CME Swiss Franc Future December 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 |
1.1240 |
1.1275 |
0.0035 |
0.3% |
1.1200 |
| High |
1.1281 |
1.1375 |
0.0094 |
0.8% |
1.1267 |
| Low |
1.1240 |
1.1275 |
0.0035 |
0.3% |
1.1186 |
| Close |
1.1281 |
1.1356 |
0.0075 |
0.7% |
1.1218 |
| Range |
0.0041 |
0.0100 |
0.0059 |
143.9% |
0.0081 |
| ATR |
|
|
|
|
|
| Volume |
1 |
2 |
1 |
100.0% |
8 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1596 |
1.1411 |
|
| R3 |
1.1535 |
1.1496 |
1.1384 |
|
| R2 |
1.1435 |
1.1435 |
1.1374 |
|
| R1 |
1.1396 |
1.1396 |
1.1365 |
1.1416 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1345 |
| S1 |
1.1296 |
1.1296 |
1.1347 |
1.1316 |
| S2 |
1.1235 |
1.1235 |
1.1338 |
|
| S3 |
1.1135 |
1.1196 |
1.1329 |
|
| S4 |
1.1035 |
1.1096 |
1.1301 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1423 |
1.1263 |
|
| R3 |
1.1386 |
1.1342 |
1.1240 |
|
| R2 |
1.1305 |
1.1305 |
1.1233 |
|
| R1 |
1.1261 |
1.1261 |
1.1225 |
1.1283 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1235 |
| S1 |
1.1180 |
1.1180 |
1.1211 |
1.1202 |
| S2 |
1.1143 |
1.1143 |
1.1203 |
|
| S3 |
1.1062 |
1.1099 |
1.1196 |
|
| S4 |
1.0981 |
1.1018 |
1.1173 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1800 |
|
2.618 |
1.1637 |
|
1.618 |
1.1537 |
|
1.000 |
1.1475 |
|
0.618 |
1.1437 |
|
HIGH |
1.1375 |
|
0.618 |
1.1337 |
|
0.500 |
1.1325 |
|
0.382 |
1.1313 |
|
LOW |
1.1275 |
|
0.618 |
1.1213 |
|
1.000 |
1.1175 |
|
1.618 |
1.1113 |
|
2.618 |
1.1013 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1327 |
| PP |
1.1335 |
1.1299 |
| S1 |
1.1325 |
1.1270 |
|