CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 09-May-2023
Day Change Summary
Previous Current
08-May-2023 09-May-2023 Change Change % Previous Week
Open 1.1520 1.1503 -0.0017 -0.1% 1.1433
High 1.1530 1.1503 -0.0027 -0.2% 1.1580
Low 1.1508 1.1503 -0.0005 0.0% 1.1415
Close 1.1508 1.1503 -0.0005 0.0% 1.1498
Range 0.0023 0.0000 -0.0023 -100.0% 0.0165
ATR 0.0062 0.0058 -0.0004 -6.6% 0.0000
Volume 4 0 -4 -100.0% 21
Daily Pivots for day following 09-May-2023
Classic Woodie Camarilla DeMark
R4 1.1503 1.1503 1.1503
R3 1.1503 1.1503 1.1503
R2 1.1503 1.1503 1.1503
R1 1.1503 1.1503 1.1503 1.1503
PP 1.1503 1.1503 1.1503 1.1503
S1 1.1503 1.1503 1.1503 1.1503
S2 1.1503 1.1503 1.1503
S3 1.1503 1.1503 1.1503
S4 1.1503 1.1503 1.1503
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1993 1.1910 1.1589
R3 1.1828 1.1745 1.1543
R2 1.1663 1.1663 1.1528
R1 1.1580 1.1580 1.1513 1.1622
PP 1.1498 1.1498 1.1498 1.1518
S1 1.1415 1.1415 1.1483 1.1457
S2 1.1333 1.1333 1.1468
S3 1.1168 1.1250 1.1453
S4 1.1003 1.1085 1.1407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1580 1.1415 0.0165 1.4% 0.0056 0.5% 53% False False 5
10 1.1580 1.1412 0.0168 1.5% 0.0043 0.4% 54% False False 3
20 1.1580 1.1350 0.0230 2.0% 0.0040 0.3% 67% False False 4
40 1.1580 1.1052 0.0528 4.6% 0.0035 0.3% 85% False False 3
60 1.1580 1.0937 0.0644 5.6% 0.0030 0.3% 88% False False 2
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1503
2.618 1.1503
1.618 1.1503
1.000 1.1503
0.618 1.1503
HIGH 1.1503
0.618 1.1503
0.500 1.1503
0.382 1.1503
LOW 1.1503
0.618 1.1503
1.000 1.1503
1.618 1.1503
2.618 1.1503
4.250 1.1503
Fisher Pivots for day following 09-May-2023
Pivot 1 day 3 day
R1 1.1503 1.1499
PP 1.1503 1.1496
S1 1.1503 1.1492

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

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