CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 1.1150 1.1240 0.0090 0.8% 1.1195
High 1.1233 1.1318 0.0085 0.8% 1.1230
Low 1.1150 1.1240 0.0090 0.8% 1.1137
Close 1.1233 1.1318 0.0085 0.8% 1.1217
Range 0.0083 0.0078 -0.0006 -6.6% 0.0093
ATR 0.0061 0.0062 0.0002 2.8% 0.0000
Volume 2 10 8 400.0% 5
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1524 1.1498 1.1360
R3 1.1447 1.1421 1.1339
R2 1.1369 1.1369 1.1332
R1 1.1343 1.1343 1.1325 1.1356
PP 1.1292 1.1292 1.1292 1.1298
S1 1.1266 1.1266 1.1310 1.1279
S2 1.1214 1.1214 1.1303
S3 1.1137 1.1188 1.1296
S4 1.1059 1.1111 1.1275
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1474 1.1438 1.1268
R3 1.1381 1.1345 1.1243
R2 1.1288 1.1288 1.1234
R1 1.1252 1.1252 1.1226 1.1270
PP 1.1195 1.1195 1.1195 1.1204
S1 1.1159 1.1159 1.1208 1.1177
S2 1.1102 1.1102 1.1200
S3 1.1009 1.1066 1.1191
S4 1.0916 1.0973 1.1166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1318 1.1137 0.0181 1.6% 0.0051 0.5% 100% True False 3
10 1.1318 1.1119 0.0199 1.8% 0.0036 0.3% 100% True False 2
20 1.1318 1.0944 0.0374 3.3% 0.0036 0.3% 100% True False 1
40 1.1318 1.0937 0.0381 3.4% 0.0027 0.2% 100% True 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1647
2.618 1.1520
1.618 1.1443
1.000 1.1395
0.618 1.1365
HIGH 1.1318
0.618 1.1288
0.500 1.1279
0.382 1.1270
LOW 1.1240
0.618 1.1192
1.000 1.1163
1.618 1.1115
2.618 1.1037
4.250 1.0911
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 1.1305 1.1290
PP 1.1292 1.1262
S1 1.1279 1.1234

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

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