CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 1.0987 1.1100 0.0114 1.0% 1.1039
High 1.0987 1.1203 0.0217 2.0% 1.1203
Low 1.0987 1.1100 0.0114 1.0% 1.0937
Close 1.0987 1.1170 0.0184 1.7% 1.1170
Range 0.0000 0.0103 0.0103 0.0267
ATR 0.0048 0.0060 0.0012 24.9% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1467 1.1421 1.1227
R3 1.1364 1.1318 1.1198
R2 1.1261 1.1261 1.1189
R1 1.1215 1.1215 1.1179 1.1238
PP 1.1158 1.1158 1.1158 1.1169
S1 1.1112 1.1112 1.1161 1.1135
S2 1.1055 1.1055 1.1151
S3 1.0952 1.1009 1.1142
S4 1.0849 1.0906 1.1113
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1903 1.1803 1.1317
R3 1.1636 1.1536 1.1243
R2 1.1370 1.1370 1.1219
R1 1.1270 1.1270 1.1194 1.1320
PP 1.1103 1.1103 1.1103 1.1128
S1 1.1003 1.1003 1.1146 1.1053
S2 1.0837 1.0837 1.1121
S3 1.0570 1.0737 1.1097
S4 1.0304 1.0470 1.1023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1203 1.0937 0.0267 2.4% 0.0021 0.2% 88% True False
10 1.1203 1.0937 0.0267 2.4% 0.0013 0.1% 88% True False
20 1.1223 1.0937 0.0286 2.6% 0.0020 0.2% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.1641
2.618 1.1473
1.618 1.1370
1.000 1.1306
0.618 1.1267
HIGH 1.1203
0.618 1.1164
0.500 1.1152
0.382 1.1139
LOW 1.1100
0.618 1.1036
1.000 1.0997
1.618 1.0933
2.618 1.0830
4.250 1.0662
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 1.1164 1.1138
PP 1.1158 1.1106
S1 1.1152 1.1074

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

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