CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 06-Apr-2023
Day Change Summary
Previous Current
05-Apr-2023 06-Apr-2023 Change Change % Previous Week
Open 1.1310 1.1335 0.0025 0.2% 1.1195
High 1.1340 1.1335 -0.0006 0.0% 1.1230
Low 1.1310 1.1335 0.0025 0.2% 1.1137
Close 1.1310 1.1335 0.0025 0.2% 1.1217
Range 0.0031 0.0000 -0.0031 -100.0% 0.0093
ATR 0.0060 0.0057 -0.0002 -4.2% 0.0000
Volume 8 0 -8 -100.0% 5
Daily Pivots for day following 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1335 1.1335 1.1335
R3 1.1335 1.1335 1.1335
R2 1.1335 1.1335 1.1335
R1 1.1335 1.1335 1.1335 1.1335
PP 1.1335 1.1335 1.1335 1.1335
S1 1.1335 1.1335 1.1335 1.1335
S2 1.1335 1.1335 1.1335
S3 1.1335 1.1335 1.1335
S4 1.1335 1.1335 1.1335
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1474 1.1438 1.1268
R3 1.1381 1.1345 1.1243
R2 1.1288 1.1288 1.1234
R1 1.1252 1.1252 1.1226 1.1270
PP 1.1195 1.1195 1.1195 1.1204
S1 1.1159 1.1159 1.1208 1.1177
S2 1.1102 1.1102 1.1200
S3 1.1009 1.1066 1.1191
S4 1.0916 1.0973 1.1166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1340 1.1150 0.0190 1.7% 0.0051 0.4% 97% False False 4
10 1.1340 1.1119 0.0222 2.0% 0.0031 0.3% 98% False False 2
20 1.1340 1.1052 0.0288 2.5% 0.0038 0.3% 98% False False 2
40 1.1340 1.0937 0.0404 3.6% 0.0027 0.2% 99% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1335
2.618 1.1335
1.618 1.1335
1.000 1.1335
0.618 1.1335
HIGH 1.1335
0.618 1.1335
0.500 1.1335
0.382 1.1335
LOW 1.1335
0.618 1.1335
1.000 1.1335
1.618 1.1335
2.618 1.1335
4.250 1.1335
Fisher Pivots for day following 06-Apr-2023
Pivot 1 day 3 day
R1 1.1335 1.1320
PP 1.1335 1.1305
S1 1.1335 1.1290

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

View Archives - Comment on this page... - Back to Index of Symbols