CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.1051 |
0.0086 |
0.8% |
1.0932 |
| High |
1.1073 |
1.1082 |
0.0009 |
0.1% |
1.0975 |
| Low |
1.0935 |
1.0984 |
0.0049 |
0.4% |
1.0832 |
| Close |
1.1043 |
1.0990 |
-0.0054 |
-0.5% |
1.0905 |
| Range |
0.0138 |
0.0098 |
-0.0040 |
-29.0% |
0.0143 |
| ATR |
0.0108 |
0.0108 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
22,606 |
21,734 |
-872 |
-3.9% |
68,536 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1249 |
1.1043 |
|
| R3 |
1.1214 |
1.1151 |
1.1016 |
|
| R2 |
1.1116 |
1.1116 |
1.1007 |
|
| R1 |
1.1053 |
1.1053 |
1.0998 |
1.1036 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1010 |
| S1 |
1.0955 |
1.0955 |
1.0981 |
1.0938 |
| S2 |
1.0920 |
1.0920 |
1.0972 |
|
| S3 |
1.0822 |
1.0857 |
1.0963 |
|
| S4 |
1.0724 |
1.0759 |
1.0936 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1262 |
1.0984 |
|
| R3 |
1.1190 |
1.1119 |
1.0944 |
|
| R2 |
1.1047 |
1.1047 |
1.0931 |
|
| R1 |
1.0976 |
1.0976 |
1.0918 |
1.0940 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0886 |
| S1 |
1.0833 |
1.0833 |
1.0892 |
1.0797 |
| S2 |
1.0761 |
1.0761 |
1.0879 |
|
| S3 |
1.0618 |
1.0690 |
1.0866 |
|
| S4 |
1.0475 |
1.0547 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1082 |
1.0813 |
0.0269 |
2.4% |
0.0109 |
1.0% |
66% |
True |
False |
19,549 |
| 10 |
1.1082 |
1.0813 |
0.0269 |
2.4% |
0.0102 |
0.9% |
66% |
True |
False |
17,259 |
| 20 |
1.1082 |
1.0692 |
0.0390 |
3.5% |
0.0113 |
1.0% |
76% |
True |
False |
19,387 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.5% |
0.0104 |
1.0% |
76% |
True |
False |
16,385 |
| 60 |
1.1082 |
1.0190 |
0.0892 |
8.1% |
0.0104 |
0.9% |
90% |
True |
False |
10,966 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0095 |
0.9% |
91% |
True |
False |
8,229 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0087 |
0.8% |
91% |
True |
False |
6,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1338 |
|
1.618 |
1.1240 |
|
1.000 |
1.1180 |
|
0.618 |
1.1142 |
|
HIGH |
1.1082 |
|
0.618 |
1.1044 |
|
0.500 |
1.1033 |
|
0.382 |
1.1021 |
|
LOW |
1.0984 |
|
0.618 |
1.0923 |
|
1.000 |
1.0886 |
|
1.618 |
1.0825 |
|
2.618 |
1.0727 |
|
4.250 |
1.0567 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.0975 |
| PP |
1.1018 |
1.0961 |
| S1 |
1.1004 |
1.0947 |
|