CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 1.0156 1.0230 0.0074 0.7% 1.0216
High 1.0220 1.0302 0.0082 0.8% 1.0221
Low 1.0140 1.0230 0.0090 0.9% 1.0020
Close 1.0208 1.0302 0.0094 0.9% 1.0169
Range 0.0080 0.0072 -0.0009 -10.6% 0.0201
ATR 0.0077 0.0079 0.0001 1.5% 0.0000
Volume 9 16 7 77.8% 74
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0492 1.0468 1.0341
R3 1.0421 1.0397 1.0321
R2 1.0349 1.0349 1.0315
R1 1.0325 1.0325 1.0308 1.0337
PP 1.0278 1.0278 1.0278 1.0284
S1 1.0254 1.0254 1.0295 1.0266
S2 1.0206 1.0206 1.0288
S3 1.0135 1.0182 1.0282
S4 1.0063 1.0111 1.0262
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0740 1.0655 1.0280
R3 1.0539 1.0454 1.0224
R2 1.0338 1.0338 1.0206
R1 1.0253 1.0253 1.0187 1.0195
PP 1.0137 1.0137 1.0137 1.0108
S1 1.0052 1.0052 1.0151 0.9994
S2 0.9936 0.9936 1.0132
S3 0.9735 0.9851 1.0114
S4 0.9534 0.9650 1.0058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0302 1.0020 0.0282 2.7% 0.0075 0.7% 100% True False 23
10 1.0302 1.0020 0.0282 2.7% 0.0055 0.5% 100% True False 15
20 1.0432 1.0020 0.0412 4.0% 0.0056 0.5% 68% False False 12
40 1.0700 1.0020 0.0680 6.6% 0.0052 0.5% 41% False False 19
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0605
2.618 1.0489
1.618 1.0417
1.000 1.0373
0.618 1.0346
HIGH 1.0302
0.618 1.0274
0.500 1.0266
0.382 1.0257
LOW 1.0230
0.618 1.0186
1.000 1.0159
1.618 1.0114
2.618 1.0043
4.250 0.9926
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 1.0290 1.0275
PP 1.0278 1.0248
S1 1.0266 1.0221

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

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