CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 1.0254 1.0262 0.0008 0.1% 1.0280
High 1.0254 1.0284 0.0030 0.3% 1.0393
Low 1.0254 1.0220 -0.0035 -0.3% 1.0220
Close 1.0254 1.0217 -0.0038 -0.4% 1.0217
Range 0.0000 0.0064 0.0064 0.0173
ATR 0.0083 0.0082 -0.0001 -1.7% 0.0000
Volume 0 8 8 28
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0432 1.0388 1.0252
R3 1.0368 1.0324 1.0234
R2 1.0304 1.0304 1.0228
R1 1.0260 1.0260 1.0222 1.0250
PP 1.0240 1.0240 1.0240 1.0235
S1 1.0196 1.0196 1.0211 1.0186
S2 1.0176 1.0176 1.0205
S3 1.0112 1.0132 1.0199
S4 1.0048 1.0068 1.0181
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0795 1.0679 1.0312
R3 1.0622 1.0506 1.0264
R2 1.0449 1.0449 1.0248
R1 1.0333 1.0333 1.0232 1.0305
PP 1.0276 1.0276 1.0276 1.0262
S1 1.0160 1.0160 1.0201 1.0132
S2 1.0103 1.0103 1.0185
S3 0.9930 0.9987 1.0169
S4 0.9757 0.9814 1.0121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0393 1.0220 0.0173 1.7% 0.0060 0.6% -2% False True 5
10 1.0432 1.0220 0.0213 2.1% 0.0072 0.7% -1% False True 7
20 1.0700 1.0220 0.0481 4.7% 0.0058 0.6% -1% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0556
2.618 1.0451
1.618 1.0387
1.000 1.0348
0.618 1.0323
HIGH 1.0284
0.618 1.0259
0.500 1.0252
0.382 1.0244
LOW 1.0220
0.618 1.0180
1.000 1.0156
1.618 1.0116
2.618 1.0052
4.250 0.9948
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 1.0252 1.0300
PP 1.0240 1.0272
S1 1.0228 1.0244

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

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