CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 21-Apr-2023
Day Change Summary
Previous Current
20-Apr-2023 21-Apr-2023 Change Change % Previous Week
Open 1.1476 1.1481 0.0005 0.0% 1.1408
High 1.1476 1.1492 0.0016 0.1% 1.1492
Low 1.1476 1.1446 -0.0030 -0.3% 1.1408
Close 1.1476 1.1481 0.0005 0.0% 1.1481
Range 0.0000 0.0046 0.0046 0.0084
ATR 0.0058 0.0057 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1609 1.1591 1.1506
R3 1.1564 1.1545 1.1494
R2 1.1518 1.1518 1.1489
R1 1.1500 1.1500 1.1485 1.1504
PP 1.1473 1.1473 1.1473 1.1475
S1 1.1454 1.1454 1.1477 1.1458
S2 1.1427 1.1427 1.1473
S3 1.1382 1.1409 1.1468
S4 1.1336 1.1363 1.1456
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1712 1.1681 1.1527
R3 1.1628 1.1597 1.1504
R2 1.1544 1.1544 1.1496
R1 1.1513 1.1513 1.1489 1.1528
PP 1.1460 1.1460 1.1460 1.1468
S1 1.1429 1.1429 1.1473 1.1444
S2 1.1376 1.1376 1.1466
S3 1.1292 1.1345 1.1458
S4 1.1208 1.1261 1.1435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1492 1.1408 0.0084 0.7% 0.0009 0.1% 88% True False
10 1.1550 1.1278 0.0272 2.4% 0.0027 0.2% 75% False False 4
20 1.1550 1.1137 0.0413 3.6% 0.0030 0.3% 83% False False 3
40 1.1550 1.0937 0.0614 5.3% 0.0027 0.2% 89% False False 2
60 1.1550 1.0937 0.0614 5.3% 0.0028 0.2% 89% False False 1
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 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1685
2.618 1.1611
1.618 1.1565
1.000 1.1537
0.618 1.1520
HIGH 1.1492
0.618 1.1474
0.500 1.1469
0.382 1.1463
LOW 1.1446
0.618 1.1418
1.000 1.1401
1.618 1.1372
2.618 1.1327
4.250 1.1253
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 1.1477 1.1473
PP 1.1473 1.1465
S1 1.1469 1.1458

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

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