CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 1.1304 1.1284 -0.0020 -0.2% 1.1390
High 1.1326 1.1284 -0.0043 -0.4% 1.1420
Low 1.1270 1.1284 0.0014 0.1% 1.1270
Close 1.1304 1.1284 -0.0020 -0.2% 1.1304
Range 0.0056 0.0000 -0.0056 -100.0% 0.0150
ATR 0.0053 0.0051 -0.0002 -4.5% 0.0000
Volume
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 1.1284 1.1284 1.1284
R3 1.1284 1.1284 1.1284
R2 1.1284 1.1284 1.1284
R1 1.1284 1.1284 1.1284 1.1284
PP 1.1284 1.1284 1.1284 1.1284
S1 1.1284 1.1284 1.1284 1.1284
S2 1.1284 1.1284 1.1284
S3 1.1284 1.1284 1.1284
S4 1.1284 1.1284 1.1284
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1781 1.1692 1.1386
R3 1.1631 1.1542 1.1345
R2 1.1481 1.1481 1.1331
R1 1.1392 1.1392 1.1317 1.1362
PP 1.1331 1.1331 1.1331 1.1316
S1 1.1242 1.1242 1.1290 1.1212
S2 1.1181 1.1181 1.1276
S3 1.1031 1.1092 1.1262
S4 1.0881 1.0942 1.1221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1348 1.1270 0.0078 0.7% 0.0011 0.1% 17% False False
10 1.1453 1.1270 0.0183 1.6% 0.0021 0.2% 7% False False 1
20 1.1580 1.1270 0.0310 2.7% 0.0029 0.3% 4% False False 1
40 1.1580 1.1240 0.0340 3.0% 0.0032 0.3% 13% False False 3
60 1.1580 1.0937 0.0644 5.7% 0.0032 0.3% 54% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0028 0.2% 54% False False 1
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1284
2.618 1.1284
1.618 1.1284
1.000 1.1284
0.618 1.1284
HIGH 1.1284
0.618 1.1284
0.500 1.1284
0.382 1.1284
LOW 1.1284
0.618 1.1284
1.000 1.1284
1.618 1.1284
2.618 1.1284
4.250 1.1284
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 1.1284 1.1298
PP 1.1284 1.1293
S1 1.1284 1.1288

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

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