CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 1.0597 1.0642 0.0046 0.4% 1.0732
High 1.0599 1.0644 0.0045 0.4% 1.0801
Low 1.0567 1.0642 0.0075 0.7% 1.0615
Close 1.0567 1.0644 0.0077 0.7% 1.0633
Range 0.0032 0.0002 -0.0031 -95.3% 0.0186
ATR 0.0101 0.0099 -0.0002 -1.7% 0.0000
Volume 27 2 -25 -92.6% 186
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0648 1.0647 1.0644
R3 1.0646 1.0646 1.0644
R2 1.0645 1.0645 1.0644
R1 1.0644 1.0644 1.0644 1.0644
PP 1.0643 1.0643 1.0643 1.0643
S1 1.0643 1.0643 1.0643 1.0643
S2 1.0642 1.0642 1.0643
S3 1.0640 1.0641 1.0643
S4 1.0639 1.0640 1.0643
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1241 1.1123 1.0735
R3 1.1055 1.0937 1.0684
R2 1.0869 1.0869 1.0667
R1 1.0751 1.0751 1.0650 1.0717
PP 1.0683 1.0683 1.0683 1.0666
S1 1.0565 1.0565 1.0616 1.0531
S2 1.0497 1.0497 1.0599
S3 1.0311 1.0379 1.0582
S4 1.0125 1.0193 1.0531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0798 1.0567 0.0231 2.2% 0.0057 0.5% 33% False False 23
10 1.0801 1.0273 0.0528 5.0% 0.0105 1.0% 70% False False 58
20 1.0801 1.0010 0.0791 7.4% 0.0095 0.9% 80% False False 41
40 1.0801 1.0010 0.0791 7.4% 0.0078 0.7% 80% False False 27
60 1.0801 1.0010 0.0791 7.4% 0.0066 0.6% 80% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0012
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0650
2.618 1.0647
1.618 1.0646
1.000 1.0645
0.618 1.0644
HIGH 1.0644
0.618 1.0643
0.500 1.0643
0.382 1.0643
LOW 1.0642
0.618 1.0641
1.000 1.0641
1.618 1.0640
2.618 1.0638
4.250 1.0636
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 1.0643 1.0635
PP 1.0643 1.0627
S1 1.0643 1.0619

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

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