CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 1.1409 1.1390 -0.0020 -0.2% 1.1490
High 1.1431 1.1390 -0.0041 -0.4% 1.1520
Low 1.1378 1.1390 0.0012 0.1% 1.1378
Close 1.1409 1.1390 -0.0020 -0.2% 1.1409
Range 0.0053 0.0000 -0.0053 -100.0% 0.0142
ATR 0.0052 0.0050 -0.0002 -4.5% 0.0000
Volume
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 1.1390 1.1390 1.1390
R3 1.1390 1.1390 1.1390
R2 1.1390 1.1390 1.1390
R1 1.1390 1.1390 1.1390 1.1390
PP 1.1390 1.1390 1.1390 1.1390
S1 1.1390 1.1390 1.1390 1.1390
S2 1.1390 1.1390 1.1390
S3 1.1390 1.1390 1.1390
S4 1.1390 1.1390 1.1390
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 1.1448 1.1378 0.0070 0.6% 0.0020 0.2% 17% False False 2
10 1.1520 1.1378 0.0142 1.2% 0.0021 0.2% 8% False False 1
20 1.1670 1.1378 0.0292 2.6% 0.0029 0.3% 4% False False 1
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1390
2.618 1.1390
1.618 1.1390
1.000 1.1390
0.618 1.1390
HIGH 1.1390
0.618 1.1390
0.500 1.1390
0.382 1.1390
LOW 1.1390
0.618 1.1390
1.000 1.1390
1.618 1.1390
2.618 1.1390
4.250 1.1390
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 1.1390 1.1404
PP 1.1390 1.1399
S1 1.1390 1.1394

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

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