CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 1.1120 1.1145 0.0026 0.2% 1.1117
High 1.1154 1.1145 -0.0009 -0.1% 1.1154
Low 1.1087 1.1145 0.0059 0.5% 1.1036
Close 1.1130 1.1145 0.0015 0.1% 1.1130
Range 0.0068 0.0000 -0.0068 -100.0% 0.0119
ATR 0.0080 0.0075 -0.0005 -5.8% 0.0000
Volume 1 0 -1 -100.0% 7
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1145 1.1145 1.1145
R3 1.1145 1.1145 1.1145
R2 1.1145 1.1145 1.1145
R1 1.1145 1.1145 1.1145 1.1145
PP 1.1145 1.1145 1.1145 1.1145
S1 1.1145 1.1145 1.1145 1.1145
S2 1.1145 1.1145 1.1145
S3 1.1145 1.1145 1.1145
S4 1.1145 1.1145 1.1145
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1462 1.1415 1.1195
R3 1.1344 1.1296 1.1163
R2 1.1225 1.1225 1.1152
R1 1.1178 1.1178 1.1141 1.1201
PP 1.1107 1.1107 1.1107 1.1118
S1 1.1059 1.1059 1.1119 1.1083
S2 1.0988 1.0988 1.1108
S3 1.0870 1.0941 1.1097
S4 1.0751 1.0822 1.1065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1154 1.1036 0.0119 1.1% 0.0022 0.2% 92% False False
10 1.1154 1.1036 0.0119 1.1% 0.0027 0.2% 92% False False 2
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1145
2.618 1.1145
1.618 1.1145
1.000 1.1145
0.618 1.1145
HIGH 1.1145
0.618 1.1145
0.500 1.1145
0.382 1.1145
LOW 1.1145
0.618 1.1145
1.000 1.1145
1.618 1.1145
2.618 1.1145
4.250 1.1145
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 1.1145 1.1137
PP 1.1145 1.1129
S1 1.1145 1.1120

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

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