CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 1.0230 1.0270 0.0040 0.4% 1.0216
High 1.0302 1.0282 -0.0020 -0.2% 1.0221
Low 1.0230 1.0241 0.0011 0.1% 1.0020
Close 1.0302 1.0241 -0.0061 -0.6% 1.0169
Range 0.0072 0.0041 -0.0031 -43.4% 0.0201
ATR 0.0079 0.0077 -0.0001 -1.6% 0.0000
Volume 16 55 39 243.8% 74
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0376 1.0349 1.0263
R3 1.0336 1.0309 1.0252
R2 1.0295 1.0295 1.0248
R1 1.0268 1.0268 1.0245 1.0261
PP 1.0255 1.0255 1.0255 1.0251
S1 1.0228 1.0228 1.0237 1.0221
S2 1.0214 1.0214 1.0234
S3 1.0174 1.0187 1.0230
S4 1.0133 1.0147 1.0219
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% 0.0083 0.8% 79% False False 34
10 1.0302 1.0020 0.0282 2.7% 0.0051 0.5% 79% False False 18
20 1.0432 1.0020 0.0412 4.0% 0.0058 0.6% 54% False False 15
40 1.0700 1.0020 0.0680 6.6% 0.0053 0.5% 33% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0388
1.618 1.0347
1.000 1.0322
0.618 1.0307
HIGH 1.0282
0.618 1.0266
0.500 1.0261
0.382 1.0256
LOW 1.0241
0.618 1.0216
1.000 1.0201
1.618 1.0175
2.618 1.0135
4.250 1.0069
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 1.0261 1.0234
PP 1.0255 1.0228
S1 1.0248 1.0221

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

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