CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 04-May-2023
Day Change Summary
Previous Current
03-May-2023 04-May-2023 Change Change % Previous Week
Open 1.1490 1.1580 0.0090 0.8% 1.1500
High 1.1570 1.1580 0.0010 0.1% 1.1560
Low 1.1490 1.1556 0.0066 0.6% 1.1412
Close 1.1561 1.1556 -0.0005 0.0% 1.1459
Range 0.0080 0.0025 -0.0056 -69.4% 0.0148
ATR 0.0060 0.0057 -0.0003 -4.2% 0.0000
Volume 19 2 -17 -89.5% 21
Daily Pivots for day following 04-May-2023
Classic Woodie Camarilla DeMark
R4 1.1637 1.1621 1.1569
R3 1.1613 1.1596 1.1562
R2 1.1588 1.1588 1.1560
R1 1.1572 1.1572 1.1558 1.1568
PP 1.1564 1.1564 1.1564 1.1562
S1 1.1547 1.1547 1.1553 1.1543
S2 1.1539 1.1539 1.1551
S3 1.1515 1.1523 1.1549
S4 1.1490 1.1498 1.1542
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 1.1580 1.1412 0.0168 1.5% 0.0039 0.3% 85% True False 4
10 1.1580 1.1412 0.0168 1.5% 0.0041 0.4% 85% True False 4
20 1.1580 1.1278 0.0302 2.6% 0.0034 0.3% 92% True False 4
40 1.1580 1.1052 0.0528 4.6% 0.0036 0.3% 95% True False 3
60 1.1580 1.0937 0.0644 5.6% 0.0029 0.3% 96% 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 True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1684
2.618 1.1644
1.618 1.1620
1.000 1.1605
0.618 1.1595
HIGH 1.1580
0.618 1.1571
0.500 1.1568
0.382 1.1565
LOW 1.1556
0.618 1.1540
1.000 1.1531
1.618 1.1516
2.618 1.1491
4.250 1.1451
Fisher Pivots for day following 04-May-2023
Pivot 1 day 3 day
R1 1.1568 1.1544
PP 1.1564 1.1533
S1 1.1560 1.1522

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

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