CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 1.0567 1.0528 -0.0039 -0.4% 1.0640
High 1.0630 1.0528 -0.0103 -1.0% 1.0700
Low 1.0560 1.0524 -0.0036 -0.3% 1.0524
Close 1.0576 1.0528 -0.0049 -0.5% 1.0528
Range 0.0070 0.0004 -0.0067 -95.0% 0.0176
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 245 0 -245 -100.0% 311
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0537 1.0536 1.0529
R3 1.0533 1.0532 1.0528
R2 1.0530 1.0530 1.0528
R1 1.0529 1.0529 1.0528 1.0529
PP 1.0526 1.0526 1.0526 1.0527
S1 1.0525 1.0525 1.0527 1.0526
S2 1.0523 1.0523 1.0527
S3 1.0519 1.0522 1.0527
S4 1.0516 1.0518 1.0526
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1112 1.0996 1.0624
R3 1.0936 1.0820 1.0576
R2 1.0760 1.0760 1.0560
R1 1.0644 1.0644 1.0544 1.0614
PP 1.0584 1.0584 1.0584 1.0569
S1 1.0468 1.0468 1.0511 1.0438
S2 1.0408 1.0408 1.0495
S3 1.0232 1.0292 1.0479
S4 1.0056 1.0116 1.0431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0700 1.0524 0.0176 1.7% 0.0050 0.5% 2% False True 62
10 1.0700 1.0323 0.0378 3.6% 0.0047 0.4% 54% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0542
2.618 1.0537
1.618 1.0533
1.000 1.0531
0.618 1.0530
HIGH 1.0528
0.618 1.0526
0.500 1.0526
0.382 1.0525
LOW 1.0524
0.618 1.0522
1.000 1.0521
1.618 1.0518
2.618 1.0515
4.250 1.0509
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 1.0527 1.0577
PP 1.0526 1.0561
S1 1.0526 1.0544

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

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