CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 29-Nov-2022
Day Change Summary
Previous Current
28-Nov-2022 29-Nov-2022 Change Change % Previous Week
Open 1.0700 1.0649 -0.0051 -0.5% 1.0597
High 1.0767 1.0669 -0.0098 -0.9% 1.0774
Low 1.0669 1.0608 -0.0062 -0.6% 1.0567
Close 1.0669 1.0615 -0.0054 -0.5% 1.0715
Range 0.0098 0.0062 -0.0036 -36.9% 0.0207
ATR 0.0101 0.0098 -0.0003 -2.8% 0.0000
Volume 37 143 106 286.5% 180
Daily Pivots for day following 29-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0815 1.0777 1.0649
R3 1.0754 1.0715 1.0632
R2 1.0692 1.0692 1.0626
R1 1.0654 1.0654 1.0621 1.0642
PP 1.0631 1.0631 1.0631 1.0625
S1 1.0592 1.0592 1.0609 1.0581
S2 1.0569 1.0569 1.0604
S3 1.0508 1.0531 1.0598
S4 1.0446 1.0469 1.0581
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 1.0608 0.0167 1.6% 0.0079 0.7% 5% False True 66
10 1.0801 1.0567 0.0234 2.2% 0.0076 0.7% 21% False False 51
20 1.0801 1.0010 0.0791 7.4% 0.0102 1.0% 77% False False 53
40 1.0801 1.0010 0.0791 7.4% 0.0079 0.7% 77% False False 34
60 1.0801 1.0010 0.0791 7.4% 0.0071 0.7% 77% False False 31
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0930
2.618 1.0830
1.618 1.0769
1.000 1.0731
0.618 1.0707
HIGH 1.0669
0.618 1.0646
0.500 1.0638
0.382 1.0631
LOW 1.0608
0.618 1.0569
1.000 1.0546
1.618 1.0508
2.618 1.0446
4.250 1.0346
Fisher Pivots for day following 29-Nov-2022
Pivot 1 day 3 day
R1 1.0638 1.0691
PP 1.0631 1.0666
S1 1.0623 1.0640

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

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