CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 1.1242 1.1231 -0.0011 -0.1% 1.1325
High 1.1299 1.1231 -0.0068 -0.6% 1.1356
Low 1.1218 1.1116 -0.0102 -0.9% 1.1244
Close 1.1252 1.1166 -0.0087 -0.8% 1.1252
Range 0.0081 0.0115 0.0034 42.2% 0.0112
ATR 0.0061 0.0066 0.0005 8.9% 0.0000
Volume 25,448 40,869 15,421 60.6% 98,210
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1514 1.1454 1.1228
R3 1.1400 1.1340 1.1197
R2 1.1285 1.1285 1.1186
R1 1.1225 1.1225 1.1176 1.1198
PP 1.1171 1.1171 1.1171 1.1157
S1 1.1111 1.1111 1.1155 1.1084
S2 1.1056 1.1056 1.1145
S3 1.0942 1.0996 1.1134
S4 1.0827 1.0882 1.1103
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1618 1.1546 1.1313
R3 1.1507 1.1435 1.1282
R2 1.1395 1.1395 1.1272
R1 1.1323 1.1323 1.1262 1.1304
PP 1.1284 1.1284 1.1284 1.1274
S1 1.1212 1.1212 1.1241 1.1192
S2 1.1172 1.1172 1.1231
S3 1.1061 1.1100 1.1221
S4 1.0949 1.0989 1.1190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1116 0.0183 1.6% 0.0064 0.6% 27% False True 24,191
10 1.1360 1.1116 0.0244 2.2% 0.0058 0.5% 20% False True 19,986
20 1.1570 1.1116 0.0454 4.1% 0.0066 0.6% 11% False True 10,094
40 1.1861 1.1116 0.0745 6.7% 0.0064 0.6% 7% False True 5,079
60 1.1861 1.1116 0.0745 6.7% 0.0065 0.6% 7% False True 3,412
80 1.1861 1.1116 0.0745 6.7% 0.0062 0.6% 7% False True 2,571
100 1.1861 1.1116 0.0745 6.7% 0.0055 0.5% 7% False True 2,057
120 1.1861 1.1116 0.0745 6.7% 0.0052 0.5% 7% False True 1,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.1717
2.618 1.1530
1.618 1.1416
1.000 1.1345
0.618 1.1301
HIGH 1.1231
0.618 1.1187
0.500 1.1173
0.382 1.1160
LOW 1.1116
0.618 1.1045
1.000 1.1002
1.618 1.0931
2.618 1.0816
4.250 1.0629
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 1.1173 1.1207
PP 1.1171 1.1193
S1 1.1168 1.1179

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

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