CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	1.0519	1.0550	0.0032	0.3%	1.0640
High	1.0537	1.0558	0.0021	0.2%	1.0700
Low	1.0511	1.0545	0.0034	0.3%	1.0524
Close	1.0537	1.0558	0.0021	0.2%	1.0528
Range	0.0026	0.0013	-0.0013	-51.0%	0.0176
ATR	0.0062	0.0059	-0.0003	-4.7%	0.0000
Volume	7	89	82	1,171.4%	311

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0591	1.0587	1.0564
R3	1.0578	1.0574	1.0561
R2	1.0566	1.0566	1.0560
R1	1.0562	1.0562	1.0559	1.0564
PP	1.0553	1.0553	1.0553	1.0554
S1	1.0549	1.0549	1.0556	1.0551
S2	1.0541	1.0541	1.0555
S3	1.0528	1.0537	1.0554
S4	1.0516	1.0524	1.0551

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	1.0630	1.0483	0.0148	1.4%	0.0030	0.3%	51%	False	False	69
10	1.0700	1.0420	0.0280	2.7%	0.0053	0.5%	49%	False	False	45

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	False
Stretch	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0611
2.618	1.0590
1.618	1.0578
1.000	1.0570
0.618	1.0565
HIGH	1.0558
0.618	1.0553
0.500	1.0551
0.382	1.0550
LOW	1.0545
0.618	1.0537
1.000	1.0533
1.618	1.0525
2.618	1.0512
4.250	1.0492

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	1.0555	1.0545
PP	1.0553	1.0533
S1	1.0551	1.0520

Download as Excel Spreadsheet

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

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