CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 1.1670 1.1584 -0.0086 -0.7% 1.1520
High 1.1670 1.1654 -0.0017 -0.1% 1.1670
Low 1.1602 1.1506 -0.0096 -0.8% 1.1506
Close 1.1639 1.1584 -0.0055 -0.5% 1.1584
Range 0.0068 0.0148 0.0080 116.9% 0.0164
ATR 0.0000 0.0059 0.0059 0.0000
Volume 1 0 -1 -100.0% 6
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.2024 1.1951 1.1665
R3 1.1876 1.1804 1.1625
R2 1.1729 1.1729 1.1611
R1 1.1656 1.1656 1.1598 1.1658
PP 1.1581 1.1581 1.1581 1.1582
S1 1.1509 1.1509 1.1570 1.1510
S2 1.1434 1.1434 1.1557
S3 1.1286 1.1361 1.1543
S4 1.1139 1.1214 1.1503
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.2079 1.1995 1.1674
R3 1.1915 1.1831 1.1629
R2 1.1751 1.1751 1.1614
R1 1.1667 1.1667 1.1599 1.1709
PP 1.1587 1.1587 1.1587 1.1608
S1 1.1503 1.1503 1.1569 1.1545
S2 1.1423 1.1423 1.1554
S3 1.1259 1.1339 1.1539
S4 1.1095 1.1175 1.1494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1670 1.1506 0.0164 1.4% 0.0051 0.4% 48% False True 1
10 1.1670 1.1501 0.0170 1.5% 0.0040 0.3% 49% False False
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 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2280
2.618 1.2040
1.618 1.1892
1.000 1.1801
0.618 1.1745
HIGH 1.1654
0.618 1.1597
0.500 1.1580
0.382 1.1562
LOW 1.1506
0.618 1.1415
1.000 1.1359
1.618 1.1267
2.618 1.1120
4.250 1.0879
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 1.1583 1.1588
PP 1.1581 1.1587
S1 1.1580 1.1585

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

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