CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 13-Apr-2023
Day Change Summary
Previous Current
12-Apr-2023 13-Apr-2023 Change Change % Previous Week
Open 1.1350 1.1460 0.0110 1.0% 1.1150
High 1.1450 1.1550 0.0100 0.9% 1.1340
Low 1.1350 1.1460 0.0110 1.0% 1.1150
Close 1.1446 1.1540 0.0094 0.8% 1.1340
Range 0.0100 0.0090 -0.0010 -10.0% 0.0190
ATR 0.0060 0.0063 0.0003 5.2% 0.0000
Volume 22 25 3 13.6% 20
Daily Pivots for day following 13-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1787 1.1753 1.1589
R3 1.1697 1.1663 1.1564
R2 1.1607 1.1607 1.1556
R1 1.1573 1.1573 1.1548 1.1590
PP 1.1517 1.1517 1.1517 1.1525
S1 1.1483 1.1483 1.1531 1.1500
S2 1.1427 1.1427 1.1523
S3 1.1337 1.1393 1.1515
S4 1.1247 1.1303 1.1490
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1847 1.1783 1.1444
R3 1.1657 1.1593 1.1392
R2 1.1467 1.1467 1.1374
R1 1.1403 1.1403 1.1357 1.1435
PP 1.1277 1.1277 1.1277 1.1292
S1 1.1213 1.1213 1.1322 1.1245
S2 1.1087 1.1087 1.1305
S3 1.0897 1.1023 1.1287
S4 1.0707 1.0833 1.1235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1550 1.1278 0.0272 2.4% 0.0046 0.4% 96% True False 9
10 1.1550 1.1150 0.0400 3.5% 0.0049 0.4% 97% True False 7
20 1.1550 1.1068 0.0482 4.2% 0.0031 0.3% 98% True False 4
40 1.1550 1.0937 0.0614 5.3% 0.0030 0.3% 98% True False 2
60 1.1550 1.0937 0.0614 5.3% 0.0030 0.3% 98% True False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1933
2.618 1.1786
1.618 1.1696
1.000 1.1640
0.618 1.1606
HIGH 1.1550
0.618 1.1516
0.500 1.1505
0.382 1.1494
LOW 1.1460
0.618 1.1404
1.000 1.1370
1.618 1.1314
2.618 1.1224
4.250 1.1078
Fisher Pivots for day following 13-Apr-2023
Pivot 1 day 3 day
R1 1.1528 1.1508
PP 1.1517 1.1477
S1 1.1505 1.1446

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

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