CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 14-Mar-2023

Day Change Summary
	Previous	Current
	13-Mar-2023	14-Mar-2023	Change	Change %	Previous Week
Open	1.0994	1.1091	0.0098	0.9%	1.0799
High	1.1153	1.1119	-0.0034	-0.3%	1.1021
Low	1.0986	1.1032	0.0046	0.4%	1.0714
Close	1.1107	1.1066	-0.0041	-0.4%	1.0975
Range	0.0167	0.0087	-0.0080	-47.7%	0.0307
ATR	0.0098	0.0097	-0.0001	-0.8%	0.0000
Volume	37,153	29,277	-7,876	-21.2%	112,745

Daily Pivots for day following 14-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1333	1.1286	1.1113
R3	1.1246	1.1199	1.1089
R2	1.1159	1.1159	1.1081
R1	1.1112	1.1112	1.1073	1.1092
PP	1.1072	1.1072	1.1072	1.1062
S1	1.1025	1.1025	1.1058	1.1005
S2	1.0985	1.0985	1.1050
S3	1.0898	1.0938	1.1042
S4	1.0811	1.0851	1.1018

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1823	1.1705	1.1144
R3	1.1516	1.1399	1.1059
R2	1.1210	1.1210	1.1031
R1	1.1092	1.1092	1.1003	1.1151
PP	1.0903	1.0903	1.0903	1.0933
S1	1.0786	1.0786	1.0947	1.0845
S2	1.0597	1.0597	1.0919
S3	1.0290	1.0479	1.0891
S4	0.9984	1.0173	1.0806

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1153	1.0714	0.0439	4.0%	0.0121	1.1%	80%	False	False	30,731
10	1.1153	1.0714	0.0439	4.0%	0.0103	0.9%	80%	False	False	18,204
20	1.1153	1.0714	0.0439	4.0%	0.0090	0.8%	80%	False	False	9,171
40	1.1190	1.0714	0.0476	4.3%	0.0079	0.7%	74%	False	False	4,598

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	1.1488
2.618	1.1346
1.618	1.1259
1.000	1.1206
0.618	1.1172
HIGH	1.1119
0.618	1.1085
0.500	1.1075
0.382	1.1065
LOW	1.1032
0.618	1.0978
1.000	1.0945
1.618	1.0891
2.618	1.0804
4.250	1.0662

Fisher Pivots for day following 14-Mar-2023
Pivot	1 day	3 day
R1	1.1075	1.1040
PP	1.1072	1.1015
S1	1.1069	1.0990

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols