CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 1.1375 1.1410 0.0035 0.3% 1.1341
High 1.1404 1.1442 0.0038 0.3% 1.1404
Low 1.1349 1.1410 0.0062 0.5% 1.1300
Close 1.1377 1.1442 0.0065 0.6% 1.1377
Range 0.0056 0.0032 -0.0024 -42.3% 0.0104
ATR 0.0067 0.0067 0.0000 -0.2% 0.0000
Volume 49 9 -40 -81.6% 189
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1527 1.1517 1.1460
R3 1.1495 1.1485 1.1451
R2 1.1463 1.1463 1.1448
R1 1.1453 1.1453 1.1445 1.1458
PP 1.1431 1.1431 1.1431 1.1434
S1 1.1421 1.1421 1.1439 1.1426
S2 1.1399 1.1399 1.1436
S3 1.1367 1.1389 1.1433
S4 1.1335 1.1357 1.1424
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 1.1442 1.1300 0.0142 1.2% 0.0029 0.3% 100% True False 32
10 1.1460 1.1241 0.0219 1.9% 0.0053 0.5% 92% False False 52
20 1.1460 1.1036 0.0425 3.7% 0.0043 0.4% 96% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1578
2.618 1.1526
1.618 1.1494
1.000 1.1474
0.618 1.1462
HIGH 1.1442
0.618 1.1430
0.500 1.1426
0.382 1.1422
LOW 1.1410
0.618 1.1390
1.000 1.1378
1.618 1.1358
2.618 1.1326
4.250 1.1274
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 1.1437 1.1426
PP 1.1431 1.1409
S1 1.1426 1.1393

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

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