CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	1.1240	1.1310	0.0070	0.6%	1.1195
High	1.1318	1.1340	0.0023	0.2%	1.1230
Low	1.1240	1.1310	0.0070	0.6%	1.1137
Close	1.1318	1.1310	-0.0008	-0.1%	1.1217
Range	0.0078	0.0031	-0.0047	-60.6%	0.0093
ATR	0.0062	0.0060	-0.0002	-3.6%	0.0000
Volume	10	8	-2	-20.0%	5

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1411	1.1391	1.1326
R3	1.1381	1.1360	1.1318
R2	1.1350	1.1350	1.1315
R1	1.1330	1.1330	1.1312	1.1325
PP	1.1320	1.1320	1.1320	1.1317
S1	1.1299	1.1299	1.1307	1.1294
S2	1.1289	1.1289	1.1304
S3	1.1259	1.1269	1.1301
S4	1.1228	1.1238	1.1293

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	1.1340	1.1150	0.0190	1.7%	0.0053	0.5%	84%	True	False	4
10	1.1340	1.1119	0.0222	2.0%	0.0034	0.3%	86%	True	False	2
20	1.1340	1.0987	0.0354	3.1%	0.0038	0.3%	91%	True	False	2
40	1.1340	1.0937	0.0404	3.6%	0.0027	0.2%	92%	True	False	1

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1470
2.618	1.1420
1.618	1.1389
1.000	1.1371
0.618	1.1359
HIGH	1.1340
0.618	1.1328
0.500	1.1325
0.382	1.1321
LOW	1.1310
0.618	1.1291
1.000	1.1279
1.618	1.1260
2.618	1.1230
4.250	1.1180

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	1.1325	1.1288
PP	1.1320	1.1267
S1	1.1315	1.1245

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