CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 1.1398 1.1465 0.0068 0.6% 1.1522
High 1.1398 1.1480 0.0082 0.7% 1.1522
Low 1.1398 1.1395 -0.0003 0.0% 1.1395
Close 1.1398 1.1465 0.0068 0.6% 1.1465
Range 0.0000 0.0085 0.0085 0.0128
ATR 0.0051 0.0053 0.0002 4.8% 0.0000
Volume
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1701 1.1668 1.1512
R3 1.1616 1.1583 1.1488
R2 1.1531 1.1531 1.1481
R1 1.1498 1.1498 1.1473 1.1508
PP 1.1446 1.1446 1.1446 1.1451
S1 1.1413 1.1413 1.1457 1.1423
S2 1.1361 1.1361 1.1449
S3 1.1276 1.1328 1.1442
S4 1.1191 1.1243 1.1418
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1843 1.1782 1.1535
R3 1.1716 1.1654 1.1500
R2 1.1588 1.1588 1.1488
R1 1.1527 1.1527 1.1477 1.1494
PP 1.1461 1.1461 1.1461 1.1444
S1 1.1399 1.1399 1.1453 1.1366
S2 1.1333 1.1333 1.1442
S3 1.1206 1.1272 1.1430
S4 1.1078 1.1144 1.1395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1522 1.1395 0.0128 1.1% 0.0017 0.1% 55% False True
10 1.1620 1.1395 0.0226 2.0% 0.0020 0.2% 31% False True
20 1.1670 1.1395 0.0276 2.4% 0.0030 0.3% 26% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1841
2.618 1.1702
1.618 1.1617
1.000 1.1565
0.618 1.1532
HIGH 1.1480
0.618 1.1447
0.500 1.1437
0.382 1.1427
LOW 1.1395
0.618 1.1342
1.000 1.1310
1.618 1.1257
2.618 1.1172
4.250 1.1033
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 1.1456 1.1456
PP 1.1446 1.1446
S1 1.1437 1.1437

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

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