CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 1.1584 1.1620 0.0036 0.3% 1.1520
High 1.1654 1.1620 -0.0034 -0.3% 1.1670
Low 1.1506 1.1596 0.0090 0.8% 1.1506
Close 1.1584 1.1596 0.0012 0.1% 1.1584
Range 0.0148 0.0024 -0.0124 -83.7% 0.0164
ATR 0.0059 0.0057 -0.0002 -2.8% 0.0000
Volume 0 1 1 6
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 1.1676 1.1660 1.1609
R3 1.1652 1.1636 1.1603
R2 1.1628 1.1628 1.1600
R1 1.1612 1.1612 1.1598 1.1608
PP 1.1604 1.1604 1.1604 1.1602
S1 1.1588 1.1588 1.1594 1.1584
S2 1.1580 1.1580 1.1592
S3 1.1556 1.1564 1.1589
S4 1.1532 1.1540 1.1583
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.2079 1.1995 1.1674
R3 1.1915 1.1831 1.1629
R2 1.1751 1.1751 1.1614
R1 1.1667 1.1667 1.1599 1.1709
PP 1.1587 1.1587 1.1587 1.1608
S1 1.1503 1.1503 1.1569 1.1545
S2 1.1423 1.1423 1.1554
S3 1.1259 1.1339 1.1539
S4 1.1095 1.1175 1.1494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1670 1.1506 0.0164 1.4% 0.0056 0.5% 55% False False 1
10 1.1670 1.1501 0.0170 1.5% 0.0043 0.4% 56% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1722
2.618 1.1683
1.618 1.1659
1.000 1.1644
0.618 1.1635
HIGH 1.1620
0.618 1.1611
0.500 1.1608
0.382 1.1605
LOW 1.1596
0.618 1.1581
1.000 1.1572
1.618 1.1557
2.618 1.1533
4.250 1.1494
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 1.1608 1.1593
PP 1.1604 1.1591
S1 1.1600 1.1588

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

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