CME Swiss Franc Future June 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 1.0742 1.0739 -0.0004 0.0% 1.0766
High 1.0769 1.0840 0.0072 0.7% 1.0832
Low 1.0714 1.0735 0.0021 0.2% 1.0716
Close 1.0743 1.0793 0.0051 0.5% 1.0803
Range 0.0055 0.0105 0.0051 92.7% 0.0116
ATR 0.0079 0.0081 0.0002 2.3% 0.0000
Volume 20,001 27,542 7,541 37.7% 3,839
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1104 1.1054 1.0851
R3 1.0999 1.0949 1.0822
R2 1.0894 1.0894 1.0812
R1 1.0844 1.0844 1.0803 1.0869
PP 1.0789 1.0789 1.0789 1.0802
S1 1.0739 1.0739 1.0783 1.0764
S2 1.0684 1.0684 1.0774
S3 1.0579 1.0634 1.0764
S4 1.0474 1.0529 1.0735
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% 0.0091 0.8% 46% False False 14,808
10 1.0884 1.0714 0.0170 1.6% 0.0086 0.8% 46% False False 7,694
20 1.1080 1.0714 0.0366 3.4% 0.0078 0.7% 22% False False 3,869
40 1.1190 1.0714 0.0476 4.4% 0.0075 0.7% 17% False False 1,946
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1286
2.618 1.1115
1.618 1.1010
1.000 1.0945
0.618 1.0905
HIGH 1.0840
0.618 1.0800
0.500 1.0788
0.382 1.0775
LOW 1.0735
0.618 1.0670
1.000 1.0630
1.618 1.0565
2.618 1.0460
4.250 1.0289
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 1.0791 1.0799
PP 1.0789 1.0797
S1 1.0788 1.0795

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

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