CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 1.0124 1.0100 -0.0024 -0.2% 1.0216
High 1.0124 1.0198 0.0074 0.7% 1.0221
Low 1.0124 1.0020 -0.0104 -1.0% 1.0020
Close 1.0124 1.0169 0.0045 0.4% 1.0169
Range 0.0000 0.0178 0.0178 0.0201
ATR 0.0072 0.0080 0.0008 10.5% 0.0000
Volume 0 74 74 74
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0663 1.0594 1.0267
R3 1.0485 1.0416 1.0218
R2 1.0307 1.0307 1.0202
R1 1.0238 1.0238 1.0185 1.0273
PP 1.0129 1.0129 1.0129 1.0146
S1 1.0060 1.0060 1.0153 1.0095
S2 0.9951 0.9951 1.0136
S3 0.9773 0.9882 1.0120
S4 0.9595 0.9704 1.0071
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0740 1.0655 1.0280
R3 1.0539 1.0454 1.0224
R2 1.0338 1.0338 1.0206
R1 1.0253 1.0253 1.0187 1.0195
PP 1.0137 1.0137 1.0137 1.0108
S1 1.0052 1.0052 1.0151 0.9994
S2 0.9936 0.9936 1.0132
S3 0.9735 0.9851 1.0114
S4 0.9534 0.9650 1.0058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0221 1.0020 0.0201 2.0% 0.0036 0.4% 74% False True 14
10 1.0250 1.0020 0.0230 2.3% 0.0049 0.5% 65% False True 16
20 1.0432 1.0020 0.0412 4.1% 0.0061 0.6% 36% False True 12
40 1.0700 1.0020 0.0680 6.7% 0.0051 0.5% 22% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0955
2.618 1.0664
1.618 1.0486
1.000 1.0376
0.618 1.0308
HIGH 1.0198
0.618 1.0130
0.500 1.0109
0.382 1.0088
LOW 1.0020
0.618 0.9910
1.000 0.9842
1.618 0.9732
2.618 0.9554
4.250 0.9264
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 1.0149 1.0149
PP 1.0129 1.0129
S1 1.0109 1.0109

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

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