CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 1.1379 1.1409 0.0030 0.3% 1.1490
High 1.1407 1.1431 0.0024 0.2% 1.1520
Low 1.1378 1.1378 0.0000 0.0% 1.1378
Close 1.1386 1.1409 0.0024 0.2% 1.1409
Range 0.0029 0.0053 0.0024 81.0% 0.0142
ATR 0.0052 0.0052 0.0000 0.1% 0.0000
Volume 11 0 -11 -100.0% 15
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1563 1.1539 1.1438
R3 1.1511 1.1486 1.1423
R2 1.1458 1.1458 1.1419
R1 1.1434 1.1434 1.1414 1.1435
PP 1.1406 1.1406 1.1406 1.1407
S1 1.1381 1.1381 1.1404 1.1383
S2 1.1353 1.1353 1.1399
S3 1.1301 1.1329 1.1395
S4 1.1248 1.1276 1.1380
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1862 1.1777 1.1487
R3 1.1720 1.1635 1.1448
R2 1.1578 1.1578 1.1435
R1 1.1493 1.1493 1.1422 1.1465
PP 1.1436 1.1436 1.1436 1.1421
S1 1.1351 1.1351 1.1396 1.1323
S2 1.1294 1.1294 1.1383
S3 1.1152 1.1209 1.1370
S4 1.1010 1.1067 1.1331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1520 1.1378 0.0142 1.2% 0.0026 0.2% 22% False True 3
10 1.1522 1.1378 0.0144 1.3% 0.0021 0.2% 22% False True 1
20 1.1670 1.1378 0.0292 2.6% 0.0029 0.3% 11% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1654
2.618 1.1568
1.618 1.1515
1.000 1.1483
0.618 1.1463
HIGH 1.1431
0.618 1.1410
0.500 1.1404
0.382 1.1398
LOW 1.1378
0.618 1.1346
1.000 1.1326
1.618 1.1293
2.618 1.1241
4.250 1.1155
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 1.1407 1.1407
PP 1.1406 1.1406
S1 1.1404 1.1404

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

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