CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 17-Nov-2022
Day Change Summary
Previous Current
16-Nov-2022 17-Nov-2022 Change Change % Previous Week
Open 1.0718 1.0720 0.0003 0.0% 1.0190
High 1.0798 1.0732 -0.0066 -0.6% 1.0792
Low 1.0718 1.0615 -0.0103 -1.0% 1.0190
Close 1.0742 1.0651 -0.0091 -0.8% 1.0781
Range 0.0080 0.0118 0.0038 46.9% 0.0602
ATR 0.0106 0.0107 0.0002 1.4% 0.0000
Volume 29 44 15 51.7% 436
Daily Pivots for day following 17-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1018 1.0952 1.0716
R3 1.0901 1.0835 1.0683
R2 1.0783 1.0783 1.0673
R1 1.0717 1.0717 1.0662 1.0692
PP 1.0666 1.0666 1.0666 1.0653
S1 1.0600 1.0600 1.0640 1.0574
S2 1.0548 1.0548 1.0629
S3 1.0431 1.0482 1.0619
S4 1.0313 1.0365 1.0586
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.2394 1.2189 1.1112
R3 1.1792 1.1587 1.0946
R2 1.1190 1.1190 1.0891
R1 1.0985 1.0985 1.0836 1.1087
PP 1.0588 1.0588 1.0588 1.0639
S1 1.0383 1.0383 1.0725 1.0485
S2 0.9986 0.9986 1.0670
S3 0.9384 0.9781 1.0615
S4 0.8782 0.9179 1.0449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0801 1.0481 0.0320 3.0% 0.0131 1.2% 53% False False 55
10 1.0801 1.0015 0.0786 7.4% 0.0134 1.3% 81% False False 64
20 1.0801 1.0010 0.0791 7.4% 0.0106 1.0% 81% False False 44
40 1.0801 1.0010 0.0791 7.4% 0.0081 0.8% 81% False False 26
60 1.0801 1.0010 0.0791 7.4% 0.0066 0.6% 81% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.1040
1.618 1.0922
1.000 1.0850
0.618 1.0805
HIGH 1.0732
0.618 1.0687
0.500 1.0673
0.382 1.0659
LOW 1.0615
0.618 1.0542
1.000 1.0497
1.618 1.0424
2.618 1.0307
4.250 1.0115
Fisher Pivots for day following 17-Nov-2022
Pivot 1 day 3 day
R1 1.0673 1.0708
PP 1.0666 1.0689
S1 1.0658 1.0670

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

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