CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 1.0729 1.0737 0.0008 0.1% 1.0700
High 1.0801 1.0818 0.0017 0.2% 1.0848
Low 1.0719 1.0729 0.0010 0.1% 1.0606
Close 1.0766 1.0799 0.0033 0.3% 1.0793
Range 0.0082 0.0089 0.0007 8.5% 0.0242
ATR 0.0100 0.0099 -0.0001 -0.8% 0.0000
Volume 691 551 -140 -20.3% 1,369
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1049 1.1013 1.0847
R3 1.0960 1.0924 1.0823
R2 1.0871 1.0871 1.0815
R1 1.0835 1.0835 1.0807 1.0853
PP 1.0782 1.0782 1.0782 1.0791
S1 1.0746 1.0746 1.0790 1.0764
S2 1.0693 1.0693 1.0782
S3 1.0604 1.0657 1.0774
S4 1.0515 1.0568 1.0750
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 1.0700 0.0148 1.4% 0.0098 0.9% 67% False False 499
10 1.0848 1.0606 0.0242 2.2% 0.0099 0.9% 80% False False 345
20 1.0848 1.0273 0.0575 5.3% 0.0105 1.0% 91% False False 205
40 1.0848 1.0010 0.0838 7.8% 0.0087 0.8% 94% False False 113
60 1.0848 1.0010 0.0838 7.8% 0.0077 0.7% 94% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1196
2.618 1.1051
1.618 1.0962
1.000 1.0907
0.618 1.0873
HIGH 1.0818
0.618 1.0784
0.500 1.0774
0.382 1.0763
LOW 1.0729
0.618 1.0674
1.000 1.0640
1.618 1.0585
2.618 1.0496
4.250 1.0351
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 1.0790 1.0785
PP 1.0782 1.0772
S1 1.0774 1.0759

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

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