CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 1.1560 1.1457 -0.0103 -0.9% 1.1408
High 1.1560 1.1457 -0.0103 -0.9% 1.1492
Low 1.1495 1.1457 -0.0038 -0.3% 1.1408
Close 1.1503 1.1457 -0.0046 -0.4% 1.1481
Range 0.0065 0.0000 -0.0065 -100.0% 0.0084
ATR 0.0060 0.0059 -0.0001 -1.7% 0.0000
Volume 3 3 0 0.0% 0
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1457 1.1457 1.1457
R3 1.1457 1.1457 1.1457
R2 1.1457 1.1457 1.1457
R1 1.1457 1.1457 1.1457 1.1457
PP 1.1457 1.1457 1.1457 1.1457
S1 1.1457 1.1457 1.1457 1.1457
S2 1.1457 1.1457 1.1457
S3 1.1457 1.1457 1.1457
S4 1.1457 1.1457 1.1457
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1712 1.1681 1.1527
R3 1.1628 1.1597 1.1504
R2 1.1544 1.1544 1.1496
R1 1.1513 1.1513 1.1489 1.1528
PP 1.1460 1.1460 1.1460 1.1468
S1 1.1429 1.1429 1.1473 1.1444
S2 1.1376 1.1376 1.1466
S3 1.1292 1.1345 1.1458
S4 1.1208 1.1261 1.1435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1446 0.0114 1.0% 0.0044 0.4% 10% False False 4
10 1.1560 1.1408 0.0153 1.3% 0.0025 0.2% 32% False False 2
20 1.1560 1.1150 0.0410 3.6% 0.0037 0.3% 75% False False 4
40 1.1560 1.0937 0.0624 5.4% 0.0032 0.3% 83% False False 2
60 1.1560 1.0937 0.0624 5.4% 0.0028 0.2% 83% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1457
2.618 1.1457
1.618 1.1457
1.000 1.1457
0.618 1.1457
HIGH 1.1457
0.618 1.1457
0.500 1.1457
0.382 1.1457
LOW 1.1457
0.618 1.1457
1.000 1.1457
1.618 1.1457
2.618 1.1457
4.250 1.1457
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 1.1457 1.1509
PP 1.1457 1.1491
S1 1.1457 1.1474

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

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