CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 1.1522 1.1512 -0.0011 -0.1% 1.1620
High 1.1522 1.1512 -0.0011 -0.1% 1.1620
Low 1.1522 1.1512 -0.0011 -0.1% 1.1480
Close 1.1522 1.1512 -0.0011 -0.1% 1.1484
Range
ATR 0.0053 0.0050 -0.0003 -5.7% 0.0000
Volume
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 1.1512 1.1512 1.1512
R3 1.1512 1.1512 1.1512
R2 1.1512 1.1512 1.1512
R1 1.1512 1.1512 1.1512 1.1512
PP 1.1512 1.1512 1.1512 1.1512
S1 1.1512 1.1512 1.1512 1.1512
S2 1.1512 1.1512 1.1512
S3 1.1512 1.1512 1.1512
S4 1.1512 1.1512 1.1512
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 1.1590 1.1480 0.0110 1.0% 0.0019 0.2% 29% False False
10 1.1670 1.1480 0.0191 1.7% 0.0037 0.3% 17% False False
20 1.1670 1.1480 0.0191 1.7% 0.0028 0.2% 17% False False
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.1512
2.618 1.1512
1.618 1.1512
1.000 1.1512
0.618 1.1512
HIGH 1.1512
0.618 1.1512
0.500 1.1512
0.382 1.1512
LOW 1.1512
0.618 1.1512
1.000 1.1512
1.618 1.1512
2.618 1.1512
4.250 1.1512
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 1.1512 1.1527
PP 1.1512 1.1522
S1 1.1512 1.1517

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

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