CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 10-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0874 |
-0.0023 |
-0.2% |
1.0828 |
| High |
1.0952 |
1.0905 |
-0.0048 |
-0.4% |
1.0952 |
| Low |
1.0870 |
1.0840 |
-0.0030 |
-0.3% |
1.0802 |
| Close |
1.0876 |
1.0851 |
-0.0025 |
-0.2% |
1.0851 |
| Range |
0.0082 |
0.0065 |
-0.0018 |
-21.3% |
0.0150 |
| ATR |
0.0104 |
0.0102 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
16,001 |
11,636 |
-4,365 |
-27.3% |
72,607 |
|
| Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1019 |
1.0886 |
|
| R3 |
1.0994 |
1.0955 |
1.0869 |
|
| R2 |
1.0930 |
1.0930 |
1.0863 |
|
| R1 |
1.0890 |
1.0890 |
1.0857 |
1.0878 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0859 |
| S1 |
1.0826 |
1.0826 |
1.0845 |
1.0813 |
| S2 |
1.0801 |
1.0801 |
1.0839 |
|
| S3 |
1.0736 |
1.0761 |
1.0833 |
|
| S4 |
1.0672 |
1.0697 |
1.0816 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1235 |
1.0934 |
|
| R3 |
1.1168 |
1.1085 |
1.0892 |
|
| R2 |
1.1018 |
1.1018 |
1.0879 |
|
| R1 |
1.0935 |
1.0935 |
1.0865 |
1.0977 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0889 |
| S1 |
1.0785 |
1.0785 |
1.0837 |
1.0827 |
| S2 |
1.0718 |
1.0718 |
1.0824 |
|
| S3 |
1.0568 |
1.0635 |
1.0810 |
|
| S4 |
1.0418 |
1.0485 |
1.0769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0952 |
1.0802 |
0.0150 |
1.4% |
0.0078 |
0.7% |
33% |
False |
False |
14,521 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0105 |
1.0% |
18% |
False |
False |
18,392 |
| 20 |
1.1082 |
1.0799 |
0.0283 |
2.6% |
0.0101 |
0.9% |
18% |
False |
False |
18,140 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0104 |
1.0% |
41% |
False |
False |
18,094 |
| 60 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0099 |
0.9% |
55% |
False |
False |
12,597 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0098 |
0.9% |
78% |
False |
False |
9,457 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0090 |
0.8% |
78% |
False |
False |
7,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1073 |
|
1.618 |
1.1009 |
|
1.000 |
1.0969 |
|
0.618 |
1.0944 |
|
HIGH |
1.0905 |
|
0.618 |
1.0880 |
|
0.500 |
1.0872 |
|
0.382 |
1.0865 |
|
LOW |
1.0840 |
|
0.618 |
1.0800 |
|
1.000 |
1.0776 |
|
1.618 |
1.0736 |
|
2.618 |
1.0671 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 10-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0896 |
| PP |
1.0865 |
1.0881 |
| S1 |
1.0858 |
1.0866 |
|