CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 13-Oct-2022
Day Change Summary
Previous Current
12-Oct-2022 13-Oct-2022 Change Change % Previous Week
Open 1.0185 1.0150 -0.0035 -0.3% 1.0280
High 1.0192 1.0197 0.0006 0.1% 1.0393
Low 1.0185 1.0120 -0.0065 -0.6% 1.0220
Close 1.0192 1.0190 -0.0002 0.0% 1.0217
Range 0.0007 0.0077 0.0071 1,084.6% 0.0173
ATR 0.0076 0.0076 0.0000 0.1% 0.0000
Volume 1 21 20 2,000.0% 28
Daily Pivots for day following 13-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0400 1.0372 1.0232
R3 1.0323 1.0295 1.0211
R2 1.0246 1.0246 1.0204
R1 1.0218 1.0218 1.0197 1.0232
PP 1.0169 1.0169 1.0169 1.0176
S1 1.0141 1.0141 1.0182 1.0155
S2 1.0092 1.0092 1.0175
S3 1.0015 1.0064 1.0168
S4 0.9938 0.9987 1.0147
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 1.0284 1.0120 0.0164 1.6% 0.0057 0.6% 43% False True 17
10 1.0432 1.0120 0.0312 3.1% 0.0065 0.6% 22% False True 11
20 1.0558 1.0120 0.0438 4.3% 0.0057 0.6% 16% False True 13
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0524
2.618 1.0399
1.618 1.0322
1.000 1.0274
0.618 1.0245
HIGH 1.0197
0.618 1.0168
0.500 1.0159
0.382 1.0149
LOW 1.0120
0.618 1.0072
1.000 1.0043
1.618 0.9995
2.618 0.9918
4.250 0.9793
Fisher Pivots for day following 13-Oct-2022
Pivot 1 day 3 day
R1 1.0179 1.0188
PP 1.0169 1.0187
S1 1.0159 1.0185

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

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