CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 1.1331 1.1303 -0.0028 -0.2% 1.1420
High 1.1338 1.1328 -0.0011 -0.1% 1.1447
Low 1.1282 1.1255 -0.0027 -0.2% 1.1307
Close 1.1307 1.1266 -0.0041 -0.4% 1.1311
Range 0.0056 0.0073 0.0017 29.5% 0.0141
ATR 0.0063 0.0063 0.0001 1.1% 0.0000
Volume 29,962 25,624 -4,338 -14.5% 3,144
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1500 1.1456 1.1306
R3 1.1428 1.1383 1.1286
R2 1.1355 1.1355 1.1279
R1 1.1311 1.1311 1.1273 1.1297
PP 1.1283 1.1283 1.1283 1.1276
S1 1.1238 1.1238 1.1259 1.1224
S2 1.1210 1.1210 1.1253
S3 1.1138 1.1166 1.1246
S4 1.1065 1.1093 1.1226
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1776 1.1684 1.1388
R3 1.1636 1.1543 1.1349
R2 1.1495 1.1495 1.1336
R1 1.1403 1.1403 1.1323 1.1379
PP 1.1355 1.1355 1.1355 1.1343
S1 1.1262 1.1262 1.1298 1.1238
S2 1.1214 1.1214 1.1285
S3 1.1074 1.1122 1.1272
S4 1.0933 1.0981 1.1233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1360 1.1255 0.0105 0.9% 0.0051 0.5% 10% False True 15,781
10 1.1529 1.1255 0.0274 2.4% 0.0063 0.6% 4% False True 8,071
20 1.1570 1.1255 0.0315 2.8% 0.0062 0.6% 3% False True 4,058
40 1.1861 1.1255 0.0606 5.4% 0.0066 0.6% 2% False True 2,082
60 1.1861 1.1255 0.0606 5.4% 0.0064 0.6% 2% False True 1,404
80 1.1861 1.1180 0.0681 6.0% 0.0059 0.5% 13% False False 1,059
100 1.1861 1.1180 0.0681 6.0% 0.0055 0.5% 13% False False 848
120 1.1861 1.1137 0.0724 6.4% 0.0050 0.4% 18% False False 707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1636
2.618 1.1517
1.618 1.1445
1.000 1.1400
0.618 1.1372
HIGH 1.1328
0.618 1.1300
0.500 1.1291
0.382 1.1283
LOW 1.1255
0.618 1.1210
1.000 1.1183
1.618 1.1138
2.618 1.1065
4.250 1.0947
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 1.1291 1.1302
PP 1.1283 1.1290
S1 1.1274 1.1278

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

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