CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 01-Mar-2023
Day Change Summary
Previous Current
28-Feb-2023 01-Mar-2023 Change Change % Previous Week
Open 1.0969 1.0968 -0.0001 0.0% 1.1131
High 1.0969 1.0968 -0.0001 0.0% 1.1131
Low 1.0969 1.0968 -0.0001 0.0% 1.0972
Close 1.0969 1.0968 -0.0001 0.0% 1.0972
Range
ATR 0.0054 0.0050 -0.0004 -7.0% 0.0000
Volume
Daily Pivots for day following 01-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0968 1.0968 1.0968
R3 1.0968 1.0968 1.0968
R2 1.0968 1.0968 1.0968
R1 1.0968 1.0968 1.0968 1.0968
PP 1.0968 1.0968 1.0968 1.0968
S1 1.0968 1.0968 1.0968 1.0968
S2 1.0968 1.0968 1.0968
S3 1.0968 1.0968 1.0968
S4 1.0968 1.0968 1.0968
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1502 1.1396 1.1059
R3 1.1343 1.1237 1.1015
R2 1.1184 1.1184 1.1001
R1 1.1078 1.1078 1.0986 1.1051
PP 1.1025 1.1025 1.1025 1.1011
S1 1.0919 1.0919 1.0957 1.0892
S2 1.0866 1.0866 1.0942
S3 1.0707 1.0760 1.0928
S4 1.0548 1.0601 1.0884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1060 1.0968 0.0093 0.8% 0.0018 0.2% 0% False True
10 1.1173 1.0968 0.0206 1.9% 0.0019 0.2% 0% False True
20 1.1375 1.0968 0.0408 3.7% 0.0025 0.2% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.0968
2.618 1.0968
1.618 1.0968
1.000 1.0968
0.618 1.0968
HIGH 1.0968
0.618 1.0968
0.500 1.0968
0.382 1.0968
LOW 1.0968
0.618 1.0968
1.000 1.0968
1.618 1.0968
2.618 1.0968
4.250 1.0968
Fisher Pivots for day following 01-Mar-2023
Pivot 1 day 3 day
R1 1.0968 1.0997
PP 1.0968 1.0987
S1 1.0968 1.0977

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

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