CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 1.0528 1.0483 -0.0045 -0.4% 1.0640
High 1.0528 1.0523 -0.0005 0.0% 1.0700
Low 1.0524 1.0483 -0.0042 -0.4% 1.0524
Close 1.0528 1.0523 -0.0005 0.0% 1.0528
Range 0.0004 0.0040 0.0037 1,042.9% 0.0176
ATR 0.0066 0.0064 -0.0001 -2.3% 0.0000
Volume 0 6 6 311
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0629 1.0616 1.0545
R3 1.0589 1.0576 1.0534
R2 1.0549 1.0549 1.0530
R1 1.0536 1.0536 1.0526 1.0543
PP 1.0509 1.0509 1.0509 1.0513
S1 1.0496 1.0496 1.0519 1.0503
S2 1.0469 1.0469 1.0515
S3 1.0429 1.0456 1.0512
S4 1.0389 1.0416 1.0501
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1112 1.0996 1.0624
R3 1.0936 1.0820 1.0576
R2 1.0760 1.0760 1.0560
R1 1.0644 1.0644 1.0544 1.0614
PP 1.0584 1.0584 1.0584 1.0569
S1 1.0468 1.0468 1.0511 1.0438
S2 1.0408 1.0408 1.0495
S3 1.0232 1.0292 1.0479
S4 1.0056 1.0116 1.0431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0700 1.0483 0.0218 2.1% 0.0052 0.5% 18% False True 62
10 1.0700 1.0323 0.0378 3.6% 0.0049 0.5% 53% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0693
2.618 1.0627
1.618 1.0587
1.000 1.0563
0.618 1.0547
HIGH 1.0523
0.618 1.0507
0.500 1.0503
0.382 1.0498
LOW 1.0483
0.618 1.0458
1.000 1.0443
1.618 1.0418
2.618 1.0378
4.250 1.0313
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 1.0516 1.0556
PP 1.0509 1.0545
S1 1.0503 1.0534

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These figures are updated between 7pm and 10pm EST after a trading day.

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