CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 1.1590 1.1527 -0.0063 -0.5% 1.1520
High 1.1590 1.1527 -0.0063 -0.5% 1.1670
Low 1.1590 1.1527 -0.0063 -0.5% 1.1506
Close 1.1590 1.1527 -0.0063 -0.5% 1.1584
Range
ATR 0.0050 0.0051 0.0001 1.9% 0.0000
Volume
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 1.1527 1.1527 1.1527
R3 1.1527 1.1527 1.1527
R2 1.1527 1.1527 1.1527
R1 1.1527 1.1527 1.1527 1.1527
PP 1.1527 1.1527 1.1527 1.1527
S1 1.1527 1.1527 1.1527 1.1527
S2 1.1527 1.1527 1.1527
S3 1.1527 1.1527 1.1527
S4 1.1527 1.1527 1.1527
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 1.1654 1.1506 0.0148 1.3% 0.0034 0.3% 14% False False
10 1.1670 1.1501 0.0170 1.5% 0.0037 0.3% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.1527
2.618 1.1527
1.618 1.1527
1.000 1.1527
0.618 1.1527
HIGH 1.1527
0.618 1.1527
0.500 1.1527
0.382 1.1527
LOW 1.1527
0.618 1.1527
1.000 1.1527
1.618 1.1527
2.618 1.1527
4.250 1.1527
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 1.1527 1.1560
PP 1.1527 1.1549
S1 1.1527 1.1538

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

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