CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 1.1175 1.1241 0.0066 0.6% 1.1145
High 1.1183 1.1260 0.0078 0.7% 1.1280
Low 1.1175 1.1241 0.0066 0.6% 1.1140
Close 1.1183 1.1259 0.0077 0.7% 1.1251
Range 0.0008 0.0019 0.0012 153.3% 0.0140
ATR 0.0070 0.0070 0.0001 0.8% 0.0000
Volume 1 3 2 200.0% 49
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1310 1.1304 1.1269
R3 1.1291 1.1285 1.1264
R2 1.1272 1.1272 1.1262
R1 1.1266 1.1266 1.1261 1.1269
PP 1.1253 1.1253 1.1253 1.1255
S1 1.1247 1.1247 1.1257 1.1250
S2 1.1234 1.1234 1.1256
S3 1.1215 1.1228 1.1254
S4 1.1196 1.1209 1.1249
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1644 1.1587 1.1328
R3 1.1504 1.1447 1.1290
R2 1.1364 1.1364 1.1277
R1 1.1307 1.1307 1.1264 1.1336
PP 1.1224 1.1224 1.1224 1.1238
S1 1.1167 1.1167 1.1238 1.1196
S2 1.1084 1.1084 1.1225
S3 1.0944 1.1027 1.1213
S4 1.0804 1.0887 1.1174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1280 1.1175 0.0105 0.9% 0.0030 0.3% 80% False False 7
10 1.1280 1.1036 0.0245 2.2% 0.0035 0.3% 91% False False 5
20 1.1280 1.0920 0.0360 3.2% 0.0036 0.3% 94% False False 6
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1341
2.618 1.1310
1.618 1.1291
1.000 1.1279
0.618 1.1272
HIGH 1.1260
0.618 1.1253
0.500 1.1251
0.382 1.1248
LOW 1.1241
0.618 1.1229
1.000 1.1222
1.618 1.1210
2.618 1.1191
4.250 1.1160
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 1.1256 1.1245
PP 1.1253 1.1231
S1 1.1251 1.1218

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

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