CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 23-Mar-2023
Day Change Summary
Previous Current
22-Mar-2023 23-Mar-2023 Change Change % Previous Week
Open 1.1050 1.1140 0.0090 0.8% 1.1120
High 1.1130 1.1150 0.0020 0.2% 1.1240
Low 1.1036 1.1115 0.0079 0.7% 1.0920
Close 1.1115 1.1115 -0.0001 0.0% 1.1019
Range 0.0095 0.0036 -0.0059 -62.4% 0.0320
ATR
Volume 11 2 -9 -81.8% 113
Daily Pivots for day following 23-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1233 1.1209 1.1134
R3 1.1197 1.1174 1.1124
R2 1.1162 1.1162 1.1121
R1 1.1138 1.1138 1.1118 1.1132
PP 1.1126 1.1126 1.1126 1.1123
S1 1.1103 1.1103 1.1111 1.1097
S2 1.1091 1.1091 1.1108
S3 1.1055 1.1067 1.1105
S4 1.1020 1.1032 1.1095
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.2020 1.1839 1.1195
R3 1.1700 1.1519 1.1107
R2 1.1380 1.1380 1.1078
R1 1.1199 1.1199 1.1048 1.1130
PP 1.1060 1.1060 1.1060 1.1025
S1 1.0879 1.0879 1.0990 1.0810
S2 1.0740 1.0740 1.0960
S3 1.0420 1.0559 1.0931
S4 1.0100 1.0239 1.0843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1150 1.0989 0.0162 1.5% 0.0039 0.3% 78% True False 8
10 1.1240 1.0920 0.0320 2.9% 0.0072 0.7% 61% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1301
2.618 1.1243
1.618 1.1207
1.000 1.1186
0.618 1.1172
HIGH 1.1150
0.618 1.1136
0.500 1.1132
0.382 1.1128
LOW 1.1115
0.618 1.1093
1.000 1.1079
1.618 1.1057
2.618 1.1022
4.250 1.0964
Fisher Pivots for day following 23-Mar-2023
Pivot 1 day 3 day
R1 1.1132 1.1107
PP 1.1126 1.1100
S1 1.1120 1.1093

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

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