CME Swiss Franc Future June 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 1.0736 1.0799 0.0063 0.6% 1.0766
High 1.0806 1.0863 0.0057 0.5% 1.0832
Low 1.0735 1.0791 0.0056 0.5% 1.0716
Close 1.0803 1.0844 0.0041 0.4% 1.0803
Range 0.0071 0.0072 0.0001 1.4% 0.0116
ATR 0.0076 0.0075 0.0000 -0.3% 0.0000
Volume 981 9,916 8,935 910.8% 3,839
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1048 1.1018 1.0883
R3 1.0976 1.0946 1.0863
R2 1.0904 1.0904 1.0857
R1 1.0874 1.0874 1.0850 1.0889
PP 1.0832 1.0832 1.0832 1.0840
S1 1.0802 1.0802 1.0837 1.0817
S2 1.0760 1.0760 1.0830
S3 1.0688 1.0730 1.0824
S4 1.0616 1.0658 1.0804
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1132 1.1083 1.0866
R3 1.1016 1.0967 1.0834
R2 1.0900 1.0900 1.0824
R1 1.0851 1.0851 1.0813 1.0875
PP 1.0784 1.0784 1.0784 1.0796
S1 1.0735 1.0735 1.0792 1.0759
S2 1.0668 1.0668 1.0781
S3 1.0552 1.0619 1.0771
S4 1.0436 1.0503 1.0739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0863 1.0716 0.0147 1.4% 0.0072 0.7% 87% True False 2,696
10 1.0965 1.0716 0.0249 2.3% 0.0073 0.7% 51% False False 1,389
20 1.1080 1.0716 0.0364 3.4% 0.0068 0.6% 35% False False 717
40 1.1190 1.0716 0.0474 4.4% 0.0073 0.7% 27% False False 370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1169
2.618 1.1051
1.618 1.0979
1.000 1.0935
0.618 1.0907
HIGH 1.0863
0.618 1.0835
0.500 1.0827
0.382 1.0818
LOW 1.0791
0.618 1.0746
1.000 1.0719
1.618 1.0674
2.618 1.0602
4.250 1.0485
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 1.0838 1.0825
PP 1.0832 1.0807
S1 1.0827 1.0789

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

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