CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 1.0111 1.0124 0.0014 0.1% 1.0200
High 1.0111 1.0124 0.0014 0.1% 1.0250
Low 1.0111 1.0124 0.0014 0.1% 1.0110
Close 1.0111 1.0124 0.0014 0.1% 1.0117
Range
ATR 0.0077 0.0072 -0.0005 -5.9% 0.0000
Volume
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0124 1.0124 1.0124
R3 1.0124 1.0124 1.0124
R2 1.0124 1.0124 1.0124
R1 1.0124 1.0124 1.0124 1.0124
PP 1.0124 1.0124 1.0124 1.0124
S1 1.0124 1.0124 1.0124 1.0124
S2 1.0124 1.0124 1.0124
S3 1.0124 1.0124 1.0124
S4 1.0124 1.0124 1.0124
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% 0.0019 0.2% 13% False False 2
10 1.0284 1.0110 0.0174 1.7% 0.0038 0.4% 8% False False 10
20 1.0432 1.0110 0.0322 3.2% 0.0056 0.5% 4% False False 8
40 1.0700 1.0110 0.0590 5.8% 0.0047 0.5% 2% False False 16
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Fibonacci Retracements and Extensions
4.250 1.0124
2.618 1.0124
1.618 1.0124
1.000 1.0124
0.618 1.0124
HIGH 1.0124
0.618 1.0124
0.500 1.0124
0.382 1.0124
LOW 1.0124
0.618 1.0124
1.000 1.0124
1.618 1.0124
2.618 1.0124
4.250 1.0124
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 1.0124 1.0166
PP 1.0124 1.0152
S1 1.0124 1.0138

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

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