CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 1.0800 1.0737 -0.0064 -0.6% 1.0700
High 1.0840 1.0781 -0.0059 -0.5% 1.0848
Low 1.0725 1.0700 -0.0025 -0.2% 1.0606
Close 1.0732 1.0739 0.0007 0.1% 1.0793
Range 0.0115 0.0081 -0.0034 -29.3% 0.0242
ATR 0.0103 0.0102 -0.0002 -1.5% 0.0000
Volume 424 388 -36 -8.5% 1,369
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0983 1.0942 1.0783
R3 1.0902 1.0861 1.0761
R2 1.0821 1.0821 1.0753
R1 1.0780 1.0780 1.0746 1.0800
PP 1.0740 1.0740 1.0740 1.0750
S1 1.0699 1.0699 1.0731 1.0719
S2 1.0659 1.0659 1.0724
S3 1.0578 1.0618 1.0716
S4 1.0497 1.0537 1.0694
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% 0.0110 1.0% 55% False False 400
10 1.0848 1.0606 0.0242 2.2% 0.0095 0.9% 55% False False 233
20 1.0848 1.0240 0.0608 5.7% 0.0104 1.0% 82% False False 147
40 1.0848 1.0010 0.0838 7.8% 0.0086 0.8% 87% False False 83
60 1.0848 1.0010 0.0838 7.8% 0.0077 0.7% 87% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1125
2.618 1.0993
1.618 1.0912
1.000 1.0862
0.618 1.0831
HIGH 1.0781
0.618 1.0750
0.500 1.0741
0.382 1.0731
LOW 1.0700
0.618 1.0650
1.000 1.0619
1.618 1.0569
2.618 1.0488
4.250 1.0356
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 1.0741 1.0774
PP 1.0740 1.0762
S1 1.0739 1.0750

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

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