CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 1.0649 1.0607 -0.0043 -0.4% 1.0597
High 1.0669 1.0730 0.0061 0.6% 1.0774
Low 1.0608 1.0606 -0.0002 0.0% 1.0567
Close 1.0615 1.0713 0.0098 0.9% 1.0715
Range 0.0062 0.0124 0.0063 101.6% 0.0207
ATR 0.0098 0.0100 0.0002 1.9% 0.0000
Volume 143 454 311 217.5% 180
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1055 1.1008 1.0781
R3 1.0931 1.0884 1.0747
R2 1.0807 1.0807 1.0735
R1 1.0760 1.0760 1.0724 1.0783
PP 1.0683 1.0683 1.0683 1.0695
S1 1.0636 1.0636 1.0701 1.0659
S2 1.0559 1.0559 1.0690
S3 1.0435 1.0512 1.0678
S4 1.0311 1.0388 1.0644
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 1.0606 0.0168 1.6% 0.0104 1.0% 63% False True 157
10 1.0798 1.0567 0.0231 2.2% 0.0080 0.7% 63% False False 90
20 1.0801 1.0010 0.0791 7.4% 0.0106 1.0% 89% False False 75
40 1.0801 1.0010 0.0791 7.4% 0.0079 0.7% 89% False False 45
60 1.0801 1.0010 0.0791 7.4% 0.0073 0.7% 89% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1257
2.618 1.1055
1.618 1.0931
1.000 1.0854
0.618 1.0807
HIGH 1.0730
0.618 1.0683
0.500 1.0668
0.382 1.0653
LOW 1.0606
0.618 1.0529
1.000 1.0482
1.618 1.0405
2.618 1.0281
4.250 1.0079
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 1.0698 1.0704
PP 1.0683 1.0695
S1 1.0668 1.0686

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

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