CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 1.1132 1.1165 0.0033 0.3% 1.1180
High 1.1132 1.1210 0.0078 0.7% 1.1294
Low 1.1132 1.1165 0.0033 0.3% 1.1052
Close 1.1132 1.1197 0.0065 0.6% 1.1098
Range 0.0000 0.0045 0.0045 0.0242
ATR 0.0064 0.0065 0.0001 1.5% 0.0000
Volume 0 6 6 7
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1326 1.1306 1.1222
R3 1.1281 1.1261 1.1209
R2 1.1236 1.1236 1.1205
R1 1.1216 1.1216 1.1201 1.1226
PP 1.1191 1.1191 1.1191 1.1196
S1 1.1171 1.1171 1.1193 1.1181
S2 1.1146 1.1146 1.1189
S3 1.1101 1.1126 1.1185
S4 1.1056 1.1081 1.1172
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1872 1.1727 1.1231
R3 1.1631 1.1485 1.1164
R2 1.1389 1.1389 1.1142
R1 1.1244 1.1244 1.1120 1.1196
PP 1.1148 1.1148 1.1148 1.1124
S1 1.1002 1.1002 1.1076 1.0954
S2 1.0906 1.0906 1.1054
S3 1.0665 1.0761 1.1032
S4 1.0423 1.0519 1.0965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1210 1.1057 0.0153 1.4% 0.0010 0.1% 92% True False 1
10 1.1294 1.0987 0.0307 2.7% 0.0042 0.4% 69% False False 1
20 1.1294 1.0937 0.0357 3.2% 0.0027 0.2% 73% False False
40 1.1375 1.0937 0.0439 3.9% 0.0028 0.2% 59% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1401
2.618 1.1328
1.618 1.1283
1.000 1.1255
0.618 1.1238
HIGH 1.1210
0.618 1.1193
0.500 1.1188
0.382 1.1182
LOW 1.1165
0.618 1.1137
1.000 1.1120
1.618 1.1092
2.618 1.1047
4.250 1.0974
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 1.1194 1.1178
PP 1.1191 1.1158
S1 1.1188 1.1139

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

View Archives - Comment on this page... - Back to Index of Symbols