CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 17-Oct-2022
Day Change Summary
Previous Current
14-Oct-2022 17-Oct-2022 Change Change % Previous Week
Open 1.0140 1.0216 0.0076 0.7% 1.0200
High 1.0206 1.0216 0.0011 0.1% 1.0250
Low 1.0110 1.0216 0.0106 1.0% 1.0110
Close 1.0117 1.0216 0.0099 1.0% 1.0117
Range 0.0096 0.0000 -0.0096 -100.0% 0.0140
ATR 0.0078 0.0079 0.0002 2.0% 0.0000
Volume 14 0 -14 -100.0% 94
Daily Pivots for day following 17-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0216 1.0216 1.0216
R3 1.0216 1.0216 1.0216
R2 1.0216 1.0216 1.0216
R1 1.0216 1.0216 1.0216 1.0216
PP 1.0216 1.0216 1.0216 1.0216
S1 1.0216 1.0216 1.0216 1.0216
S2 1.0216 1.0216 1.0216
S3 1.0216 1.0216 1.0216
S4 1.0216 1.0216 1.0216
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0579 1.0488 1.0194
R3 1.0439 1.0348 1.0156
R2 1.0299 1.0299 1.0143
R1 1.0208 1.0208 1.0130 1.0184
PP 1.0159 1.0159 1.0159 1.0147
S1 1.0068 1.0068 1.0104 1.0044
S2 1.0019 1.0019 1.0091
S3 0.9879 0.9928 1.0079
S4 0.9739 0.9788 1.0040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0250 1.0110 0.0140 1.4% 0.0056 0.5% 76% False False 12
10 1.0393 1.0110 0.0283 2.8% 0.0057 0.6% 38% False False 10
20 1.0558 1.0110 0.0448 4.4% 0.0059 0.6% 24% False False 14
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0216
2.618 1.0216
1.618 1.0216
1.000 1.0216
0.618 1.0216
HIGH 1.0216
0.618 1.0216
0.500 1.0216
0.382 1.0216
LOW 1.0216
0.618 1.0216
1.000 1.0216
1.618 1.0216
2.618 1.0216
4.250 1.0216
Fisher Pivots for day following 17-Oct-2022
Pivot 1 day 3 day
R1 1.0216 1.0198
PP 1.0216 1.0181
S1 1.0216 1.0163

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

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