CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 18-Jul-2023
Day Change Summary
Previous Current
17-Jul-2023 18-Jul-2023 Change Change % Previous Week
Open 1.1790 1.1826 0.0036 0.3% 1.1425
High 1.1843 1.1857 0.0014 0.1% 1.1859
Low 1.1790 1.1826 0.0036 0.3% 1.1425
Close 1.1817 1.1857 0.0040 0.3% 1.1792
Range 0.0053 0.0031 -0.0022 -41.5% 0.0434
ATR 0.0074 0.0072 -0.0002 -3.3% 0.0000
Volume 27 68 41 151.9% 222
Daily Pivots for day following 18-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1940 1.1929 1.1874
R3 1.1909 1.1898 1.1866
R2 1.1878 1.1878 1.1863
R1 1.1867 1.1867 1.1860 1.1873
PP 1.1847 1.1847 1.1847 1.1849
S1 1.1836 1.1836 1.1854 1.1842
S2 1.1816 1.1816 1.1851
S3 1.1785 1.1805 1.1848
S4 1.1754 1.1774 1.1840
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2992 1.2825 1.2030
R3 1.2559 1.2392 1.1911
R2 1.2125 1.2125 1.1871
R1 1.1958 1.1958 1.1831 1.2042
PP 1.1692 1.1692 1.1692 1.1733
S1 1.1525 1.1525 1.1752 1.1608
S2 1.1258 1.1258 1.1712
S3 1.0825 1.1091 1.1672
S4 1.0391 1.0658 1.1553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1859 1.1570 0.0289 2.4% 0.0083 0.7% 99% False False 51
10 1.1859 1.1314 0.0545 4.6% 0.0074 0.6% 100% False False 34
20 1.1859 1.1290 0.0569 4.8% 0.0060 0.5% 100% False False 47
40 1.1859 1.1180 0.0679 5.7% 0.0053 0.4% 100% False False 35
60 1.1859 1.1180 0.0679 5.7% 0.0047 0.4% 100% False False 24
80 1.1859 1.1119 0.0740 6.2% 0.0042 0.4% 100% False False 19
100 1.1859 1.0937 0.0922 7.8% 0.0040 0.3% 100% False False 15
120 1.1859 1.0937 0.0922 7.8% 0.0037 0.3% 100% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1989
2.618 1.1938
1.618 1.1907
1.000 1.1888
0.618 1.1876
HIGH 1.1857
0.618 1.1845
0.500 1.1842
0.382 1.1838
LOW 1.1826
0.618 1.1807
1.000 1.1795
1.618 1.1776
2.618 1.1745
4.250 1.1694
Fisher Pivots for day following 18-Jul-2023
Pivot 1 day 3 day
R1 1.1852 1.1844
PP 1.1847 1.1831
S1 1.1842 1.1818

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

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