CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 1.0710 1.0808 0.0098 0.9% 1.0700
High 1.0808 1.0848 0.0040 0.4% 1.0848
Low 1.0705 1.0722 0.0018 0.2% 1.0606
Close 1.0805 1.0793 -0.0013 -0.1% 1.0793
Range 0.0104 0.0126 0.0022 21.3% 0.0242
ATR 0.0100 0.0102 0.0002 1.8% 0.0000
Volume 294 441 147 50.0% 1,369
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1164 1.1104 1.0862
R3 1.1038 1.0978 1.0827
R2 1.0913 1.0913 1.0816
R1 1.0853 1.0853 1.0804 1.0820
PP 1.0787 1.0787 1.0787 1.0771
S1 1.0727 1.0727 1.0781 1.0695
S2 1.0662 1.0662 1.0769
S3 1.0536 1.0602 1.0758
S4 1.0411 1.0476 1.0723
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1473 1.1374 1.0925
R3 1.1232 1.1133 1.0859
R2 1.0990 1.0990 1.0837
R1 1.0891 1.0891 1.0815 1.0941
PP 1.0749 1.0749 1.0749 1.0773
S1 1.0650 1.0650 1.0770 1.0699
S2 1.0507 1.0507 1.0748
S3 1.0266 1.0408 1.0726
S4 1.0024 1.0167 1.0660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0848 1.0606 0.0242 2.2% 0.0102 0.9% 77% True False 273
10 1.0848 1.0567 0.0281 2.6% 0.0083 0.8% 80% True False 156
20 1.0848 1.0015 0.0833 7.7% 0.0109 1.0% 93% True False 110
40 1.0848 1.0010 0.0838 7.8% 0.0083 0.8% 93% True False 64
60 1.0848 1.0010 0.0838 7.8% 0.0077 0.7% 93% True False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1381
2.618 1.1176
1.618 1.1051
1.000 1.0973
0.618 1.0925
HIGH 1.0848
0.618 1.0800
0.500 1.0785
0.382 1.0770
LOW 1.0722
0.618 1.0644
1.000 1.0597
1.618 1.0519
2.618 1.0393
4.250 1.0189
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 1.0790 1.0771
PP 1.0787 1.0749
S1 1.0785 1.0727

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

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