CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 1.1381 1.1300 -0.0081 -0.7% 1.1520
High 1.1381 1.1300 -0.0081 -0.7% 1.1530
Low 1.1381 1.1300 -0.0081 -0.7% 1.1385
Close 1.1381 1.1300 -0.0081 -0.7% 1.1395
Range
ATR 0.0053 0.0055 0.0002 3.7% 0.0000
Volume
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 1.1300 1.1300 1.1300
R3 1.1300 1.1300 1.1300
R2 1.1300 1.1300 1.1300
R1 1.1300 1.1300 1.1300 1.1300
PP 1.1300 1.1300 1.1300 1.1300
S1 1.1300 1.1300 1.1300 1.1300
S2 1.1300 1.1300 1.1300
S3 1.1300 1.1300 1.1300
S4 1.1300 1.1300 1.1300
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1872 1.1778 1.1475
R3 1.1727 1.1633 1.1435
R2 1.1582 1.1582 1.1422
R1 1.1488 1.1488 1.1408 1.1463
PP 1.1437 1.1437 1.1437 1.1424
S1 1.1343 1.1343 1.1382 1.1318
S2 1.1292 1.1292 1.1368
S3 1.1147 1.1198 1.1355
S4 1.1002 1.1053 1.1315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1486 1.1300 0.0186 1.6% 0.0027 0.2% 0% False True
10 1.1569 1.1300 0.0269 2.4% 0.0031 0.3% 0% False True
20 1.1580 1.1300 0.0280 2.5% 0.0036 0.3% 0% False True 2
40 1.1580 1.1119 0.0462 4.1% 0.0032 0.3% 39% False False 3
60 1.1580 1.0937 0.0644 5.7% 0.0031 0.3% 56% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0030 0.3% 56% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0009
Fibonacci Retracements and Extensions
4.250 1.1300
2.618 1.1300
1.618 1.1300
1.000 1.1300
0.618 1.1300
HIGH 1.1300
0.618 1.1300
0.500 1.1300
0.382 1.1300
LOW 1.1300
0.618 1.1300
1.000 1.1300
1.618 1.1300
2.618 1.1300
4.250 1.1300
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 1.1300 1.1376
PP 1.1300 1.1351
S1 1.1300 1.1325

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

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