CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 1.1503 1.1502 -0.0001 0.0% 1.1433
High 1.1503 1.1502 -0.0001 0.0% 1.1580
Low 1.1503 1.1502 -0.0001 0.0% 1.1415
Close 1.1503 1.1502 -0.0001 0.0% 1.1498
Range
ATR 0.0058 0.0054 -0.0004 -7.0% 0.0000
Volume
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 1.1502 1.1502 1.1502
R3 1.1502 1.1502 1.1502
R2 1.1502 1.1502 1.1502
R1 1.1502 1.1502 1.1502 1.1502
PP 1.1502 1.1502 1.1502 1.1502
S1 1.1502 1.1502 1.1502 1.1502
S2 1.1502 1.1502 1.1502
S3 1.1502 1.1502 1.1502
S4 1.1502 1.1502 1.1502
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1993 1.1910 1.1589
R3 1.1828 1.1745 1.1543
R2 1.1663 1.1663 1.1528
R1 1.1580 1.1580 1.1513 1.1622
PP 1.1498 1.1498 1.1498 1.1518
S1 1.1415 1.1415 1.1483 1.1457
S2 1.1333 1.1333 1.1468
S3 1.1168 1.1250 1.1453
S4 1.1003 1.1085 1.1407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1580 1.1415 0.0165 1.4% 0.0040 0.3% 53% False False 1
10 1.1580 1.1412 0.0168 1.5% 0.0037 0.3% 54% False False 2
20 1.1580 1.1408 0.0173 1.5% 0.0035 0.3% 55% False False 3
40 1.1580 1.1057 0.0523 4.5% 0.0031 0.3% 85% False False 3
60 1.1580 1.0937 0.0644 5.6% 0.0030 0.3% 88% False False 2
80 1.1580 1.0937 0.0644 5.6% 0.0031 0.3% 88% False False 2
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Fibonacci Retracements and Extensions
4.250 1.1502
2.618 1.1502
1.618 1.1502
1.000 1.1502
0.618 1.1502
HIGH 1.1502
0.618 1.1502
0.500 1.1502
0.382 1.1502
LOW 1.1502
0.618 1.1502
1.000 1.1502
1.618 1.1502
2.618 1.1502
4.250 1.1502
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 1.1502 1.1516
PP 1.1502 1.1511
S1 1.1502 1.1507

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

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