CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 18-Oct-2022
Day Change Summary
Previous Current
17-Oct-2022 18-Oct-2022 Change Change % Previous Week
Open 1.0216 1.0221 0.0005 0.0% 1.0200
High 1.0216 1.0221 0.0005 0.0% 1.0250
Low 1.0216 1.0221 0.0005 0.0% 1.0110
Close 1.0216 1.0221 0.0005 0.0% 1.0117
Range
ATR 0.0079 0.0074 -0.0005 -6.7% 0.0000
Volume
Daily Pivots for day following 18-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0221 1.0221 1.0221
R3 1.0221 1.0221 1.0221
R2 1.0221 1.0221 1.0221
R1 1.0221 1.0221 1.0221 1.0221
PP 1.0221 1.0221 1.0221 1.0221
S1 1.0221 1.0221 1.0221 1.0221
S2 1.0221 1.0221 1.0221
S3 1.0221 1.0221 1.0221
S4 1.0221 1.0221 1.0221
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 1.0221 1.0110 0.0111 1.1% 0.0036 0.4% 100% True False 7
10 1.0380 1.0110 0.0270 2.6% 0.0043 0.4% 41% False False 10
20 1.0558 1.0110 0.0448 4.4% 0.0058 0.6% 25% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Fibonacci Retracements and Extensions
4.250 1.0221
2.618 1.0221
1.618 1.0221
1.000 1.0221
0.618 1.0221
HIGH 1.0221
0.618 1.0221
0.500 1.0221
0.382 1.0221
LOW 1.0221
0.618 1.0221
1.000 1.0221
1.618 1.0221
2.618 1.0221
4.250 1.0221
Fisher Pivots for day following 18-Oct-2022
Pivot 1 day 3 day
R1 1.0221 1.0203
PP 1.0221 1.0184
S1 1.0221 1.0166

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

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