CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 1.0206 1.0194 -0.0013 -0.1% 1.0200
High 1.0272 1.0197 -0.0075 -0.7% 1.0302
Low 1.0177 1.0141 -0.0036 -0.3% 1.0140
Close 1.0192 1.0141 -0.0051 -0.5% 1.0192
Range 0.0096 0.0056 -0.0040 -41.4% 0.0162
ATR 0.0079 0.0077 -0.0002 -2.1% 0.0000
Volume 32 5 -27 -84.4% 130
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0328 1.0290 1.0172
R3 1.0272 1.0234 1.0156
R2 1.0216 1.0216 1.0151
R1 1.0178 1.0178 1.0146 1.0169
PP 1.0160 1.0160 1.0160 1.0155
S1 1.0122 1.0122 1.0136 1.0113
S2 1.0104 1.0104 1.0131
S3 1.0048 1.0066 1.0126
S4 0.9992 1.0010 1.0110
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0696 1.0605 1.0280
R3 1.0534 1.0444 1.0236
R2 1.0373 1.0373 1.0221
R1 1.0282 1.0282 1.0206 1.0247
PP 1.0211 1.0211 1.0211 1.0193
S1 1.0121 1.0121 1.0177 1.0085
S2 1.0050 1.0050 1.0162
S3 0.9888 0.9959 1.0147
S4 0.9727 0.9798 1.0103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0302 1.0140 0.0162 1.6% 0.0069 0.7% 1% False False 23
10 1.0302 1.0020 0.0282 2.8% 0.0057 0.6% 43% False False 20
20 1.0393 1.0020 0.0373 3.7% 0.0057 0.6% 32% False False 15
40 1.0700 1.0020 0.0680 6.7% 0.0056 0.6% 18% False False 21
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0435
2.618 1.0344
1.618 1.0288
1.000 1.0253
0.618 1.0232
HIGH 1.0197
0.618 1.0176
0.500 1.0169
0.382 1.0162
LOW 1.0141
0.618 1.0106
1.000 1.0085
1.618 1.0050
2.618 0.9994
4.250 0.9903
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 1.0169 1.0211
PP 1.0160 1.0188
S1 1.0150 1.0164

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

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