CME Swiss Franc Future June 2023
Trading Metrics calculated at close of trading on 08-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1.0855 |
1.0742 |
-0.0113 |
-1.0% |
1.0766 |
High |
1.0884 |
1.0769 |
-0.0116 |
-1.1% |
1.0832 |
Low |
1.0730 |
1.0714 |
-0.0016 |
-0.1% |
1.0716 |
Close |
1.0737 |
1.0743 |
0.0006 |
0.1% |
1.0803 |
Range |
0.0155 |
0.0055 |
-0.0100 |
-64.7% |
0.0116 |
ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
15,602 |
20,001 |
4,399 |
28.2% |
3,839 |
|
Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0905 |
1.0878 |
1.0772 |
|
R3 |
1.0851 |
1.0824 |
1.0757 |
|
R2 |
1.0796 |
1.0796 |
1.0752 |
|
R1 |
1.0769 |
1.0769 |
1.0747 |
1.0783 |
PP |
1.0742 |
1.0742 |
1.0742 |
1.0748 |
S1 |
1.0715 |
1.0715 |
1.0738 |
1.0728 |
S2 |
1.0687 |
1.0687 |
1.0733 |
|
S3 |
1.0633 |
1.0660 |
1.0728 |
|
S4 |
1.0578 |
1.0606 |
1.0713 |
|
|
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 |
1.1000 |
2.618 |
1.0911 |
1.618 |
1.0857 |
1.000 |
1.0823 |
0.618 |
1.0802 |
HIGH |
1.0769 |
0.618 |
1.0748 |
0.500 |
1.0741 |
0.382 |
1.0735 |
LOW |
1.0714 |
0.618 |
1.0680 |
1.000 |
1.0660 |
1.618 |
1.0626 |
2.618 |
1.0571 |
4.250 |
1.0482 |
|
|
Fisher Pivots for day following 08-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0742 |
1.0799 |
PP |
1.0742 |
1.0780 |
S1 |
1.0741 |
1.0761 |
|