CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 28-Mar-2023
Day Change Summary
Previous Current
27-Mar-2023 28-Mar-2023 Change Change % Previous Week
Open 1.1195 1.1155 -0.0040 -0.4% 1.1068
High 1.1195 1.1155 -0.0040 -0.4% 1.1220
Low 1.1195 1.1155 -0.0040 -0.4% 1.1068
Close 1.1195 1.1155 -0.0040 -0.4% 1.1144
Range
ATR 0.0063 0.0061 -0.0002 -2.6% 0.0000
Volume
Daily Pivots for day following 28-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1155 1.1155 1.1155
R3 1.1155 1.1155 1.1155
R2 1.1155 1.1155 1.1155
R1 1.1155 1.1155 1.1155 1.1155
PP 1.1155 1.1155 1.1155 1.1155
S1 1.1155 1.1155 1.1155 1.1155
S2 1.1155 1.1155 1.1155
S3 1.1155 1.1155 1.1155
S4 1.1155 1.1155 1.1155
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1600 1.1524 1.1228
R3 1.1448 1.1372 1.1186
R2 1.1296 1.1296 1.1172
R1 1.1220 1.1220 1.1158 1.1258
PP 1.1144 1.1144 1.1144 1.1163
S1 1.1068 1.1068 1.1130 1.1106
S2 1.0992 1.0992 1.1116
S3 1.0840 1.0916 1.1102
S4 1.0688 1.0764 1.1060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1220 1.1119 0.0102 0.9% 0.0020 0.2% 36% False False 1
10 1.1220 1.1052 0.0168 1.5% 0.0025 0.2% 61% False False 1
20 1.1294 1.0937 0.0357 3.2% 0.0025 0.2% 61% False False
40 1.1375 1.0937 0.0439 3.9% 0.0026 0.2% 50% False False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1155
2.618 1.1155
1.618 1.1155
1.000 1.1155
0.618 1.1155
HIGH 1.1155
0.618 1.1155
0.500 1.1155
0.382 1.1155
LOW 1.1155
0.618 1.1155
1.000 1.1155
1.618 1.1155
2.618 1.1155
4.250 1.1155
Fisher Pivots for day following 28-Mar-2023
Pivot 1 day 3 day
R1 1.1155 1.1157
PP 1.1155 1.1156
S1 1.1155 1.1156

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

View Archives - Comment on this page... - Back to Index of Symbols