CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0886 |
0.0075 |
0.7% |
1.0908 |
| High |
1.0918 |
1.0934 |
0.0016 |
0.1% |
1.1082 |
| Low |
1.0802 |
1.0880 |
0.0078 |
0.7% |
1.0813 |
| Close |
1.0878 |
1.0906 |
0.0028 |
0.3% |
1.0845 |
| Range |
0.0116 |
0.0054 |
-0.0062 |
-53.7% |
0.0269 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
17,490 |
11,883 |
-5,607 |
-32.1% |
111,318 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1040 |
1.0935 |
|
| R3 |
1.1013 |
1.0986 |
1.0920 |
|
| R2 |
1.0960 |
1.0960 |
1.0915 |
|
| R1 |
1.0933 |
1.0933 |
1.0910 |
1.0946 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0913 |
| S1 |
1.0879 |
1.0879 |
1.0901 |
1.0893 |
| S2 |
1.0853 |
1.0853 |
1.0896 |
|
| S3 |
1.0799 |
1.0826 |
1.0891 |
|
| S4 |
1.0746 |
1.0772 |
1.0876 |
|
|
| 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 |
1.0802 |
0.0280 |
2.6% |
0.0103 |
0.9% |
37% |
False |
False |
18,482 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0104 |
1.0% |
37% |
False |
False |
18,322 |
| 20 |
1.1082 |
1.0719 |
0.0363 |
3.3% |
0.0108 |
1.0% |
51% |
False |
False |
18,879 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0107 |
1.0% |
55% |
False |
False |
17,989 |
| 60 |
1.1082 |
1.0481 |
0.0601 |
5.5% |
0.0103 |
0.9% |
71% |
False |
False |
12,139 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0097 |
0.9% |
84% |
False |
False |
9,112 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0089 |
0.8% |
84% |
False |
False |
7,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1161 |
|
2.618 |
1.1074 |
|
1.618 |
1.1020 |
|
1.000 |
1.0987 |
|
0.618 |
1.0967 |
|
HIGH |
1.0934 |
|
0.618 |
1.0913 |
|
0.500 |
1.0907 |
|
0.382 |
1.0900 |
|
LOW |
1.0880 |
|
0.618 |
1.0847 |
|
1.000 |
1.0827 |
|
1.618 |
1.0793 |
|
2.618 |
1.0740 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0893 |
| PP |
1.0906 |
1.0880 |
| S1 |
1.0906 |
1.0868 |
|