CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 1.1395 1.1431 0.0036 0.3% 1.1520
High 1.1486 1.1431 -0.0055 -0.5% 1.1530
Low 1.1385 1.1431 0.0046 0.4% 1.1385
Close 1.1395 1.1431 0.0036 0.3% 1.1395
Range 0.0101 0.0000 -0.0101 -100.0% 0.0145
ATR 0.0058 0.0056 -0.0002 -2.7% 0.0000
Volume
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 1.1431 1.1431 1.1431
R3 1.1431 1.1431 1.1431
R2 1.1431 1.1431 1.1431
R1 1.1431 1.1431 1.1431 1.1431
PP 1.1431 1.1431 1.1431 1.1431
S1 1.1431 1.1431 1.1431 1.1431
S2 1.1431 1.1431 1.1431
S3 1.1431 1.1431 1.1431
S4 1.1431 1.1431 1.1431
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1872 1.1778 1.1475
R3 1.1727 1.1633 1.1435
R2 1.1582 1.1582 1.1422
R1 1.1488 1.1488 1.1408 1.1463
PP 1.1437 1.1437 1.1437 1.1424
S1 1.1343 1.1343 1.1382 1.1318
S2 1.1292 1.1292 1.1368
S3 1.1147 1.1198 1.1355
S4 1.1002 1.1053 1.1315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1503 1.1385 0.0118 1.0% 0.0020 0.2% 39% False False
10 1.1580 1.1385 0.0195 1.7% 0.0038 0.3% 23% False False 2
20 1.1580 1.1385 0.0195 1.7% 0.0034 0.3% 23% False False 2
40 1.1580 1.1119 0.0462 4.0% 0.0033 0.3% 68% False False 3
60 1.1580 1.0937 0.0644 5.6% 0.0030 0.3% 77% False False 2
80 1.1580 1.0937 0.0644 5.6% 0.0030 0.3% 77% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1431
2.618 1.1431
1.618 1.1431
1.000 1.1431
0.618 1.1431
HIGH 1.1431
0.618 1.1431
0.500 1.1431
0.382 1.1431
LOW 1.1431
0.618 1.1431
1.000 1.1431
1.618 1.1431
2.618 1.1431
4.250 1.1431
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 1.1431 1.1435
PP 1.1431 1.1434
S1 1.1431 1.1432

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

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