CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 1.1580 1.1498 -0.0082 -0.7% 1.1433
High 1.1580 1.1569 -0.0012 -0.1% 1.1580
Low 1.1556 1.1415 -0.0141 -1.2% 1.1415
Close 1.1556 1.1498 -0.0058 -0.5% 1.1498
Range 0.0025 0.0154 0.0129 526.5% 0.0165
ATR 0.0057 0.0064 0.0007 12.0% 0.0000
Volume 2 0 -2 -100.0% 21
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1954 1.1880 1.1582
R3 1.1801 1.1726 1.1540
R2 1.1647 1.1647 1.1526
R1 1.1573 1.1573 1.1512 1.1575
PP 1.1494 1.1494 1.1494 1.1495
S1 1.1419 1.1419 1.1484 1.1421
S2 1.1340 1.1340 1.1470
S3 1.1187 1.1266 1.1456
S4 1.1033 1.1112 1.1414
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1993 1.1910 1.1589
R3 1.1828 1.1745 1.1543
R2 1.1663 1.1663 1.1528
R1 1.1580 1.1580 1.1513 1.1622
PP 1.1498 1.1498 1.1498 1.1518
S1 1.1415 1.1415 1.1483 1.1457
S2 1.1333 1.1333 1.1468
S3 1.1168 1.1250 1.1453
S4 1.1003 1.1085 1.1407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1580 1.1415 0.0165 1.4% 0.0052 0.4% 50% False True 4
10 1.1580 1.1412 0.0168 1.5% 0.0052 0.5% 51% False False 4
20 1.1580 1.1278 0.0302 2.6% 0.0040 0.3% 73% False False 4
40 1.1580 1.1052 0.0528 4.6% 0.0037 0.3% 84% False False 3
60 1.1580 1.0937 0.0644 5.6% 0.0031 0.3% 87% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 1.2221
2.618 1.1970
1.618 1.1817
1.000 1.1722
0.618 1.1663
HIGH 1.1569
0.618 1.1510
0.500 1.1492
0.382 1.1474
LOW 1.1415
0.618 1.1320
1.000 1.1262
1.618 1.1167
2.618 1.1013
4.250 1.0763
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 1.1496 1.1498
PP 1.1494 1.1498
S1 1.1492 1.1498

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

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