CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 1.1341 1.1332 -0.0009 -0.1% 1.1175
High 1.1369 1.1332 -0.0037 -0.3% 1.1460
Low 1.1310 1.1332 0.0022 0.2% 1.1175
Close 1.1311 1.1332 0.0021 0.2% 1.1373
Range 0.0059 0.0000 -0.0059 -100.0% 0.0285
ATR 0.0077 0.0073 -0.0004 -5.2% 0.0000
Volume 36 4 -32 -88.9% 330
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1332 1.1332 1.1332
R3 1.1332 1.1332 1.1332
R2 1.1332 1.1332 1.1332
R1 1.1332 1.1332 1.1332 1.1332
PP 1.1332 1.1332 1.1332 1.1332
S1 1.1332 1.1332 1.1332 1.1332
S2 1.1332 1.1332 1.1332
S3 1.1332 1.1332 1.1332
S4 1.1332 1.1332 1.1332
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.2191 1.2067 1.1529
R3 1.1906 1.1782 1.1451
R2 1.1621 1.1621 1.1425
R1 1.1497 1.1497 1.1399 1.1559
PP 1.1336 1.1336 1.1336 1.1367
S1 1.1212 1.1212 1.1346 1.1274
S2 1.1051 1.1051 1.1320
S3 1.0766 1.0927 1.1294
S4 1.0481 1.0642 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1460 1.1257 0.0204 1.8% 0.0073 0.6% 37% False False 73
10 1.1460 1.1175 0.0285 2.5% 0.0051 0.5% 55% False False 40
20 1.1460 1.1036 0.0425 3.7% 0.0043 0.4% 70% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1332
2.618 1.1332
1.618 1.1332
1.000 1.1332
0.618 1.1332
HIGH 1.1332
0.618 1.1332
0.500 1.1332
0.382 1.1332
LOW 1.1332
0.618 1.1332
1.000 1.1332
1.618 1.1332
2.618 1.1332
4.250 1.1332
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 1.1332 1.1384
PP 1.1332 1.1366
S1 1.1332 1.1349

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

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