CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 1.1241 1.1257 0.0016 0.1% 1.1145
High 1.1260 1.1365 0.0105 0.9% 1.1280
Low 1.1241 1.1257 0.0016 0.1% 1.1140
Close 1.1259 1.1352 0.0093 0.8% 1.1251
Range 0.0019 0.0109 0.0090 471.1% 0.0140
ATR 0.0070 0.0073 0.0003 3.9% 0.0000
Volume 3 254 251 8,366.7% 49
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1650 1.1610 1.1412
R3 1.1542 1.1501 1.1382
R2 1.1433 1.1433 1.1372
R1 1.1393 1.1393 1.1362 1.1413
PP 1.1325 1.1325 1.1325 1.1335
S1 1.1284 1.1284 1.1342 1.1304
S2 1.1216 1.1216 1.1332
S3 1.1108 1.1176 1.1322
S4 1.0999 1.1067 1.1292
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 1.1365 1.1175 0.0190 1.7% 0.0040 0.4% 93% True False 52
10 1.1365 1.1087 0.0279 2.5% 0.0041 0.4% 95% True False 30
20 1.1365 1.0920 0.0445 3.9% 0.0036 0.3% 97% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1826
2.618 1.1649
1.618 1.1541
1.000 1.1474
0.618 1.1432
HIGH 1.1365
0.618 1.1324
0.500 1.1311
0.382 1.1298
LOW 1.1257
0.618 1.1189
1.000 1.1148
1.618 1.1081
2.618 1.0972
4.250 1.0795
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 1.1338 1.1325
PP 1.1325 1.1297
S1 1.1311 1.1270

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

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