CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 30-Mar-2023
Day Change Summary
Previous Current
29-Mar-2023 30-Mar-2023 Change Change % Previous Week
Open 1.1036 1.1135 0.0100 0.9% 1.1011
High 1.1077 1.1135 0.0058 0.5% 1.1150
Low 1.1036 1.1135 0.0100 0.9% 1.0989
Close 1.1077 1.1135 0.0058 0.5% 1.1071
Range 0.0042 0.0000 -0.0042 -100.0% 0.0162
ATR 0.0082 0.0081 -0.0002 -2.1% 0.0000
Volume 3 0 -3 -100.0% 43
Daily Pivots for day following 30-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1135 1.1135 1.1135
R3 1.1135 1.1135 1.1135
R2 1.1135 1.1135 1.1135
R1 1.1135 1.1135 1.1135 1.1135
PP 1.1135 1.1135 1.1135 1.1135
S1 1.1135 1.1135 1.1135 1.1135
S2 1.1135 1.1135 1.1135
S3 1.1135 1.1135 1.1135
S4 1.1135 1.1135 1.1135
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 1.1135 1.1036 0.0100 0.9% 0.0013 0.1% 100% True False 1
10 1.1150 1.0989 0.0162 1.5% 0.0026 0.2% 91% False False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1135
2.618 1.1135
1.618 1.1135
1.000 1.1135
0.618 1.1135
HIGH 1.1135
0.618 1.1135
0.500 1.1135
0.382 1.1135
LOW 1.1135
0.618 1.1135
1.000 1.1135
1.618 1.1135
2.618 1.1135
4.250 1.1135
Fisher Pivots for day following 30-Mar-2023
Pivot 1 day 3 day
R1 1.1135 1.1118
PP 1.1135 1.1102
S1 1.1135 1.1085

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

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