CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 1.1348 1.1299 -0.0049 -0.4% 1.1431
High 1.1348 1.1299 -0.0049 -0.4% 1.1453
Low 1.1348 1.1299 -0.0049 -0.4% 1.1294
Close 1.1348 1.1299 -0.0049 -0.4% 1.1367
Range
ATR 0.0057 0.0056 -0.0001 -1.0% 0.0000
Volume
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 1.1299 1.1299 1.1299
R3 1.1299 1.1299 1.1299
R2 1.1299 1.1299 1.1299
R1 1.1299 1.1299 1.1299 1.1299
PP 1.1299 1.1299 1.1299 1.1299
S1 1.1299 1.1299 1.1299 1.1299
S2 1.1299 1.1299 1.1299
S3 1.1299 1.1299 1.1299
S4 1.1299 1.1299 1.1299
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1848 1.1767 1.1454
R3 1.1689 1.1608 1.1411
R2 1.1530 1.1530 1.1396
R1 1.1449 1.1449 1.1382 1.1410
PP 1.1371 1.1371 1.1371 1.1352
S1 1.1290 1.1290 1.1352 1.1251
S2 1.1212 1.1212 1.1338
S3 1.1053 1.1131 1.1323
S4 1.0894 1.0972 1.1280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1420 1.1294 0.0127 1.1% 0.0023 0.2% 4% False False 1
10 1.1486 1.1294 0.0192 1.7% 0.0025 0.2% 3% False False 1
20 1.1580 1.1294 0.0287 2.5% 0.0031 0.3% 2% False False 1
40 1.1580 1.1150 0.0430 3.8% 0.0034 0.3% 35% False False 3
60 1.1580 1.0937 0.0644 5.7% 0.0031 0.3% 56% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0030 0.3% 56% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.1299
2.618 1.1299
1.618 1.1299
1.000 1.1299
0.618 1.1299
HIGH 1.1299
0.618 1.1299
0.500 1.1299
0.382 1.1299
LOW 1.1299
0.618 1.1299
1.000 1.1299
1.618 1.1299
2.618 1.1299
4.250 1.1299
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 1.1299 1.1360
PP 1.1299 1.1339
S1 1.1299 1.1319

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

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