CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 1.1470 1.1360 -0.0110 -1.0% 1.1341
High 1.1470 1.1360 -0.0110 -1.0% 1.1404
Low 1.1398 1.1320 -0.0078 -0.7% 1.1300
Close 1.1402 1.1358 -0.0044 -0.4% 1.1377
Range 0.0072 0.0040 -0.0032 -44.4% 0.0104
ATR 0.0069 0.0070 0.0001 1.3% 0.0000
Volume 254 296 42 16.5% 189
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1466 1.1452 1.1380
R3 1.1426 1.1412 1.1369
R2 1.1386 1.1386 1.1365
R1 1.1372 1.1372 1.1361 1.1359
PP 1.1346 1.1346 1.1346 1.1339
S1 1.1332 1.1332 1.1354 1.1319
S2 1.1306 1.1306 1.1350
S3 1.1266 1.1292 1.1347
S4 1.1226 1.1252 1.1336
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1672 1.1629 1.1434
R3 1.1568 1.1525 1.1406
R2 1.1464 1.1464 1.1396
R1 1.1421 1.1421 1.1387 1.1443
PP 1.1360 1.1360 1.1360 1.1371
S1 1.1317 1.1317 1.1367 1.1339
S2 1.1256 1.1256 1.1358
S3 1.1152 1.1213 1.1348
S4 1.1048 1.1109 1.1320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1470 1.1320 0.0150 1.3% 0.0056 0.5% 25% False True 139
10 1.1470 1.1300 0.0170 1.5% 0.0050 0.4% 34% False False 87
20 1.1470 1.1087 0.0384 3.4% 0.0050 0.4% 71% False False 60
Crabel Price Patterns
NR True
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1530
2.618 1.1465
1.618 1.1425
1.000 1.1400
0.618 1.1385
HIGH 1.1360
0.618 1.1345
0.500 1.1340
0.382 1.1335
LOW 1.1320
0.618 1.1295
1.000 1.1280
1.618 1.1255
2.618 1.1215
4.250 1.1150
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 1.1352 1.1395
PP 1.1346 1.1383
S1 1.1340 1.1370

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

View Archives - Comment on this page... - Back to Index of Symbols