CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 06-Apr-2023
Day Change Summary
Previous Current
05-Apr-2023 06-Apr-2023 Change Change % Previous Week
Open 1.1230 1.1229 -0.0002 0.0% 1.1117
High 1.1280 1.1246 -0.0034 -0.3% 1.1154
Low 1.1223 1.1224 0.0001 0.0% 1.1036
Close 1.1223 1.1246 0.0023 0.2% 1.1130
Range 0.0057 0.0022 -0.0035 -61.4% 0.0119
ATR 0.0075 0.0071 -0.0004 -4.9% 0.0000
Volume 28 3 -25 -89.3% 7
Daily Pivots for day following 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1305 1.1297 1.1258
R3 1.1283 1.1275 1.1252
R2 1.1261 1.1261 1.1250
R1 1.1253 1.1253 1.1248 1.1257
PP 1.1239 1.1239 1.1239 1.1241
S1 1.1231 1.1231 1.1244 1.1235
S2 1.1217 1.1217 1.1242
S3 1.1195 1.1209 1.1240
S4 1.1173 1.1187 1.1234
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 1.1280 1.1087 0.0194 1.7% 0.0047 0.4% 82% False False 10
10 1.1280 1.1036 0.0245 2.2% 0.0030 0.3% 86% False False 5
20 1.1280 1.0920 0.0360 3.2% 0.0051 0.5% 91% False False 11
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1340
2.618 1.1304
1.618 1.1282
1.000 1.1268
0.618 1.1260
HIGH 1.1246
0.618 1.1238
0.500 1.1235
0.382 1.1232
LOW 1.1224
0.618 1.1210
1.000 1.1202
1.618 1.1188
2.618 1.1166
4.250 1.1131
Fisher Pivots for day following 06-Apr-2023
Pivot 1 day 3 day
R1 1.1242 1.1234
PP 1.1239 1.1222
S1 1.1235 1.1210

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

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