CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 13-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0855 |
-0.0019 |
-0.2% |
1.0828 |
| High |
1.0905 |
1.0912 |
0.0007 |
0.1% |
1.0952 |
| Low |
1.0840 |
1.0830 |
-0.0010 |
-0.1% |
1.0802 |
| Close |
1.0851 |
1.0901 |
0.0050 |
0.5% |
1.0851 |
| Range |
0.0065 |
0.0082 |
0.0017 |
26.4% |
0.0150 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
11,636 |
11,787 |
151 |
1.3% |
72,607 |
|
| Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1095 |
1.0946 |
|
| R3 |
1.1044 |
1.1013 |
1.0923 |
|
| R2 |
1.0962 |
1.0962 |
1.0916 |
|
| R1 |
1.0932 |
1.0932 |
1.0908 |
1.0947 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0889 |
| S1 |
1.0850 |
1.0850 |
1.0894 |
1.0866 |
| S2 |
1.0799 |
1.0799 |
1.0886 |
|
| S3 |
1.0718 |
1.0769 |
1.0879 |
|
| S4 |
1.0636 |
1.0687 |
1.0856 |
|
|
| 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% |
0.0079 |
0.7% |
66% |
False |
False |
13,759 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0104 |
1.0% |
35% |
False |
False |
18,216 |
| 20 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0101 |
0.9% |
35% |
False |
False |
17,812 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0104 |
1.0% |
54% |
False |
False |
17,832 |
| 60 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0099 |
0.9% |
65% |
False |
False |
12,792 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0099 |
0.9% |
83% |
False |
False |
9,604 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.8% |
0.0091 |
0.8% |
83% |
False |
False |
7,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1125 |
|
1.618 |
1.1043 |
|
1.000 |
1.0993 |
|
0.618 |
1.0962 |
|
HIGH |
1.0912 |
|
0.618 |
1.0880 |
|
0.500 |
1.0871 |
|
0.382 |
1.0861 |
|
LOW |
1.0830 |
|
0.618 |
1.0780 |
|
1.000 |
1.0749 |
|
1.618 |
1.0698 |
|
2.618 |
1.0617 |
|
4.250 |
1.0484 |
|
|
| Fisher Pivots for day following 13-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0898 |
| PP |
1.0881 |
1.0894 |
| S1 |
1.0871 |
1.0891 |
|