CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 21-Apr-2023
Day Change Summary
Previous Current
20-Apr-2023 21-Apr-2023 Change Change % Previous Week
Open 1.1344 1.1375 0.0031 0.3% 1.1341
High 1.1375 1.1404 0.0030 0.3% 1.1404
Low 1.1343 1.1349 0.0006 0.0% 1.1300
Close 1.1375 1.1377 0.0003 0.0% 1.1377
Range 0.0032 0.0056 0.0024 76.2% 0.0104
ATR 0.0068 0.0067 -0.0001 -1.3% 0.0000
Volume 93 49 -44 -47.3% 189
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1543 1.1516 1.1408
R3 1.1488 1.1460 1.1392
R2 1.1432 1.1432 1.1387
R1 1.1405 1.1405 1.1382 1.1418
PP 1.1377 1.1377 1.1377 1.1383
S1 1.1349 1.1349 1.1372 1.1363
S2 1.1321 1.1321 1.1367
S3 1.1266 1.1294 1.1362
S4 1.1210 1.1238 1.1346
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1672 1.1629 1.1434
R3 1.1568 1.1525 1.1406
R2 1.1464 1.1464 1.1396
R1 1.1421 1.1421 1.1387 1.1443
PP 1.1360 1.1360 1.1360 1.1371
S1 1.1317 1.1317 1.1367 1.1339
S2 1.1256 1.1256 1.1358
S3 1.1152 1.1213 1.1348
S4 1.1048 1.1109 1.1320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1404 1.1300 0.0104 0.9% 0.0034 0.3% 74% True False 37
10 1.1460 1.1175 0.0285 2.5% 0.0050 0.4% 71% False False 51
20 1.1460 1.1036 0.0425 3.7% 0.0041 0.4% 80% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1640
2.618 1.1549
1.618 1.1494
1.000 1.1460
0.618 1.1438
HIGH 1.1404
0.618 1.1383
0.500 1.1376
0.382 1.1370
LOW 1.1349
0.618 1.1314
1.000 1.1293
1.618 1.1259
2.618 1.1203
4.250 1.1113
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 1.1377 1.1369
PP 1.1377 1.1360
S1 1.1376 1.1352

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

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