CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0880 |
-0.0027 |
-0.2% |
1.0828 |
| High |
1.0975 |
1.0884 |
-0.0091 |
-0.8% |
1.0952 |
| Low |
1.0860 |
1.0820 |
-0.0040 |
-0.4% |
1.0802 |
| Close |
1.0883 |
1.0849 |
-0.0034 |
-0.3% |
1.0851 |
| Range |
0.0115 |
0.0064 |
-0.0051 |
-44.3% |
0.0150 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
18,044 |
15,859 |
-2,185 |
-12.1% |
72,607 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1010 |
1.0884 |
|
| R3 |
1.0979 |
1.0946 |
1.0867 |
|
| R2 |
1.0915 |
1.0915 |
1.0861 |
|
| R1 |
1.0882 |
1.0882 |
1.0855 |
1.0867 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0843 |
| S1 |
1.0818 |
1.0818 |
1.0843 |
1.0803 |
| S2 |
1.0787 |
1.0787 |
1.0837 |
|
| S3 |
1.0723 |
1.0754 |
1.0831 |
|
| S4 |
1.0659 |
1.0690 |
1.0814 |
|
|
| 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 |
1.0975 |
1.0820 |
0.0155 |
1.4% |
0.0081 |
0.8% |
19% |
False |
True |
14,665 |
| 10 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0092 |
0.8% |
17% |
False |
False |
16,574 |
| 20 |
1.1082 |
1.0802 |
0.0280 |
2.6% |
0.0095 |
0.9% |
17% |
False |
False |
16,683 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0103 |
0.9% |
40% |
False |
False |
17,757 |
| 60 |
1.1082 |
1.0567 |
0.0515 |
4.7% |
0.0099 |
0.9% |
55% |
False |
False |
13,356 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0101 |
0.9% |
78% |
False |
False |
10,028 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0092 |
0.8% |
78% |
False |
False |
8,024 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
9.9% |
0.0083 |
0.8% |
78% |
False |
False |
6,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1052 |
|
1.618 |
1.0988 |
|
1.000 |
1.0948 |
|
0.618 |
1.0924 |
|
HIGH |
1.0884 |
|
0.618 |
1.0860 |
|
0.500 |
1.0852 |
|
0.382 |
1.0844 |
|
LOW |
1.0820 |
|
0.618 |
1.0780 |
|
1.000 |
1.0756 |
|
1.618 |
1.0716 |
|
2.618 |
1.0652 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0898 |
| PP |
1.0851 |
1.0881 |
| S1 |
1.0850 |
1.0865 |
|