CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 1.1433 1.1464 0.0031 0.3% 1.1500
High 1.1433 1.1464 0.0031 0.3% 1.1560
Low 1.1433 1.1464 0.0031 0.3% 1.1412
Close 1.1433 1.1464 0.0031 0.3% 1.1459
Range
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 1.1464 1.1464 1.1464
R3 1.1464 1.1464 1.1464
R2 1.1464 1.1464 1.1464
R1 1.1464 1.1464 1.1464 1.1464
PP 1.1464 1.1464 1.1464 1.1464
S1 1.1464 1.1464 1.1464 1.1464
S2 1.1464 1.1464 1.1464
S3 1.1464 1.1464 1.1464
S4 1.1464 1.1464 1.1464
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1921 1.1838 1.1540
R3 1.1773 1.1690 1.1499
R2 1.1625 1.1625 1.1486
R1 1.1542 1.1542 1.1472 1.1509
PP 1.1477 1.1477 1.1477 1.1461
S1 1.1394 1.1394 1.1445 1.1361
S2 1.1329 1.1329 1.1431
S3 1.1181 1.1246 1.1418
S4 1.1033 1.1098 1.1377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1412 0.0148 1.3% 0.0031 0.3% 35% False False 1
10 1.1560 1.1412 0.0148 1.3% 0.0031 0.3% 35% False False 2
20 1.1560 1.1278 0.0282 2.5% 0.0030 0.3% 66% False False 3
40 1.1560 1.0944 0.0616 5.4% 0.0033 0.3% 84% False False 2
60 1.1560 1.0937 0.0624 5.4% 0.0028 0.2% 85% False False 1
Crabel Price Patterns
NR False
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.1464
2.618 1.1464
1.618 1.1464
1.000 1.1464
0.618 1.1464
HIGH 1.1464
0.618 1.1464
0.500 1.1464
0.382 1.1464
LOW 1.1464
0.618 1.1464
1.000 1.1464
1.618 1.1464
2.618 1.1464
4.250 1.1464
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 1.1464 1.1461
PP 1.1464 1.1459
S1 1.1464 1.1456

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

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