CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 14-Apr-2023
Day Change Summary
Previous Current
13-Apr-2023 14-Apr-2023 Change Change % Previous Week
Open 1.1370 1.1449 0.0079 0.7% 1.1175
High 1.1460 1.1458 -0.0003 0.0% 1.1460
Low 1.1370 1.1350 -0.0020 -0.2% 1.1175
Close 1.1446 1.1373 -0.0073 -0.6% 1.1373
Range 0.0090 0.0108 0.0018 19.4% 0.0285
ATR 0.0075 0.0078 0.0002 3.0% 0.0000
Volume 34 38 4 11.8% 330
Daily Pivots for day following 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1716 1.1652 1.1432
R3 1.1608 1.1544 1.1402
R2 1.1501 1.1501 1.1392
R1 1.1437 1.1437 1.1382 1.1415
PP 1.1393 1.1393 1.1393 1.1383
S1 1.1329 1.1329 1.1363 1.1308
S2 1.1286 1.1286 1.1353
S3 1.1178 1.1222 1.1343
S4 1.1071 1.1114 1.1313
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.2191 1.2067 1.1529
R3 1.1906 1.1782 1.1451
R2 1.1621 1.1621 1.1425
R1 1.1497 1.1497 1.1399 1.1559
PP 1.1336 1.1336 1.1336 1.1367
S1 1.1212 1.1212 1.1346 1.1274
S2 1.1051 1.1051 1.1320
S3 1.0766 1.0927 1.1294
S4 1.0481 1.0642 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1460 1.1175 0.0285 2.5% 0.0067 0.6% 69% False False 66
10 1.1460 1.1140 0.0320 2.8% 0.0054 0.5% 73% False False 37
20 1.1460 1.0989 0.0472 4.1% 0.0042 0.4% 81% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1914
2.618 1.1739
1.618 1.1631
1.000 1.1565
0.618 1.1524
HIGH 1.1458
0.618 1.1416
0.500 1.1404
0.382 1.1391
LOW 1.1350
0.618 1.1284
1.000 1.1243
1.618 1.1176
2.618 1.1069
4.250 1.0893
Fisher Pivots for day following 14-Apr-2023
Pivot 1 day 3 day
R1 1.1404 1.1368
PP 1.1393 1.1363
S1 1.1383 1.1358

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

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