CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 1.0607 1.0710 0.0104 1.0% 1.0597
High 1.0730 1.0808 0.0078 0.7% 1.0774
Low 1.0606 1.0705 0.0099 0.9% 1.0567
Close 1.0713 1.0805 0.0093 0.9% 1.0715
Range 0.0124 0.0104 -0.0021 -16.5% 0.0207
ATR 0.0100 0.0100 0.0000 0.2% 0.0000
Volume 454 294 -160 -35.2% 180
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1083 1.1048 1.0862
R3 1.0980 1.0944 1.0833
R2 1.0876 1.0876 1.0824
R1 1.0841 1.0841 1.0814 1.0858
PP 1.0773 1.0773 1.0773 1.0781
S1 1.0737 1.0737 1.0796 1.0755
S2 1.0669 1.0669 1.0786
S3 1.0566 1.0634 1.0777
S4 1.0462 1.0530 1.0748
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 1.0808 1.0606 0.0202 1.9% 0.0099 0.9% 99% True False 191
10 1.0808 1.0567 0.0241 2.2% 0.0083 0.8% 99% True False 116
20 1.0808 1.0010 0.0798 7.4% 0.0108 1.0% 100% True False 89
40 1.0808 1.0010 0.0798 7.4% 0.0080 0.7% 100% True False 52
60 1.0808 1.0010 0.0798 7.4% 0.0075 0.7% 100% True False 44
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1248
2.618 1.1079
1.618 1.0975
1.000 1.0912
0.618 1.0872
HIGH 1.0808
0.618 1.0768
0.500 1.0756
0.382 1.0744
LOW 1.0705
0.618 1.0641
1.000 1.0601
1.618 1.0537
2.618 1.0434
4.250 1.0265
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 1.0789 1.0772
PP 1.0773 1.0740
S1 1.0756 1.0707

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.