CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.0991 |
-0.0060 |
-0.5% |
1.0908 |
| High |
1.1082 |
1.1000 |
-0.0082 |
-0.7% |
1.1082 |
| Low |
1.0984 |
1.0827 |
-0.0157 |
-1.4% |
1.0813 |
| Close |
1.0990 |
1.0845 |
-0.0145 |
-1.3% |
1.0845 |
| Range |
0.0098 |
0.0173 |
0.0075 |
76.0% |
0.0269 |
| ATR |
0.0108 |
0.0112 |
0.0005 |
4.3% |
0.0000 |
| Volume |
21,734 |
25,710 |
3,976 |
18.3% |
111,318 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1299 |
1.0940 |
|
| R3 |
1.1236 |
1.1127 |
1.0892 |
|
| R2 |
1.1063 |
1.1063 |
1.0877 |
|
| R1 |
1.0954 |
1.0954 |
1.0861 |
1.0922 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0875 |
| S1 |
1.0782 |
1.0782 |
1.0829 |
1.0750 |
| S2 |
1.0718 |
1.0718 |
1.0813 |
|
| S3 |
1.0546 |
1.0609 |
1.0798 |
|
| S4 |
1.0373 |
1.0437 |
1.0750 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1552 |
1.0993 |
|
| R3 |
1.1451 |
1.1283 |
1.0919 |
|
| R2 |
1.1182 |
1.1182 |
1.0894 |
|
| R1 |
1.1014 |
1.1014 |
1.0870 |
1.0963 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0888 |
| S1 |
1.0745 |
1.0745 |
1.0820 |
1.0694 |
| S2 |
1.0644 |
1.0644 |
1.0796 |
|
| S3 |
1.0375 |
1.0476 |
1.0771 |
|
| S4 |
1.0106 |
1.0207 |
1.0697 |
|
|
| 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 |
2.5% |
0.0132 |
1.2% |
12% |
False |
False |
22,263 |
| 10 |
1.1082 |
1.0813 |
0.0269 |
2.5% |
0.0108 |
1.0% |
12% |
False |
False |
17,985 |
| 20 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0114 |
1.1% |
39% |
False |
False |
19,628 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0107 |
1.0% |
39% |
False |
False |
17,018 |
| 60 |
1.1082 |
1.0240 |
0.0842 |
7.8% |
0.0106 |
1.0% |
72% |
False |
False |
11,394 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0096 |
0.9% |
78% |
False |
False |
8,550 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0089 |
0.8% |
78% |
False |
False |
6,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1451 |
|
1.618 |
1.1279 |
|
1.000 |
1.1172 |
|
0.618 |
1.1106 |
|
HIGH |
1.1000 |
|
0.618 |
1.0934 |
|
0.500 |
1.0913 |
|
0.382 |
1.0893 |
|
LOW |
1.0827 |
|
0.618 |
1.0720 |
|
1.000 |
1.0655 |
|
1.618 |
1.0548 |
|
2.618 |
1.0375 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0954 |
| PP |
1.0891 |
1.0918 |
| S1 |
1.0868 |
1.0881 |
|