CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 1.1512 1.1476 -0.0036 -0.3% 1.1620
High 1.1512 1.1476 -0.0036 -0.3% 1.1620
Low 1.1512 1.1476 -0.0036 -0.3% 1.1480
Close 1.1512 1.1476 -0.0036 -0.3% 1.1484
Range
ATR 0.0050 0.0049 -0.0001 -2.0% 0.0000
Volume
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 1.1476 1.1476 1.1476
R3 1.1476 1.1476 1.1476
R2 1.1476 1.1476 1.1476
R1 1.1476 1.1476 1.1476 1.1476
PP 1.1476 1.1476 1.1476 1.1476
S1 1.1476 1.1476 1.1476 1.1476
S2 1.1476 1.1476 1.1476
S3 1.1476 1.1476 1.1476
S4 1.1476 1.1476 1.1476
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 1.1575 1.1476 0.0099 0.9% 0.0019 0.2% 0% False True
10 1.1670 1.1476 0.0194 1.7% 0.0033 0.3% 0% False True
20 1.1670 1.1476 0.0194 1.7% 0.0028 0.2% 0% False True
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 1.1476
2.618 1.1476
1.618 1.1476
1.000 1.1476
0.618 1.1476
HIGH 1.1476
0.618 1.1476
0.500 1.1476
0.382 1.1476
LOW 1.1476
0.618 1.1476
1.000 1.1476
1.618 1.1476
2.618 1.1476
4.250 1.1476
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 1.1476 1.1499
PP 1.1476 1.1491
S1 1.1476 1.1484

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

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