CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 1.0667 1.0733 0.0066 0.6% 1.0597
High 1.0758 1.0774 0.0017 0.2% 1.0774
Low 1.0630 1.0666 0.0036 0.3% 1.0567
Close 1.0758 1.0715 -0.0043 -0.4% 1.0715
Range 0.0128 0.0109 -0.0019 -14.9% 0.0207
ATR 0.0101 0.0101 0.0001 0.5% 0.0000
Volume 122 29 -93 -76.2% 180
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1044 1.0988 1.0774
R3 1.0935 1.0879 1.0744
R2 1.0827 1.0827 1.0734
R1 1.0771 1.0771 1.0724 1.0744
PP 1.0718 1.0718 1.0718 1.0705
S1 1.0662 1.0662 1.0705 1.0636
S2 1.0610 1.0610 1.0695
S3 1.0501 1.0554 1.0685
S4 1.0393 1.0445 1.0655
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1306 1.1217 1.0828
R3 1.1099 1.1010 1.0771
R2 1.0892 1.0892 1.0752
R1 1.0803 1.0803 1.0733 1.0848
PP 1.0685 1.0685 1.0685 1.0707
S1 1.0596 1.0596 1.0696 1.0641
S2 1.0478 1.0478 1.0677
S3 1.0271 1.0389 1.0658
S4 1.0064 1.0182 1.0601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0774 1.0567 0.0207 1.9% 0.0064 0.6% 71% True False 39
10 1.0801 1.0481 0.0320 3.0% 0.0098 0.9% 73% False False 47
20 1.0801 1.0010 0.0791 7.4% 0.0101 0.9% 89% False False 45
40 1.0801 1.0010 0.0791 7.4% 0.0080 0.7% 89% False False 30
60 1.0801 1.0010 0.0791 7.4% 0.0069 0.6% 89% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1235
2.618 1.1058
1.618 1.0950
1.000 1.0883
0.618 1.0841
HIGH 1.0774
0.618 1.0733
0.500 1.0720
0.382 1.0707
LOW 1.0666
0.618 1.0598
1.000 1.0557
1.618 1.0490
2.618 1.0381
4.250 1.0204
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 1.0720 1.0710
PP 1.0718 1.0706
S1 1.0716 1.0702

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

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