CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 1.1156 1.1124 -0.0032 -0.3% 1.1251
High 1.1160 1.1133 -0.0027 -0.2% 1.1299
Low 1.1120 1.1045 -0.0075 -0.7% 1.1116
Close 1.1128 1.1059 -0.0070 -0.6% 1.1128
Range 0.0040 0.0088 0.0048 118.8% 0.0183
ATR 0.0064 0.0066 0.0002 2.5% 0.0000
Volume 22,788 19,306 -3,482 -15.3% 122,721
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1341 1.1287 1.1107
R3 1.1254 1.1200 1.1083
R2 1.1166 1.1166 1.1075
R1 1.1112 1.1112 1.1067 1.1096
PP 1.1079 1.1079 1.1079 1.1070
S1 1.1025 1.1025 1.1050 1.1008
S2 1.0991 1.0991 1.1042
S3 1.0904 1.0937 1.1034
S4 1.0816 1.0850 1.1010
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1728 1.1611 1.1228
R3 1.1546 1.1428 1.1178
R2 1.1363 1.1363 1.1161
R1 1.1246 1.1246 1.1145 1.1213
PP 1.1181 1.1181 1.1181 1.1165
S1 1.1063 1.1063 1.1111 1.1031
S2 1.0998 1.0998 1.1095
S3 1.0816 1.0881 1.1078
S4 1.0633 1.0698 1.1028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1045 0.0254 2.3% 0.0074 0.7% 5% False True 25,324
10 1.1349 1.1045 0.0304 2.7% 0.0062 0.6% 4% False True 23,196
20 1.1570 1.1045 0.0525 4.7% 0.0064 0.6% 3% False True 12,193
40 1.1671 1.1045 0.0626 5.7% 0.0061 0.5% 2% False True 6,119
60 1.1861 1.1045 0.0816 7.4% 0.0067 0.6% 2% False True 4,112
80 1.1861 1.1045 0.0816 7.4% 0.0062 0.6% 2% False True 3,097
100 1.1861 1.1045 0.0816 7.4% 0.0056 0.5% 2% False True 2,478
120 1.1861 1.1045 0.0816 7.4% 0.0052 0.5% 2% False True 2,066
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1504
2.618 1.1362
1.618 1.1274
1.000 1.1220
0.618 1.1187
HIGH 1.1133
0.618 1.1099
0.500 1.1089
0.382 1.1078
LOW 1.1045
0.618 1.0991
1.000 1.0958
1.618 1.0903
2.618 1.0816
4.250 1.0673
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 1.1089 1.1138
PP 1.1079 1.1111
S1 1.1069 1.1085

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

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