CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 1.0968 1.0943 -0.0025 -0.2% 1.1131
High 1.0968 1.0943 -0.0025 -0.2% 1.1131
Low 1.0968 1.0943 -0.0025 -0.2% 1.0972
Close 1.0968 1.0943 -0.0025 -0.2% 1.0972
Range
ATR 0.0050 0.0048 -0.0002 -3.6% 0.0000
Volume
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0943 1.0943 1.0943
R3 1.0943 1.0943 1.0943
R2 1.0943 1.0943 1.0943
R1 1.0943 1.0943 1.0943 1.0943
PP 1.0943 1.0943 1.0943 1.0943
S1 1.0943 1.0943 1.0943 1.0943
S2 1.0943 1.0943 1.0943
S3 1.0943 1.0943 1.0943
S4 1.0943 1.0943 1.0943
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 1.1055 1.0943 0.0112 1.0% 0.0017 0.2% 0% False True
10 1.1168 1.0943 0.0226 2.1% 0.0019 0.2% 0% False True
20 1.1302 1.0943 0.0360 3.3% 0.0020 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.0943
2.618 1.0943
1.618 1.0943
1.000 1.0943
0.618 1.0943
HIGH 1.0943
0.618 1.0943
0.500 1.0943
0.382 1.0943
LOW 1.0943
0.618 1.0943
1.000 1.0943
1.618 1.0943
2.618 1.0943
4.250 1.0943
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 1.0943 1.0956
PP 1.0943 1.0951
S1 1.0943 1.0947

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

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