CME Swiss Franc Future March 2024


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 1.1484 1.1522 0.0038 0.3% 1.1620
High 1.1575 1.1522 -0.0053 -0.5% 1.1620
Low 1.1480 1.1522 0.0043 0.4% 1.1480
Close 1.1484 1.1522 0.0038 0.3% 1.1484
Range 0.0095 0.0000 -0.0095 -100.0% 0.0141
ATR 0.0054 0.0053 -0.0001 -2.1% 0.0000
Volume
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 1.1522 1.1522 1.1522
R3 1.1522 1.1522 1.1522
R2 1.1522 1.1522 1.1522
R1 1.1522 1.1522 1.1522 1.1522
PP 1.1522 1.1522 1.1522 1.1522
S1 1.1522 1.1522 1.1522 1.1522
S2 1.1522 1.1522 1.1522
S3 1.1522 1.1522 1.1522
S4 1.1522 1.1522 1.1522
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1949 1.1857 1.1561
R3 1.1809 1.1717 1.1523
R2 1.1668 1.1668 1.1510
R1 1.1576 1.1576 1.1497 1.1552
PP 1.1528 1.1528 1.1528 1.1516
S1 1.1436 1.1436 1.1471 1.1412
S2 1.1387 1.1387 1.1458
S3 1.1247 1.1295 1.1445
S4 1.1106 1.1155 1.1407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1593 1.1480 0.0114 1.0% 0.0019 0.2% 37% False False
10 1.1670 1.1480 0.0191 1.7% 0.0037 0.3% 22% False False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1522
2.618 1.1522
1.618 1.1522
1.000 1.1522
0.618 1.1522
HIGH 1.1522
0.618 1.1522
0.500 1.1522
0.382 1.1522
LOW 1.1522
0.618 1.1522
1.000 1.1522
1.618 1.1522
2.618 1.1522
4.250 1.1522
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 1.1522 1.1527
PP 1.1522 1.1525
S1 1.1522 1.1524

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

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