CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 28-Apr-2023
Day Change Summary
Previous Current
27-Apr-2023 28-Apr-2023 Change Change % Previous Week
Open 1.1457 1.1459 0.0002 0.0% 1.1500
High 1.1457 1.1501 0.0044 0.4% 1.1560
Low 1.1457 1.1412 -0.0045 -0.4% 1.1412
Close 1.1457 1.1459 0.0002 0.0% 1.1459
Range 0.0000 0.0089 0.0089 0.0148
ATR 0.0059 0.0061 0.0002 3.7% 0.0000
Volume 3 0 -3 -100.0% 21
Daily Pivots for day following 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1723 1.1679 1.1507
R3 1.1634 1.1591 1.1483
R2 1.1546 1.1546 1.1475
R1 1.1502 1.1502 1.1467 1.1503
PP 1.1457 1.1457 1.1457 1.1457
S1 1.1414 1.1414 1.1450 1.1414
S2 1.1369 1.1369 1.1442
S3 1.1280 1.1325 1.1434
S4 1.1192 1.1237 1.1410
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1921 1.1838 1.1540
R3 1.1773 1.1690 1.1499
R2 1.1625 1.1625 1.1486
R1 1.1542 1.1542 1.1472 1.1509
PP 1.1477 1.1477 1.1477 1.1461
S1 1.1394 1.1394 1.1445 1.1361
S2 1.1329 1.1329 1.1431
S3 1.1181 1.1246 1.1418
S4 1.1033 1.1098 1.1377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1412 0.0148 1.3% 0.0052 0.5% 31% False True 4
10 1.1560 1.1408 0.0153 1.3% 0.0031 0.3% 33% False False 2
20 1.1560 1.1150 0.0410 3.6% 0.0038 0.3% 75% False False 4
40 1.1560 1.0937 0.0624 5.4% 0.0033 0.3% 84% False False 2
60 1.1560 1.0937 0.0624 5.4% 0.0029 0.3% 84% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1877
2.618 1.1732
1.618 1.1644
1.000 1.1589
0.618 1.1555
HIGH 1.1501
0.618 1.1467
0.500 1.1456
0.382 1.1446
LOW 1.1412
0.618 1.1357
1.000 1.1324
1.618 1.1269
2.618 1.1180
4.250 1.1036
Fisher Pivots for day following 28-Apr-2023
Pivot 1 day 3 day
R1 1.1458 1.1486
PP 1.1457 1.1477
S1 1.1456 1.1468

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

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