CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 09-Dec-2022
Day Change Summary
Previous Current
08-Dec-2022 09-Dec-2022 Change Change % Previous Week
Open 1.0737 1.0804 0.0068 0.6% 1.0800
High 1.0818 1.0853 0.0035 0.3% 1.0853
Low 1.0729 1.0773 0.0044 0.4% 1.0700
Close 1.0799 1.0828 0.0030 0.3% 1.0828
Range 0.0089 0.0081 -0.0009 -9.6% 0.0153
ATR 0.0099 0.0098 -0.0001 -1.4% 0.0000
Volume 551 4,891 4,340 787.7% 6,945
Daily Pivots for day following 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1059 1.1024 1.0872
R3 1.0979 1.0944 1.0850
R2 1.0898 1.0898 1.0843
R1 1.0863 1.0863 1.0835 1.0881
PP 1.0818 1.0818 1.0818 1.0827
S1 1.0783 1.0783 1.0821 1.0800
S2 1.0737 1.0737 1.0813
S3 1.0657 1.0702 1.0806
S4 1.0576 1.0622 1.0784
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1253 1.1193 1.0912
R3 1.1100 1.1040 1.0870
R2 1.0947 1.0947 1.0856
R1 1.0887 1.0887 1.0842 1.0917
PP 1.0794 1.0794 1.0794 1.0809
S1 1.0734 1.0734 1.0814 1.0764
S2 1.0641 1.0641 1.0800
S3 1.0488 1.0581 1.0786
S4 1.0335 1.0428 1.0744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0853 1.0700 0.0153 1.4% 0.0089 0.8% 84% True False 1,389
10 1.0853 1.0606 0.0247 2.3% 0.0096 0.9% 90% True False 831
20 1.0853 1.0481 0.0372 3.4% 0.0097 0.9% 93% True False 439
40 1.0853 1.0010 0.0843 7.8% 0.0087 0.8% 97% True False 235
60 1.0853 1.0010 0.0843 7.8% 0.0077 0.7% 97% True False 161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1064
1.618 1.0983
1.000 1.0934
0.618 1.0903
HIGH 1.0853
0.618 1.0822
0.500 1.0813
0.382 1.0803
LOW 1.0773
0.618 1.0723
1.000 1.0692
1.618 1.0642
2.618 1.0562
4.250 1.0430
Fisher Pivots for day following 09-Dec-2022
Pivot 1 day 3 day
R1 1.0823 1.0814
PP 1.0818 1.0800
S1 1.0813 1.0786

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.