CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 1.1500 1.1534 0.0034 0.3% 1.1568
High 1.1535 1.1543 0.0008 0.1% 1.1568
Low 1.1500 1.1474 -0.0026 -0.2% 1.1474
Close 1.1512 1.1484 -0.0028 -0.2% 1.1484
Range 0.0035 0.0069 0.0034 98.6% 0.0094
ATR 0.0065 0.0065 0.0000 0.4% 0.0000
Volume 9 106 97 1,077.8% 165
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1706 1.1663 1.1521
R3 1.1637 1.1595 1.1502
R2 1.1569 1.1569 1.1496
R1 1.1526 1.1526 1.1490 1.1513
PP 1.1500 1.1500 1.1500 1.1494
S1 1.1458 1.1458 1.1477 1.1445
S2 1.1432 1.1432 1.1471
S3 1.1363 1.1389 1.1465
S4 1.1295 1.1321 1.1446
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1789 1.1730 1.1535
R3 1.1695 1.1636 1.1509
R2 1.1602 1.1602 1.1501
R1 1.1543 1.1543 1.1492 1.1526
PP 1.1508 1.1508 1.1508 1.1500
S1 1.1449 1.1449 1.1475 1.1432
S2 1.1415 1.1415 1.1466
S3 1.1321 1.1356 1.1458
S4 1.1228 1.1262 1.1432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1568 1.1474 0.0094 0.8% 0.0045 0.4% 10% False True 33
10 1.1660 1.1474 0.0186 1.6% 0.0055 0.5% 5% False True 36
20 1.1861 1.1474 0.0387 3.4% 0.0065 0.6% 2% False True 86
40 1.1861 1.1290 0.0571 5.0% 0.0065 0.6% 34% False False 80
60 1.1861 1.1180 0.0681 5.9% 0.0059 0.5% 45% False False 61
80 1.1861 1.1180 0.0681 5.9% 0.0053 0.5% 45% False False 46
100 1.1861 1.1137 0.0724 6.3% 0.0049 0.4% 48% False False 38
120 1.1861 1.0937 0.0925 8.1% 0.0045 0.4% 59% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1834
2.618 1.1722
1.618 1.1653
1.000 1.1611
0.618 1.1585
HIGH 1.1543
0.618 1.1516
0.500 1.1508
0.382 1.1500
LOW 1.1474
0.618 1.1432
1.000 1.1406
1.618 1.1363
2.618 1.1295
4.250 1.1183
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 1.1508 1.1508
PP 1.1500 1.1500
S1 1.1492 1.1492

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

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