CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 1.1071 1.1117 0.0046 0.4% 1.1011
High 1.1071 1.1117 0.0046 0.4% 1.1150
Low 1.1049 1.1117 0.0068 0.6% 1.0989
Close 1.1071 1.1117 0.0046 0.4% 1.1071
Range 0.0022 0.0000 -0.0022 -100.0% 0.0162
ATR
Volume 3 3 0 0.0% 43
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1117 1.1117 1.1117
R3 1.1117 1.1117 1.1117
R2 1.1117 1.1117 1.1117
R1 1.1117 1.1117 1.1117 1.1117
PP 1.1117 1.1117 1.1117 1.1117
S1 1.1117 1.1117 1.1117 1.1117
S2 1.1117 1.1117 1.1117
S3 1.1117 1.1117 1.1117
S4 1.1117 1.1117 1.1117
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1554 1.1474 1.1160
R3 1.1393 1.1313 1.1115
R2 1.1231 1.1231 1.1101
R1 1.1151 1.1151 1.1086 1.1191
PP 1.1070 1.1070 1.1070 1.1090
S1 1.0990 1.0990 1.1056 1.1030
S2 1.0908 1.0908 1.1041
S3 1.0747 1.0828 1.1027
S4 1.0585 1.0667 1.0982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1150 1.1036 0.0115 1.0% 0.0032 0.3% 71% False False 4
10 1.1205 1.0920 0.0285 2.6% 0.0041 0.4% 69% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1117
2.618 1.1117
1.618 1.1117
1.000 1.1117
0.618 1.1117
HIGH 1.1117
0.618 1.1117
0.500 1.1117
0.382 1.1117
LOW 1.1117
0.618 1.1117
1.000 1.1117
1.618 1.1117
2.618 1.1117
4.250 1.1117
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 1.1117 1.1111
PP 1.1117 1.1105
S1 1.1117 1.1100

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

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