CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 1.1039 1.0937 -0.0102 -0.9% 1.1027
High 1.1039 1.0937 -0.0102 -0.9% 1.1027
Low 1.1039 1.0937 -0.0102 -0.9% 1.0943
Close 1.1039 1.0937 -0.0102 -0.9% 1.1006
Range
ATR 0.0048 0.0052 0.0004 8.0% 0.0000
Volume
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0937 1.0937 1.0937
R3 1.0937 1.0937 1.0937
R2 1.0937 1.0937 1.0937
R1 1.0937 1.0937 1.0937 1.0937
PP 1.0937 1.0937 1.0937 1.0937
S1 1.0937 1.0937 1.0937 1.0937
S2 1.0937 1.0937 1.0937
S3 1.0937 1.0937 1.0937
S4 1.0937 1.0937 1.0937
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1244 1.1209 1.1052
R3 1.1160 1.1125 1.1029
R2 1.1076 1.1076 1.1021
R1 1.1041 1.1041 1.1014 1.1016
PP 1.0992 1.0992 1.0992 1.0979
S1 1.0957 1.0957 1.0998 1.0932
S2 1.0908 1.0908 1.0991
S3 1.0824 1.0873 1.0983
S4 1.0740 1.0789 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1039 1.0937 0.0102 0.9% 0.0006 0.1% 0% False True
10 1.1079 1.0937 0.0142 1.3% 0.0012 0.1% 0% False True
20 1.1243 1.0937 0.0307 2.8% 0.0017 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.0937
2.618 1.0937
1.618 1.0937
1.000 1.0937
0.618 1.0937
HIGH 1.0937
0.618 1.0937
0.500 1.0937
0.382 1.0937
LOW 1.0937
0.618 1.0937
1.000 1.0937
1.618 1.0937
2.618 1.0937
4.250 1.0937
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 1.0937 1.0988
PP 1.0937 1.0971
S1 1.0937 1.0954

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

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