CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 1.1200 1.1057 -0.0143 -1.3% 1.1039
High 1.1200 1.1057 -0.0143 -1.3% 1.1203
Low 1.1052 1.1057 0.0005 0.0% 1.0937
Close 1.1070 1.1057 -0.0013 -0.1% 1.1170
Range 0.0148 0.0000 -0.0148 -100.0% 0.0267
ATR 0.0073 0.0069 -0.0004 -5.9% 0.0000
Volume 3 0 -3 -100.0% 2
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1057 1.1057 1.1057
R3 1.1057 1.1057 1.1057
R2 1.1057 1.1057 1.1057
R1 1.1057 1.1057 1.1057 1.1057
PP 1.1057 1.1057 1.1057 1.1057
S1 1.1057 1.1057 1.1057 1.1057
S2 1.1057 1.1057 1.1057
S3 1.1057 1.1057 1.1057
S4 1.1057 1.1057 1.1057
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1903 1.1803 1.1317
R3 1.1636 1.1536 1.1243
R2 1.1370 1.1370 1.1219
R1 1.1270 1.1270 1.1194 1.1320
PP 1.1103 1.1103 1.1103 1.1128
S1 1.1003 1.1003 1.1146 1.1053
S2 1.0837 1.0837 1.1121
S3 1.0570 1.0737 1.1097
S4 1.0304 1.0470 1.1023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1294 1.1052 0.0242 2.2% 0.0073 0.7% 2% False False 1
10 1.1294 1.0937 0.0357 3.2% 0.0039 0.4% 34% False False 1
20 1.1294 1.0937 0.0357 3.2% 0.0029 0.3% 34% False False
40 1.1375 1.0937 0.0439 4.0% 0.0029 0.3% 27% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1057
2.618 1.1057
1.618 1.1057
1.000 1.1057
0.618 1.1057
HIGH 1.1057
0.618 1.1057
0.500 1.1057
0.382 1.1057
LOW 1.1057
0.618 1.1057
1.000 1.1057
1.618 1.1057
2.618 1.1057
4.250 1.1057
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 1.1057 1.1153
PP 1.1057 1.1121
S1 1.1057 1.1089

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

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