CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 1.0994 1.1091 0.0098 0.9% 1.0799
High 1.1153 1.1119 -0.0034 -0.3% 1.1021
Low 1.0986 1.1032 0.0046 0.4% 1.0714
Close 1.1107 1.1066 -0.0041 -0.4% 1.0975
Range 0.0167 0.0087 -0.0080 -47.7% 0.0307
ATR 0.0098 0.0097 -0.0001 -0.8% 0.0000
Volume 37,153 29,277 -7,876 -21.2% 112,745
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1333 1.1286 1.1113
R3 1.1246 1.1199 1.1089
R2 1.1159 1.1159 1.1081
R1 1.1112 1.1112 1.1073 1.1092
PP 1.1072 1.1072 1.1072 1.1062
S1 1.1025 1.1025 1.1058 1.1005
S2 1.0985 1.0985 1.1050
S3 1.0898 1.0938 1.1042
S4 1.0811 1.0851 1.1018
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 1.1153 1.0714 0.0439 4.0% 0.0121 1.1% 80% False False 30,731
10 1.1153 1.0714 0.0439 4.0% 0.0103 0.9% 80% False False 18,204
20 1.1153 1.0714 0.0439 4.0% 0.0090 0.8% 80% False False 9,171
40 1.1190 1.0714 0.0476 4.3% 0.0079 0.7% 74% False False 4,598
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1488
2.618 1.1346
1.618 1.1259
1.000 1.1206
0.618 1.1172
HIGH 1.1119
0.618 1.1085
0.500 1.1075
0.382 1.1065
LOW 1.1032
0.618 1.0978
1.000 1.0945
1.618 1.0891
2.618 1.0804
4.250 1.0662
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 1.1075 1.1040
PP 1.1072 1.1015
S1 1.1069 1.0990

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

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