CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 1.1548 1.1620 0.0073 0.6% 1.1626
High 1.1548 1.1660 0.0113 1.0% 1.1643
Low 1.1548 1.1620 0.0073 0.6% 1.1501
Close 1.1548 1.1645 0.0098 0.8% 1.1544
Range 0.0000 0.0040 0.0040 0.0142
ATR
Volume 0 5 5 0
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 1.1762 1.1743 1.1667
R3 1.1722 1.1703 1.1656
R2 1.1682 1.1682 1.1652
R1 1.1663 1.1663 1.1649 1.1673
PP 1.1642 1.1642 1.1642 1.1646
S1 1.1623 1.1623 1.1641 1.1633
S2 1.1602 1.1602 1.1638
S3 1.1562 1.1583 1.1634
S4 1.1522 1.1543 1.1623
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1988 1.1908 1.1622
R3 1.1846 1.1766 1.1583
R2 1.1704 1.1704 1.1570
R1 1.1624 1.1624 1.1557 1.1593
PP 1.1562 1.1562 1.1562 1.1547
S1 1.1482 1.1482 1.1530 1.1451
S2 1.1420 1.1420 1.1517
S3 1.1278 1.1340 1.1504
S4 1.1136 1.1198 1.1465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1660 1.1501 0.0160 1.4% 0.0026 0.2% 91% True False 1
10 1.1660 1.1501 0.0160 1.4% 0.0023 0.2% 91% True False
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1830
2.618 1.1765
1.618 1.1725
1.000 1.1700
0.618 1.1685
HIGH 1.1660
0.618 1.1645
0.500 1.1640
0.382 1.1635
LOW 1.1620
0.618 1.1595
1.000 1.1580
1.618 1.1555
2.618 1.1515
4.250 1.1450
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 1.1643 1.1627
PP 1.1642 1.1608
S1 1.1640 1.1590

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

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