CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 17-Apr-2023
Day Change Summary
Previous Current
14-Apr-2023 17-Apr-2023 Change Change % Previous Week
Open 1.1468 1.1408 -0.0060 -0.5% 1.1278
High 1.1468 1.1408 -0.0060 -0.5% 1.1550
Low 1.1440 1.1408 -0.0033 -0.3% 1.1278
Close 1.1468 1.1408 -0.0060 -0.5% 1.1468
Range 0.0028 0.0000 -0.0028 -100.0% 0.0272
ATR 0.0066 0.0066 0.0000 -0.7% 0.0000
Volume
Daily Pivots for day following 17-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1408 1.1408 1.1408
R3 1.1408 1.1408 1.1408
R2 1.1408 1.1408 1.1408
R1 1.1408 1.1408 1.1408 1.1408
PP 1.1408 1.1408 1.1408 1.1408
S1 1.1408 1.1408 1.1408 1.1408
S2 1.1408 1.1408 1.1408
S3 1.1408 1.1408 1.1408
S4 1.1408 1.1408 1.1408
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.2248 1.2130 1.1617
R3 1.1976 1.1858 1.1542
R2 1.1704 1.1704 1.1517
R1 1.1586 1.1586 1.1492 1.1645
PP 1.1432 1.1432 1.1432 1.1461
S1 1.1314 1.1314 1.1443 1.1373
S2 1.1160 1.1160 1.1418
S3 1.0888 1.1042 1.1393
S4 1.0616 1.0770 1.1318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1550 1.1341 0.0209 1.8% 0.0046 0.4% 32% False False 9
10 1.1550 1.1240 0.0310 2.7% 0.0037 0.3% 54% False False 6
20 1.1550 1.1119 0.0432 3.8% 0.0032 0.3% 67% False False 4
40 1.1550 1.0937 0.0614 5.4% 0.0028 0.2% 77% False False 2
60 1.1550 1.0937 0.0614 5.4% 0.0029 0.3% 77% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1408
2.618 1.1408
1.618 1.1408
1.000 1.1408
0.618 1.1408
HIGH 1.1408
0.618 1.1408
0.500 1.1408
0.382 1.1408
LOW 1.1408
0.618 1.1408
1.000 1.1408
1.618 1.1408
2.618 1.1408
4.250 1.1408
Fisher Pivots for day following 17-Apr-2023
Pivot 1 day 3 day
R1 1.1408 1.1479
PP 1.1408 1.1455
S1 1.1408 1.1431

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

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