CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 1.0976 1.1039 0.0063 0.6% 1.1027
High 1.1006 1.1039 0.0033 0.3% 1.1027
Low 1.0976 1.1039 0.0063 0.6% 1.0943
Close 1.1006 1.1039 0.0033 0.3% 1.1006
Range 0.0030 0.0000 -0.0030 -100.0% 0.0084
ATR 0.0049 0.0048 -0.0001 -2.4% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1039 1.1039 1.1039
R3 1.1039 1.1039 1.1039
R2 1.1039 1.1039 1.1039
R1 1.1039 1.1039 1.1039 1.1039
PP 1.1039 1.1039 1.1039 1.1039
S1 1.1039 1.1039 1.1039 1.1039
S2 1.1039 1.1039 1.1039
S3 1.1039 1.1039 1.1039
S4 1.1039 1.1039 1.1039
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1244 1.1209 1.1052
R3 1.1160 1.1125 1.1029
R2 1.1076 1.1076 1.1021
R1 1.1041 1.1041 1.1014 1.1016
PP 1.0992 1.0992 1.0992 1.0979
S1 1.0957 1.0957 1.0998 1.0932
S2 1.0908 1.0908 1.0991
S3 1.0824 1.0873 1.0983
S4 1.0740 1.0789 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1039 1.0943 0.0096 0.9% 0.0006 0.1% 100% True False
10 1.1131 1.0943 0.0188 1.7% 0.0012 0.1% 51% False False
20 1.1243 1.0943 0.0301 2.7% 0.0017 0.2% 32% False False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1039
2.618 1.1039
1.618 1.1039
1.000 1.1039
0.618 1.1039
HIGH 1.1039
0.618 1.1039
0.500 1.1039
0.382 1.1039
LOW 1.1039
0.618 1.1039
1.000 1.1039
1.618 1.1039
2.618 1.1039
4.250 1.1039
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 1.1039 1.1023
PP 1.1039 1.1007
S1 1.1039 1.0991

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

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