CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 1.0739 1.0837 0.0098 0.9% 1.0799
High 1.0840 1.1021 0.0181 1.7% 1.1021
Low 1.0735 1.0827 0.0092 0.9% 1.0714
Close 1.0793 1.0975 0.0182 1.7% 1.0975
Range 0.0105 0.0194 0.0089 84.8% 0.0307
ATR 0.0081 0.0091 0.0010 12.9% 0.0000
Volume 27,542 39,684 12,142 44.1% 112,745
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1523 1.1443 1.1082
R3 1.1329 1.1249 1.1028
R2 1.1135 1.1135 1.1011
R1 1.1055 1.1055 1.0993 1.1095
PP 1.0941 1.0941 1.0941 1.0961
S1 1.0861 1.0861 1.0957 1.0901
S2 1.0747 1.0747 1.0939
S3 1.0553 1.0667 1.0922
S4 1.0359 1.0473 1.0868
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1823 1.1705 1.1144
R3 1.1516 1.1399 1.1059
R2 1.1210 1.1210 1.1031
R1 1.1092 1.1092 1.1003 1.1151
PP 1.0903 1.0903 1.0903 1.0933
S1 1.0786 1.0786 1.0947 1.0845
S2 1.0597 1.0597 1.0919
S3 1.0290 1.0479 1.0891
S4 0.9984 1.0173 1.0806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1021 1.0714 0.0307 2.8% 0.0116 1.1% 85% True False 22,549
10 1.1021 1.0714 0.0307 2.8% 0.0096 0.9% 85% True False 11,658
20 1.1080 1.0714 0.0366 3.3% 0.0084 0.8% 71% False False 5,852
40 1.1190 1.0714 0.0476 4.3% 0.0077 0.7% 55% False False 2,938
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 0.0012
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.1845
2.618 1.1528
1.618 1.1334
1.000 1.1215
0.618 1.1140
HIGH 1.1021
0.618 1.0946
0.500 1.0924
0.382 1.0901
LOW 1.0827
0.618 1.0707
1.000 1.0633
1.618 1.0513
2.618 1.0319
4.250 1.0002
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 1.0958 1.0939
PP 1.0941 1.0903
S1 1.0924 1.0867

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

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