CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 08-Mar-2023
Day Change Summary
Previous Current
07-Mar-2023 08-Mar-2023 Change Change % Previous Week
Open 1.0855 1.0742 -0.0113 -1.0% 1.0766
High 1.0884 1.0769 -0.0116 -1.1% 1.0832
Low 1.0730 1.0714 -0.0016 -0.1% 1.0716
Close 1.0737 1.0743 0.0006 0.1% 1.0803
Range 0.0155 0.0055 -0.0100 -64.7% 0.0116
ATR 0.0081 0.0079 -0.0002 -2.3% 0.0000
Volume 15,602 20,001 4,399 28.2% 3,839
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0905 1.0878 1.0772
R3 1.0851 1.0824 1.0757
R2 1.0796 1.0796 1.0752
R1 1.0769 1.0769 1.0747 1.0783
PP 1.0742 1.0742 1.0742 1.0748
S1 1.0715 1.0715 1.0738 1.0728
S2 1.0687 1.0687 1.0733
S3 1.0633 1.0660 1.0728
S4 1.0578 1.0606 1.0713
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 1.0884 1.0714 0.0170 1.6% 0.0080 0.7% 17% False True 9,528
10 1.0890 1.0714 0.0176 1.6% 0.0082 0.8% 16% False True 4,944
20 1.1080 1.0714 0.0366 3.4% 0.0074 0.7% 8% False True 2,493
40 1.1190 1.0714 0.0476 4.4% 0.0072 0.7% 6% False True 1,258
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1000
2.618 1.0911
1.618 1.0857
1.000 1.0823
0.618 1.0802
HIGH 1.0769
0.618 1.0748
0.500 1.0741
0.382 1.0735
LOW 1.0714
0.618 1.0680
1.000 1.0660
1.618 1.0626
2.618 1.0571
4.250 1.0482
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 1.0742 1.0799
PP 1.0742 1.0780
S1 1.0741 1.0761

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

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