |
1.0824 |
|
| R1 |
1.0851 |
1.0851 |
1.0813 |
1.0875 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0796 |
| S1 |
1.0735 |
1.0735 |
1.0792 |
1.0759 |
| S2 |
1.0668 |
1.0668 |
1.0781 |
|
| S3 |
1.0552 |
1.0619 |
1.0771 |
|
| S4 |
1.0436 |
1.0503 |
1.0739 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.0991 |
|
1.618 |
1.0920 |
|
1.000 |
1.0877 |
|
0.618 |
1.0849 |
|
HIGH |
1.0806 |
|
0.618 |
1.0778 |
|
0.500 |
1.0770 |
|
0.382 |
1.0762 |
|
LOW |
1.0735 |
|
0.618 |
1.0691 |
|
1.000 |
1.0664 |
|
1.618 |
1.0620 |
|
2.618 |
1.0549 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0790 |
| PP |
1.0781 |
1.0778 |
| S1 |
1.0770 |
1.0765 |
|