CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 1.0391 1.0325 -0.0066 -0.6% 1.0320
High 1.0391 1.0432 0.0041 0.4% 1.0432
Low 1.0391 1.0300 -0.0091 -0.9% 1.0220
Close 1.0391 1.0306 -0.0085 -0.8% 1.0306
Range 0.0000 0.0132 0.0132 0.0212
ATR 0.0075 0.0079 0.0004 5.4% 0.0000
Volume 1 10 9 900.0% 45
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0742 1.0656 1.0379
R3 1.0610 1.0524 1.0342
R2 1.0478 1.0478 1.0330
R1 1.0392 1.0392 1.0318 1.0369
PP 1.0346 1.0346 1.0346 1.0335
S1 1.0260 1.0260 1.0294 1.0237
S2 1.0214 1.0214 1.0282
S3 1.0082 1.0128 1.0270
S4 0.9950 0.9996 1.0233
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0955 1.0843 1.0423
R3 1.0743 1.0631 1.0364
R2 1.0531 1.0531 1.0345
R1 1.0419 1.0419 1.0325 1.0369
PP 1.0319 1.0319 1.0319 1.0295
S1 1.0207 1.0207 1.0287 1.0157
S2 1.0107 1.0107 1.0267
S3 0.9895 0.9995 1.0248
S4 0.9683 0.9783 1.0189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0432 1.0220 0.0212 2.1% 0.0084 0.8% 41% True False 9
10 1.0558 1.0220 0.0338 3.3% 0.0061 0.6% 25% False False 16
20 1.0700 1.0220 0.0480 4.7% 0.0054 0.5% 18% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0993
2.618 1.0778
1.618 1.0646
1.000 1.0564
0.618 1.0514
HIGH 1.0432
0.618 1.0382
0.500 1.0366
0.382 1.0350
LOW 1.0300
0.618 1.0218
1.000 1.0168
1.618 1.0086
2.618 0.9954
4.250 0.9739
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 1.0366 1.0334
PP 1.0346 1.0325
S1 1.0326 1.0315

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

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