CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 07-Apr-2023
Day Change Summary
Previous Current
06-Apr-2023 07-Apr-2023 Change Change % Previous Week
Open 1.1229 1.1251 0.0023 0.2% 1.1145
High 1.1246 1.1251 0.0005 0.0% 1.1280
Low 1.1224 1.1209 -0.0016 -0.1% 1.1140
Close 1.1246 1.1251 0.0005 0.0% 1.1251
Range 0.0022 0.0043 0.0021 93.2% 0.0140
ATR 0.0071 0.0069 -0.0002 -2.9% 0.0000
Volume 3 0 -3 -100.0% 49
Daily Pivots for day following 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1364 1.1350 1.1274
R3 1.1322 1.1308 1.1263
R2 1.1279 1.1279 1.1259
R1 1.1265 1.1265 1.1255 1.1272
PP 1.1237 1.1237 1.1237 1.1240
S1 1.1223 1.1223 1.1247 1.1230
S2 1.1194 1.1194 1.1243
S3 1.1152 1.1180 1.1239
S4 1.1109 1.1138 1.1228
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1644 1.1587 1.1328
R3 1.1504 1.1447 1.1290
R2 1.1364 1.1364 1.1277
R1 1.1307 1.1307 1.1264 1.1336
PP 1.1224 1.1224 1.1224 1.1238
S1 1.1167 1.1167 1.1238 1.1196
S2 1.1084 1.1084 1.1225
S3 1.0944 1.1027 1.1213
S4 1.0804 1.0887 1.1174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1280 1.1140 0.0140 1.2% 0.0042 0.4% 79% False False 9
10 1.1280 1.1036 0.0245 2.2% 0.0032 0.3% 88% False False 5
20 1.1280 1.0920 0.0360 3.2% 0.0045 0.4% 92% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1432
2.618 1.1362
1.618 1.1320
1.000 1.1294
0.618 1.1277
HIGH 1.1251
0.618 1.1235
0.500 1.1230
0.382 1.1225
LOW 1.1209
0.618 1.1182
1.000 1.1166
1.618 1.1140
2.618 1.1097
4.250 1.1028
Fisher Pivots for day following 07-Apr-2023
Pivot 1 day 3 day
R1 1.1244 1.1249
PP 1.1237 1.1247
S1 1.1230 1.1244

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

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