CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 12-May-2023
Day Change Summary
Previous Current
11-May-2023 12-May-2023 Change Change % Previous Week
Open 1.1527 1.1484 -0.0043 -0.4% 1.1620
High 1.1527 1.1575 0.0048 0.4% 1.1620
Low 1.1527 1.1480 -0.0048 -0.4% 1.1480
Close 1.1527 1.1484 -0.0043 -0.4% 1.1484
Range 0.0000 0.0095 0.0095 0.0141
ATR 0.0051 0.0054 0.0003 6.3% 0.0000
Volume
Daily Pivots for day following 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1798 1.1736 1.1536
R3 1.1703 1.1641 1.1510
R2 1.1608 1.1608 1.1501
R1 1.1546 1.1546 1.1493 1.1532
PP 1.1513 1.1513 1.1513 1.1506
S1 1.1451 1.1451 1.1475 1.1437
S2 1.1418 1.1418 1.1467
S3 1.1323 1.1356 1.1458
S4 1.1228 1.1261 1.1432
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1949 1.1857 1.1561
R3 1.1809 1.1717 1.1523
R2 1.1668 1.1668 1.1510
R1 1.1576 1.1576 1.1497 1.1552
PP 1.1528 1.1528 1.1528 1.1516
S1 1.1436 1.1436 1.1471 1.1412
S2 1.1387 1.1387 1.1458
S3 1.1247 1.1295 1.1445
S4 1.1106 1.1155 1.1407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1620 1.1480 0.0141 1.2% 0.0024 0.2% 3% False True
10 1.1670 1.1480 0.0191 1.7% 0.0037 0.3% 2% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1978
2.618 1.1823
1.618 1.1728
1.000 1.1670
0.618 1.1633
HIGH 1.1575
0.618 1.1538
0.500 1.1527
0.382 1.1516
LOW 1.1480
0.618 1.1421
1.000 1.1385
1.618 1.1326
2.618 1.1231
4.250 1.1076
Fisher Pivots for day following 12-May-2023
Pivot 1 day 3 day
R1 1.1527 1.1535
PP 1.1513 1.1518
S1 1.1498 1.1501

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

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