CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 1.0944 1.0987 0.0043 0.4% 1.1027
High 1.0944 1.0987 0.0043 0.4% 1.1027
Low 1.0944 1.0987 0.0043 0.4% 1.0943
Close 1.0944 1.0987 0.0043 0.4% 1.1006
Range
ATR 0.0049 0.0048 0.0000 -0.9% 0.0000
Volume
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0987 1.0987 1.0987
R3 1.0987 1.0987 1.0987
R2 1.0987 1.0987 1.0987
R1 1.0987 1.0987 1.0987 1.0987
PP 1.0987 1.0987 1.0987 1.0987
S1 1.0987 1.0987 1.0987 1.0987
S2 1.0987 1.0987 1.0987
S3 1.0987 1.0987 1.0987
S4 1.0987 1.0987 1.0987
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 1.0937 0.0102 0.9% 0.0006 0.1% 49% False False
10 1.1055 1.0937 0.0118 1.1% 0.0011 0.1% 42% False False
20 1.1243 1.0937 0.0307 2.8% 0.0017 0.2% 16% False False
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0987
2.618 1.0987
1.618 1.0987
1.000 1.0987
0.618 1.0987
HIGH 1.0987
0.618 1.0987
0.500 1.0987
0.382 1.0987
LOW 1.0987
0.618 1.0987
1.000 1.0987
1.618 1.0987
2.618 1.0987
4.250 1.0987
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 1.0987 1.0978
PP 1.0987 1.0970
S1 1.0987 1.0962

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

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