CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 1.0320 1.0258 -0.0063 -0.6% 1.0483
High 1.0320 1.0258 -0.0063 -0.6% 1.0558
Low 1.0220 1.0258 0.0038 0.4% 1.0340
Close 1.0221 1.0258 0.0037 0.4% 1.0342
Range 0.0100 0.0000 -0.0100 -100.0% 0.0218
ATR 0.0073 0.0070 -0.0003 -3.6% 0.0000
Volume 25 0 -25 -100.0% 124
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0258 1.0258 1.0258
R3 1.0258 1.0258 1.0258
R2 1.0258 1.0258 1.0258
R1 1.0258 1.0258 1.0258 1.0258
PP 1.0258 1.0258 1.0258 1.0258
S1 1.0258 1.0258 1.0258 1.0258
S2 1.0258 1.0258 1.0258
S3 1.0258 1.0258 1.0258
S4 1.0258 1.0258 1.0258
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1066 1.0921 1.0462
R3 1.0848 1.0704 1.0402
R2 1.0631 1.0631 1.0382
R1 1.0486 1.0486 1.0362 1.0450
PP 1.0413 1.0413 1.0413 1.0395
S1 1.0269 1.0269 1.0322 1.0232
S2 1.0196 1.0196 1.0302
S3 0.9978 1.0051 1.0282
S4 0.9761 0.9834 1.0222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0558 1.0220 0.0338 3.3% 0.0046 0.4% 11% False False 27
10 1.0630 1.0220 0.0410 4.0% 0.0039 0.4% 9% False False 44
20 1.0700 1.0220 0.0480 4.7% 0.0042 0.4% 8% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0258
2.618 1.0258
1.618 1.0258
1.000 1.0258
0.618 1.0258
HIGH 1.0258
0.618 1.0258
0.500 1.0258
0.382 1.0258
LOW 1.0258
0.618 1.0258
1.000 1.0258
1.618 1.0258
2.618 1.0258
4.250 1.0258
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 1.0258 1.0320
PP 1.0258 1.0299
S1 1.0258 1.0278

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

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