CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 09-Nov-2022
Day Change Summary
Previous Current
08-Nov-2022 09-Nov-2022 Change Change % Previous Week
Open 1.0240 1.0330 0.0090 0.9% 1.0194
High 1.0323 1.0350 0.0027 0.3% 1.0223
Low 1.0240 1.0297 0.0057 0.6% 1.0010
Close 1.0301 1.0299 -0.0003 0.0% 1.0211
Range 0.0083 0.0053 -0.0030 -36.1% 0.0213
ATR 0.0089 0.0086 -0.0003 -2.9% 0.0000
Volume 22 61 39 177.3% 83
Daily Pivots for day following 09-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0474 1.0439 1.0328
R3 1.0421 1.0386 1.0313
R2 1.0368 1.0368 1.0308
R1 1.0333 1.0333 1.0303 1.0324
PP 1.0315 1.0315 1.0315 1.0311
S1 1.0280 1.0280 1.0294 1.0271
S2 1.0262 1.0262 1.0289
S3 1.0209 1.0227 1.0284
S4 1.0156 1.0174 1.0269
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0785 1.0710 1.0327
R3 1.0573 1.0498 1.0269
R2 1.0360 1.0360 1.0249
R1 1.0285 1.0285 1.0230 1.0323
PP 1.0148 1.0148 1.0148 1.0166
S1 1.0073 1.0073 1.0191 1.0110
S2 0.9935 0.9935 1.0172
S3 0.9723 0.9860 1.0152
S4 0.9510 0.9648 1.0094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0350 1.0010 0.0340 3.3% 0.0110 1.1% 85% True False 37
10 1.0350 1.0010 0.0340 3.3% 0.0084 0.8% 85% True False 29
20 1.0350 1.0010 0.0340 3.3% 0.0069 0.7% 85% True False 22
40 1.0630 1.0010 0.0620 6.0% 0.0063 0.6% 47% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0575
2.618 1.0489
1.618 1.0436
1.000 1.0403
0.618 1.0383
HIGH 1.0350
0.618 1.0330
0.500 1.0324
0.382 1.0317
LOW 1.0297
0.618 1.0264
1.000 1.0244
1.618 1.0211
2.618 1.0158
4.250 1.0072
Fisher Pivots for day following 09-Nov-2022
Pivot 1 day 3 day
R1 1.0324 1.0289
PP 1.0315 1.0280
S1 1.0307 1.0270

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

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