CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 1.0258 1.0236 -0.0022 -0.2% 1.0483
High 1.0258 1.0423 0.0165 1.6% 1.0558
Low 1.0258 1.0236 -0.0022 -0.2% 1.0340
Close 1.0258 1.0423 0.0165 1.6% 1.0342
Range 0.0000 0.0187 0.0187 0.0218
ATR 0.0070 0.0079 0.0008 11.8% 0.0000
Volume 0 9 9 124
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0920 1.0858 1.0525
R3 1.0733 1.0671 1.0474
R2 1.0547 1.0547 1.0457
R1 1.0485 1.0485 1.0440 1.0516
PP 1.0360 1.0360 1.0360 1.0376
S1 1.0298 1.0298 1.0405 1.0329
S2 1.0174 1.0174 1.0388
S3 0.9987 1.0112 1.0371
S4 0.9801 0.9925 1.0320
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1066 1.0921 1.0462
R3 1.0848 1.0704 1.0402
R2 1.0631 1.0631 1.0382
R1 1.0486 1.0486 1.0362 1.0450
PP 1.0413 1.0413 1.0413 1.0395
S1 1.0269 1.0269 1.0322 1.0232
S2 1.0196 1.0196 1.0302
S3 0.9978 1.0051 1.0282
S4 0.9761 0.9834 1.0222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0423 1.0220 0.0203 1.9% 0.0081 0.8% 100% True False 11
10 1.0630 1.0220 0.0410 3.9% 0.0056 0.5% 49% False False 40
20 1.0700 1.0220 0.0480 4.6% 0.0048 0.5% 42% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1215
2.618 1.0911
1.618 1.0724
1.000 1.0609
0.618 1.0538
HIGH 1.0423
0.618 1.0351
0.500 1.0329
0.382 1.0307
LOW 1.0236
0.618 1.0121
1.000 1.0050
1.618 0.9934
2.618 0.9748
4.250 0.9443
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 1.0391 1.0389
PP 1.0360 1.0355
S1 1.0329 1.0321

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

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