CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 26-Apr-2023
Day Change Summary
Previous Current
25-Apr-2023 26-Apr-2023 Change Change % Previous Week
Open 1.1540 1.1560 0.0020 0.2% 1.1408
High 1.1550 1.1560 0.0010 0.1% 1.1492
Low 1.1484 1.1495 0.0011 0.1% 1.1408
Close 1.1484 1.1503 0.0019 0.2% 1.1481
Range 0.0066 0.0065 -0.0001 -1.5% 0.0084
ATR 0.0058 0.0060 0.0001 2.2% 0.0000
Volume 5 3 -2 -40.0% 0
Daily Pivots for day following 26-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1714 1.1673 1.1538
R3 1.1649 1.1608 1.1520
R2 1.1584 1.1584 1.1514
R1 1.1543 1.1543 1.1508 1.1531
PP 1.1519 1.1519 1.1519 1.1513
S1 1.1478 1.1478 1.1497 1.1466
S2 1.1454 1.1454 1.1491
S3 1.1389 1.1413 1.1485
S4 1.1324 1.1348 1.1467
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1712 1.1681 1.1527
R3 1.1628 1.1597 1.1504
R2 1.1544 1.1544 1.1496
R1 1.1513 1.1513 1.1489 1.1528
PP 1.1460 1.1460 1.1460 1.1468
S1 1.1429 1.1429 1.1473 1.1444
S2 1.1376 1.1376 1.1466
S3 1.1292 1.1345 1.1458
S4 1.1208 1.1261 1.1435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1446 0.0114 1.0% 0.0044 0.4% 50% True False 3
10 1.1560 1.1408 0.0153 1.3% 0.0034 0.3% 62% True False 4
20 1.1560 1.1150 0.0410 3.6% 0.0037 0.3% 86% True False 4
40 1.1560 1.0937 0.0624 5.4% 0.0032 0.3% 91% True False 2
60 1.1560 1.0937 0.0624 5.4% 0.0029 0.3% 91% True False 2
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1836
2.618 1.1730
1.618 1.1665
1.000 1.1625
0.618 1.1600
HIGH 1.1560
0.618 1.1535
0.500 1.1528
0.382 1.1520
LOW 1.1495
0.618 1.1455
1.000 1.1430
1.618 1.1390
2.618 1.1325
4.250 1.1219
Fisher Pivots for day following 26-Apr-2023
Pivot 1 day 3 day
R1 1.1528 1.1522
PP 1.1519 1.1516
S1 1.1511 1.1509

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

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