CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 06-Apr-2023
Day Change Summary
Previous Current
05-Apr-2023 06-Apr-2023 Change Change % Previous Week
Open 1.1310 1.1335 0.0025 0.2% 1.1150
High 1.1340 1.1335 -0.0006 0.0% 1.1340
Low 1.1310 1.1335 0.0025 0.2% 1.1150
Close 1.1310 1.1335 0.0025 0.2% 1.1335
Range 0.0031 0.0000 -0.0031 -100.0% 0.0190
ATR 0.0060 0.0057 -0.0002 -4.2% 0.0000
Volume 8 0 -8 -100.0% 20
Daily Pivots for day following 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1335 1.1335 1.1335
R3 1.1335 1.1335 1.1335
R2 1.1335 1.1335 1.1335
R1 1.1335 1.1335 1.1335 1.1335
PP 1.1335 1.1335 1.1335 1.1335
S1 1.1335 1.1335 1.1335 1.1335
S2 1.1335 1.1335 1.1335
S3 1.1335 1.1335 1.1335
S4 1.1335 1.1335 1.1335
Weekly Pivots for week ending 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1845 1.1780 1.1439
R3 1.1655 1.1590 1.1387
R2 1.1465 1.1465 1.1369
R1 1.1400 1.1400 1.1352 1.1432
PP 1.1275 1.1275 1.1275 1.1291
S1 1.1210 1.1210 1.1317 1.1242
S2 1.1085 1.1085 1.1300
S3 1.0895 1.1020 1.1282
S4 1.0705 1.0830 1.1230
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% 0.0051 0.4% 97% False False 4
10 1.1340 1.1119 0.0222 2.0% 0.0031 0.3% 98% False False 2
20 1.1340 1.1052 0.0288 2.5% 0.0038 0.3% 98% False False 2
40 1.1340 1.0937 0.0404 3.6% 0.0027 0.2% 99% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1335
2.618 1.1335
1.618 1.1335
1.000 1.1335
0.618 1.1335
HIGH 1.1335
0.618 1.1335
0.500 1.1335
0.382 1.1335
LOW 1.1335
0.618 1.1335
1.000 1.1335
1.618 1.1335
2.618 1.1335
4.250 1.1335
Fisher Pivots for day following 06-Apr-2023
Pivot 1 day 3 day
R1 1.1335 1.1320
PP 1.1335 1.1305
S1 1.1335 1.1290

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

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