CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	1.1279	1.1240	-0.0040	-0.4%	1.1285
High	1.1279	1.1245	-0.0034	-0.3%	1.1357
Low	1.1220	1.1173	-0.0047	-0.4%	1.1186
Close	1.1240	1.1190	-0.0050	-0.4%	1.1262
Range	0.0059	0.0072	0.0013	22.0%	0.0172
ATR	0.0073	0.0073	0.0000	-0.1%	0.0000
Volume	361	93	-268	-74.2%	281

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1419	1.1376	1.1230
R3	1.1347	1.1304	1.1210
R2	1.1275	1.1275	1.1203
R1	1.1232	1.1232	1.1197	1.1218
PP	1.1203	1.1203	1.1203	1.1195
S1	1.1160	1.1160	1.1183	1.1146
S2	1.1131	1.1131	1.1177
S3	1.1059	1.1088	1.1170
S4	1.0987	1.1016	1.1150

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1783	1.1694	1.1356
R3	1.1611	1.1522	1.1309
R2	1.1440	1.1440	1.1293
R1	1.1351	1.1351	1.1277	1.1309
PP	1.1268	1.1268	1.1268	1.1247
S1	1.1179	1.1179	1.1246	1.1138
S2	1.1097	1.1097	1.1230
S3	1.0925	1.1008	1.1214
S4	1.0754	1.0836	1.1167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1321	1.1173	0.0148	1.3%	0.0073	0.6%	11%	False	True	169
10	1.1404	1.1173	0.0231	2.1%	0.0074	0.7%	7%	False	True	198
20	1.1492	1.1173	0.0319	2.9%	0.0069	0.6%	5%	False	True	190
40	1.1492	1.1087	0.0406	3.6%	0.0059	0.5%	26%	False	False	118

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1551
2.618	1.1433
1.618	1.1361
1.000	1.1317
0.618	1.1289
HIGH	1.1245
0.618	1.1217
0.500	1.1209
0.382	1.1201
LOW	1.1173
0.618	1.1129
1.000	1.1101
1.618	1.1057
2.618	1.0985
4.250	1.0867

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	1.1209	1.1247
PP	1.1203	1.1228
S1	1.1196	1.1209

Download as Excel Spreadsheet

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

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