CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 1.1074 1.1036 -0.0039 -0.3% 1.1011
High 1.1074 1.1077 0.0003 0.0% 1.1150
Low 1.1074 1.1036 -0.0039 -0.3% 1.0989
Close 1.1074 1.1077 0.0003 0.0% 1.1071
Range 0.0000 0.0042 0.0042 0.0162
ATR 0.0086 0.0082 -0.0003 -3.7% 0.0000
Volume 0 3 3 43
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1188 1.1174 1.1100
R3 1.1146 1.1132 1.1088
R2 1.1105 1.1105 1.1085
R1 1.1091 1.1091 1.1081 1.1098
PP 1.1063 1.1063 1.1063 1.1067
S1 1.1049 1.1049 1.1073 1.1056
S2 1.1022 1.1022 1.1069
S3 1.0980 1.1008 1.1066
S4 1.0939 1.0966 1.1054
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% 0.0020 0.2% 36% False True 2
10 1.1150 1.0920 0.0230 2.1% 0.0031 0.3% 68% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1253
2.618 1.1186
1.618 1.1144
1.000 1.1119
0.618 1.1103
HIGH 1.1077
0.618 1.1061
0.500 1.1056
0.382 1.1051
LOW 1.1036
0.618 1.1010
1.000 1.0994
1.618 1.0968
2.618 1.0927
4.250 1.0859
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 1.1070 1.1077
PP 1.1063 1.1076
S1 1.1056 1.1076

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

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