CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 17-Mar-2023
Day Change Summary
Previous Current
16-Mar-2023 17-Mar-2023 Change Change % Previous Week
Open 1.1057 1.1098 0.0041 0.4% 1.1180
High 1.1057 1.1104 0.0047 0.4% 1.1294
Low 1.1057 1.1098 0.0041 0.4% 1.1052
Close 1.1057 1.1098 0.0041 0.4% 1.1098
Range 0.0000 0.0006 0.0006 0.0242
ATR 0.0069 0.0067 -0.0002 -2.3% 0.0000
Volume
Daily Pivots for day following 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1118 1.1114 1.1101
R3 1.1112 1.1108 1.1100
R2 1.1106 1.1106 1.1099
R1 1.1102 1.1102 1.1099 1.1101
PP 1.1100 1.1100 1.1100 1.1100
S1 1.1096 1.1096 1.1097 1.1095
S2 1.1094 1.1094 1.1097
S3 1.1088 1.1090 1.1096
S4 1.1082 1.1084 1.1095
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1872 1.1727 1.1231
R3 1.1631 1.1485 1.1164
R2 1.1389 1.1389 1.1142
R1 1.1244 1.1244 1.1120 1.1196
PP 1.1148 1.1148 1.1148 1.1124
S1 1.1002 1.1002 1.1076 1.0954
S2 1.0906 1.0906 1.1054
S3 1.0665 1.0761 1.1032
S4 1.0423 1.0519 1.0965
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% 0.0054 0.5% 19% False False 1
10 1.1294 1.0937 0.0357 3.2% 0.0037 0.3% 45% False False
20 1.1294 1.0937 0.0357 3.2% 0.0029 0.3% 45% False False
40 1.1375 1.0937 0.0439 4.0% 0.0029 0.3% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1130
2.618 1.1120
1.618 1.1114
1.000 1.1110
0.618 1.1108
HIGH 1.1104
0.618 1.1102
0.500 1.1101
0.382 1.1100
LOW 1.1098
0.618 1.1094
1.000 1.1092
1.618 1.1088
2.618 1.1082
4.250 1.1073
Fisher Pivots for day following 17-Mar-2023
Pivot 1 day 3 day
R1 1.1101 1.1126
PP 1.1100 1.1117
S1 1.1099 1.1107

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

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