CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 13-Jul-2023
Day Change Summary
Previous Current
12-Jul-2023 13-Jul-2023 Change Change % Previous Week
Open 1.1570 1.1749 0.0179 1.5% 1.1333
High 1.1731 1.1836 0.0105 0.9% 1.1459
Low 1.1570 1.1749 0.0179 1.5% 1.1314
Close 1.1731 1.1836 0.0105 0.9% 1.1450
Range 0.0161 0.0087 -0.0074 -46.0% 0.0146
ATR 0.0074 0.0076 0.0002 3.1% 0.0000
Volume 56 89 33 58.9% 28
Daily Pivots for day following 13-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2068 1.2039 1.1884
R3 1.1981 1.1952 1.1860
R2 1.1894 1.1894 1.1852
R1 1.1865 1.1865 1.1844 1.1880
PP 1.1807 1.1807 1.1807 1.1814
S1 1.1778 1.1778 1.1828 1.1793
S2 1.1720 1.1720 1.1820
S3 1.1633 1.1691 1.1812
S4 1.1546 1.1604 1.1788
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1844 1.1792 1.1530
R3 1.1698 1.1647 1.1490
R2 1.1553 1.1553 1.1476
R1 1.1501 1.1501 1.1463 1.1527
PP 1.1407 1.1407 1.1407 1.1420
S1 1.1356 1.1356 1.1436 1.1382
S2 1.1262 1.1262 1.1423
S3 1.1116 1.1210 1.1409
S4 1.0971 1.1065 1.1369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1836 1.1347 0.0489 4.1% 0.0099 0.8% 100% True False 44
10 1.1836 1.1290 0.0546 4.6% 0.0072 0.6% 100% True False 28
20 1.1836 1.1260 0.0576 4.9% 0.0068 0.6% 100% True False 62
40 1.1836 1.1180 0.0656 5.5% 0.0049 0.4% 100% True False 32
60 1.1836 1.1180 0.0656 5.5% 0.0044 0.4% 100% True False 22
80 1.1836 1.1119 0.0718 6.1% 0.0041 0.3% 100% True False 18
100 1.1836 1.0937 0.0900 7.6% 0.0038 0.3% 100% True False 14
120 1.1836 1.0937 0.0900 7.6% 0.0036 0.3% 100% True False 12
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2206
2.618 1.2064
1.618 1.1977
1.000 1.1923
0.618 1.1890
HIGH 1.1836
0.618 1.1803
0.500 1.1793
0.382 1.1782
LOW 1.1749
0.618 1.1695
1.000 1.1662
1.618 1.1608
2.618 1.1521
4.250 1.1379
Fisher Pivots for day following 13-Jul-2023
Pivot 1 day 3 day
R1 1.1822 1.1778
PP 1.1807 1.1719
S1 1.1793 1.1661

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.