CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 1.1540 1.1532 -0.0009 -0.1% 1.1577
High 1.1540 1.1532 -0.0009 -0.1% 1.1660
Low 1.1534 1.1500 -0.0034 -0.3% 1.1545
Close 1.1534 1.1520 -0.0014 -0.1% 1.1570
Range 0.0007 0.0032 0.0025 384.6% 0.0115
ATR 0.0070 0.0067 -0.0003 -3.7% 0.0000
Volume 2 12 10 500.0% 195
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1612 1.1597 1.1537
R3 1.1580 1.1566 1.1529
R2 1.1549 1.1549 1.1526
R1 1.1534 1.1534 1.1523 1.1526
PP 1.1517 1.1517 1.1517 1.1513
S1 1.1503 1.1503 1.1517 1.1494
S2 1.1486 1.1486 1.1514
S3 1.1454 1.1471 1.1511
S4 1.1423 1.1440 1.1503
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1937 1.1868 1.1633
R3 1.1822 1.1753 1.1602
R2 1.1707 1.1707 1.1591
R1 1.1638 1.1638 1.1581 1.1615
PP 1.1592 1.1592 1.1592 1.1580
S1 1.1523 1.1523 1.1559 1.1500
S2 1.1477 1.1477 1.1549
S3 1.1362 1.1408 1.1538
S4 1.1247 1.1293 1.1507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1660 1.1482 0.0179 1.5% 0.0057 0.5% 22% False False 39
10 1.1660 1.1482 0.0179 1.5% 0.0058 0.5% 22% False False 29
20 1.1861 1.1482 0.0380 3.3% 0.0070 0.6% 10% False False 107
40 1.1861 1.1290 0.0571 5.0% 0.0065 0.6% 40% False False 78
60 1.1861 1.1180 0.0681 5.9% 0.0058 0.5% 50% False False 60
80 1.1861 1.1180 0.0681 5.9% 0.0053 0.5% 50% False False 45
100 1.1861 1.1137 0.0724 6.3% 0.0048 0.4% 53% False False 37
120 1.1861 1.0937 0.0925 8.0% 0.0044 0.4% 63% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1665
2.618 1.1614
1.618 1.1582
1.000 1.1563
0.618 1.1551
HIGH 1.1532
0.618 1.1519
0.500 1.1516
0.382 1.1512
LOW 1.1500
0.618 1.1481
1.000 1.1469
1.618 1.1449
2.618 1.1418
4.250 1.1366
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 1.1519 1.1525
PP 1.1517 1.1523
S1 1.1516 1.1522

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

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