CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0896 |
0.0010 |
0.1% |
1.0908 |
| High |
1.0934 |
1.0952 |
0.0019 |
0.2% |
1.1082 |
| Low |
1.0880 |
1.0870 |
-0.0010 |
-0.1% |
1.0813 |
| Close |
1.0906 |
1.0876 |
-0.0030 |
-0.3% |
1.0845 |
| Range |
0.0054 |
0.0082 |
0.0029 |
53.3% |
0.0269 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
11,883 |
16,001 |
4,118 |
34.7% |
111,318 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1093 |
1.0921 |
|
| R3 |
1.1063 |
1.1011 |
1.0899 |
|
| R2 |
1.0981 |
1.0981 |
1.0891 |
|
| R1 |
1.0929 |
1.0929 |
1.0884 |
1.0914 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0892 |
| S1 |
1.0847 |
1.0847 |
1.0868 |
1.0832 |
| S2 |
1.0817 |
1.0817 |
1.0861 |
|
| S3 |
1.0735 |
1.0765 |
1.0853 |
|
| S4 |
1.0653 |
1.0683 |
1.0831 |
|
|
| 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 |
1.1000 |
1.0802 |
0.0198 |
1.8% |
0.0100 |
0.9% |
37% |
False |
False |
17,336 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0104 |
1.0% |
26% |
False |
False |
18,442 |
| 20 |
1.1082 |
1.0719 |
0.0363 |
3.3% |
0.0105 |
1.0% |
43% |
False |
False |
18,618 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0107 |
1.0% |
47% |
False |
False |
18,263 |
| 60 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0099 |
0.9% |
60% |
False |
False |
12,404 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0097 |
0.9% |
81% |
False |
False |
9,312 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0090 |
0.8% |
81% |
False |
False |
7,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1167 |
|
1.618 |
1.1085 |
|
1.000 |
1.1034 |
|
0.618 |
1.1003 |
|
HIGH |
1.0952 |
|
0.618 |
1.0921 |
|
0.500 |
1.0911 |
|
0.382 |
1.0901 |
|
LOW |
1.0870 |
|
0.618 |
1.0819 |
|
1.000 |
1.0788 |
|
1.618 |
1.0737 |
|
2.618 |
1.0655 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0877 |
| PP |
1.0899 |
1.0877 |
| S1 |
1.0888 |
1.0876 |
|