CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 1.1215 1.1240 0.0025 0.2% 1.1200
High 1.1215 1.1281 0.0066 0.6% 1.1267
Low 1.1166 1.1240 0.0075 0.7% 1.1186
Close 1.1166 1.1281 0.0116 1.0% 1.1218
Range 0.0050 0.0041 -0.0009 -17.2% 0.0081
ATR
Volume 1 1 0 0.0% 8
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1390 1.1377 1.1304
R3 1.1349 1.1336 1.1292
R2 1.1308 1.1308 1.1289
R1 1.1295 1.1295 1.1285 1.1302
PP 1.1267 1.1267 1.1267 1.1271
S1 1.1254 1.1254 1.1277 1.1261
S2 1.1226 1.1226 1.1273
S3 1.1185 1.1213 1.1270
S4 1.1144 1.1172 1.1258
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1467 1.1423 1.1263
R3 1.1386 1.1342 1.1240
R2 1.1305 1.1305 1.1233
R1 1.1261 1.1261 1.1225 1.1283
PP 1.1224 1.1224 1.1224 1.1235
S1 1.1180 1.1180 1.1211 1.1202
S2 1.1143 1.1143 1.1203
S3 1.1062 1.1099 1.1196
S4 1.0981 1.1018 1.1173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1281 1.1166 0.0116 1.0% 0.0033 0.3% 100% True False 1
10 1.1339 1.1166 0.0173 1.5% 0.0031 0.3% 67% False False 1
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1455
2.618 1.1388
1.618 1.1347
1.000 1.1322
0.618 1.1306
HIGH 1.1281
0.618 1.1265
0.500 1.1261
0.382 1.1256
LOW 1.1240
0.618 1.1215
1.000 1.1199
1.618 1.1174
2.618 1.1133
4.250 1.1066
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 1.1274 1.1262
PP 1.1267 1.1243
S1 1.1261 1.1223

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

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