CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0802 |
-0.0040 |
-0.4% |
1.0855 |
| High |
1.0869 |
1.0829 |
-0.0040 |
-0.4% |
1.0975 |
| Low |
1.0796 |
1.0752 |
-0.0044 |
-0.4% |
1.0739 |
| Close |
1.0805 |
1.0755 |
-0.0050 |
-0.5% |
1.0840 |
| Range |
0.0074 |
0.0077 |
0.0004 |
4.8% |
0.0237 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
19,268 |
15,145 |
-4,123 |
-21.4% |
81,689 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0959 |
1.0797 |
|
| R3 |
1.0933 |
1.0882 |
1.0776 |
|
| R2 |
1.0856 |
1.0856 |
1.0769 |
|
| R1 |
1.0805 |
1.0805 |
1.0762 |
1.0792 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0772 |
| S1 |
1.0728 |
1.0728 |
1.0748 |
1.0715 |
| S2 |
1.0702 |
1.0702 |
1.0741 |
|
| S3 |
1.0625 |
1.0651 |
1.0734 |
|
| S4 |
1.0548 |
1.0574 |
1.0713 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1437 |
1.0970 |
|
| R3 |
1.1324 |
1.1200 |
1.0905 |
|
| R2 |
1.1088 |
1.1088 |
1.0883 |
|
| R1 |
1.0964 |
1.0964 |
1.0861 |
1.0907 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0823 |
| S1 |
1.0727 |
1.0727 |
1.0818 |
1.0671 |
| S2 |
1.0615 |
1.0615 |
1.0796 |
|
| S3 |
1.0378 |
1.0491 |
1.0774 |
|
| S4 |
1.0142 |
1.0254 |
1.0709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0884 |
1.0739 |
0.0146 |
1.4% |
0.0079 |
0.7% |
11% |
False |
False |
17,254 |
| 10 |
1.0975 |
1.0739 |
0.0237 |
2.2% |
0.0079 |
0.7% |
7% |
False |
False |
15,562 |
| 20 |
1.1082 |
1.0739 |
0.0343 |
3.2% |
0.0093 |
0.9% |
5% |
False |
False |
16,919 |
| 40 |
1.1082 |
1.0692 |
0.0390 |
3.6% |
0.0103 |
1.0% |
16% |
False |
False |
18,099 |
| 60 |
1.1082 |
1.0606 |
0.0476 |
4.4% |
0.0101 |
0.9% |
31% |
False |
False |
14,527 |
| 80 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0100 |
0.9% |
70% |
False |
False |
10,907 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0091 |
0.9% |
70% |
False |
False |
8,728 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0084 |
0.8% |
70% |
False |
False |
7,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1031 |
|
1.618 |
1.0954 |
|
1.000 |
1.0906 |
|
0.618 |
1.0877 |
|
HIGH |
1.0829 |
|
0.618 |
1.0800 |
|
0.500 |
1.0791 |
|
0.382 |
1.0781 |
|
LOW |
1.0752 |
|
0.618 |
1.0704 |
|
1.000 |
1.0675 |
|
1.618 |
1.0627 |
|
2.618 |
1.0550 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0804 |
| PP |
1.0779 |
1.0788 |
| S1 |
1.0767 |
1.0771 |
|