CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0624 |
1.0692 |
0.0068 |
0.6% |
1.0645 |
| High |
1.0696 |
1.0753 |
0.0058 |
0.5% |
1.0721 |
| Low |
1.0623 |
1.0677 |
0.0054 |
0.5% |
1.0603 |
| Close |
1.0691 |
1.0735 |
0.0044 |
0.4% |
1.0691 |
| Range |
0.0073 |
0.0076 |
0.0004 |
4.8% |
0.0118 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
12,593 |
22,720 |
10,127 |
80.4% |
80,199 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0918 |
1.0776 |
|
| R3 |
1.0874 |
1.0842 |
1.0755 |
|
| R2 |
1.0798 |
1.0798 |
1.0748 |
|
| R1 |
1.0766 |
1.0766 |
1.0741 |
1.0782 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0729 |
| S1 |
1.0690 |
1.0690 |
1.0728 |
1.0706 |
| S2 |
1.0646 |
1.0646 |
1.0721 |
|
| S3 |
1.0570 |
1.0614 |
1.0714 |
|
| S4 |
1.0494 |
1.0538 |
1.0693 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0976 |
1.0756 |
|
| R3 |
1.0907 |
1.0858 |
1.0723 |
|
| R2 |
1.0789 |
1.0789 |
1.0713 |
|
| R1 |
1.0740 |
1.0740 |
1.0702 |
1.0765 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0684 |
| S1 |
1.0622 |
1.0622 |
1.0680 |
1.0647 |
| S2 |
1.0553 |
1.0553 |
1.0669 |
|
| S3 |
1.0435 |
1.0504 |
1.0659 |
|
| S4 |
1.0317 |
1.0386 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0753 |
1.0603 |
0.0151 |
1.4% |
0.0077 |
0.7% |
88% |
True |
False |
16,948 |
| 10 |
1.0869 |
1.0603 |
0.0267 |
2.5% |
0.0080 |
0.7% |
50% |
False |
False |
18,235 |
| 20 |
1.0975 |
1.0603 |
0.0373 |
3.5% |
0.0082 |
0.8% |
35% |
False |
False |
16,832 |
| 40 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0098 |
0.9% |
28% |
False |
False |
18,230 |
| 60 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0098 |
0.9% |
28% |
False |
False |
16,956 |
| 80 |
1.1082 |
1.0240 |
0.0842 |
7.8% |
0.0100 |
0.9% |
59% |
False |
False |
12,753 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0093 |
0.9% |
68% |
False |
False |
10,207 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0087 |
0.8% |
68% |
False |
False |
8,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0952 |
|
1.618 |
1.0876 |
|
1.000 |
1.0829 |
|
0.618 |
1.0800 |
|
HIGH |
1.0753 |
|
0.618 |
1.0724 |
|
0.500 |
1.0715 |
|
0.382 |
1.0706 |
|
LOW |
1.0677 |
|
0.618 |
1.0630 |
|
1.000 |
1.0601 |
|
1.618 |
1.0554 |
|
2.618 |
1.0478 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0716 |
| PP |
1.0722 |
1.0697 |
| S1 |
1.0715 |
1.0678 |
|