CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 1.0814 1.0799 -0.0015 -0.1% 1.0800
High 1.0851 1.0951 0.0101 0.9% 1.0853
Low 1.0776 1.0782 0.0006 0.1% 1.0700
Close 1.0786 1.0887 0.0101 0.9% 1.0828
Range 0.0075 0.0169 0.0095 126.8% 0.0153
ATR 0.0096 0.0101 0.0005 5.4% 0.0000
Volume 5,024 18,408 13,384 266.4% 6,945
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1380 1.1302 1.0979
R3 1.1211 1.1133 1.0933
R2 1.1042 1.1042 1.0917
R1 1.0964 1.0964 1.0902 1.1003
PP 1.0873 1.0873 1.0873 1.0893
S1 1.0795 1.0795 1.0871 1.0834
S2 1.0704 1.0704 1.0856
S3 1.0535 1.0626 1.0840
S4 1.0366 1.0457 1.0794
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 1.0951 1.0719 0.0232 2.1% 0.0099 0.9% 72% True False 5,913
10 1.0951 1.0606 0.0345 3.2% 0.0104 1.0% 81% True False 3,156
20 1.0951 1.0567 0.0384 3.5% 0.0090 0.8% 83% True False 1,604
40 1.0951 1.0010 0.0941 8.6% 0.0091 0.8% 93% True False 820
60 1.0951 1.0010 0.0941 8.6% 0.0081 0.7% 93% True False 552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1669
2.618 1.1393
1.618 1.1224
1.000 1.1120
0.618 1.1055
HIGH 1.0951
0.618 1.0886
0.500 1.0867
0.382 1.0847
LOW 1.0782
0.618 1.0678
1.000 1.0613
1.618 1.0509
2.618 1.0340
4.250 1.0064
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 1.0880 1.0878
PP 1.0873 1.0870
S1 1.0867 1.0862

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

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