CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 1.0799 1.0855 0.0056 0.5% 1.0766
High 1.0863 1.0884 0.0022 0.2% 1.0832
Low 1.0791 1.0730 -0.0061 -0.6% 1.0716
Close 1.0844 1.0737 -0.0107 -1.0% 1.0803
Range 0.0072 0.0155 0.0083 114.6% 0.0116
ATR 0.0075 0.0081 0.0006 7.5% 0.0000
Volume 9,916 15,602 5,686 57.3% 3,839
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1247 1.1147 1.0822
R3 1.1093 1.0992 1.0779
R2 1.0938 1.0938 1.0765
R1 1.0838 1.0838 1.0751 1.0811
PP 1.0784 1.0784 1.0784 1.0770
S1 1.0683 1.0683 1.0723 1.0656
S2 1.0629 1.0629 1.0709
S3 1.0475 1.0529 1.0695
S4 1.0320 1.0374 1.0652
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1132 1.1083 1.0866
R3 1.1016 1.0967 1.0834
R2 1.0900 1.0900 1.0824
R1 1.0851 1.0851 1.0813 1.0875
PP 1.0784 1.0784 1.0784 1.0796
S1 1.0735 1.0735 1.0792 1.0759
S2 1.0668 1.0668 1.0781
S3 1.0552 1.0619 1.0771
S4 1.0436 1.0503 1.0739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0884 1.0716 0.0168 1.6% 0.0086 0.8% 13% True False 5,677
10 1.0942 1.0716 0.0226 2.1% 0.0084 0.8% 9% False False 2,946
20 1.1080 1.0716 0.0364 3.4% 0.0074 0.7% 6% False False 1,495
40 1.1190 1.0716 0.0474 4.4% 0.0073 0.7% 4% False False 758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1541
2.618 1.1288
1.618 1.1134
1.000 1.1039
0.618 1.0979
HIGH 1.0884
0.618 1.0825
0.500 1.0807
0.382 1.0789
LOW 1.0730
0.618 1.0634
1.000 1.0575
1.618 1.0480
2.618 1.0325
4.250 1.0073
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 1.0807 1.0807
PP 1.0784 1.0784
S1 1.0760 1.0760

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

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