CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 1.1145 1.1160 0.0015 0.1% 1.1117
High 1.1145 1.1231 0.0086 0.8% 1.1154
Low 1.1145 1.1140 -0.0005 0.0% 1.1036
Close 1.1145 1.1231 0.0086 0.8% 1.1130
Range 0.0000 0.0091 0.0091 0.0119
ATR 0.0075 0.0076 0.0001 1.5% 0.0000
Volume 0 18 18 7
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1472 1.1442 1.1280
R3 1.1381 1.1351 1.1255
R2 1.1291 1.1291 1.1247
R1 1.1261 1.1261 1.1239 1.1276
PP 1.1200 1.1200 1.1200 1.1208
S1 1.1170 1.1170 1.1222 1.1185
S2 1.1110 1.1110 1.1214
S3 1.1019 1.1080 1.1206
S4 1.0929 1.0989 1.1181
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1462 1.1415 1.1195
R3 1.1344 1.1296 1.1163
R2 1.1225 1.1225 1.1152
R1 1.1178 1.1178 1.1141 1.1201
PP 1.1107 1.1107 1.1107 1.1118
S1 1.1059 1.1059 1.1119 1.1083
S2 1.0988 1.0988 1.1108
S3 1.0870 1.0941 1.1097
S4 1.0751 1.0822 1.1065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1231 1.1036 0.0195 1.7% 0.0040 0.4% 100% True False 4
10 1.1231 1.1036 0.0195 1.7% 0.0035 0.3% 100% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1615
2.618 1.1467
1.618 1.1377
1.000 1.1321
0.618 1.1286
HIGH 1.1231
0.618 1.1196
0.500 1.1185
0.382 1.1175
LOW 1.1140
0.618 1.1084
1.000 1.1050
1.618 1.0994
2.618 1.0903
4.250 1.0755
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 1.1215 1.1207
PP 1.1200 1.1183
S1 1.1185 1.1159

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

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