CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 1.1390 1.1348 -0.0043 -0.4% 1.1431
High 1.1420 1.1348 -0.0073 -0.6% 1.1453
Low 1.1390 1.1348 -0.0043 -0.4% 1.1294
Close 1.1399 1.1348 -0.0051 -0.4% 1.1367
Range 0.0030 0.0000 -0.0030 -100.0% 0.0159
ATR 0.0057 0.0057 0.0000 -0.8% 0.0000
Volume 8 0 -8 -100.0% 1
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 1.1348 1.1348 1.1348
R3 1.1348 1.1348 1.1348
R2 1.1348 1.1348 1.1348
R1 1.1348 1.1348 1.1348 1.1348
PP 1.1348 1.1348 1.1348 1.1348
S1 1.1348 1.1348 1.1348 1.1348
S2 1.1348 1.1348 1.1348
S3 1.1348 1.1348 1.1348
S4 1.1348 1.1348 1.1348
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1848 1.1767 1.1454
R3 1.1689 1.1608 1.1411
R2 1.1530 1.1530 1.1396
R1 1.1449 1.1449 1.1382 1.1410
PP 1.1371 1.1371 1.1371 1.1352
S1 1.1290 1.1290 1.1352 1.1251
S2 1.1212 1.1212 1.1338
S3 1.1053 1.1131 1.1323
S4 1.0894 1.0972 1.1280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1420 1.1294 0.0127 1.1% 0.0023 0.2% 43% False False 1
10 1.1502 1.1294 0.0209 1.8% 0.0025 0.2% 26% False False 1
20 1.1580 1.1294 0.0287 2.5% 0.0034 0.3% 19% False False 2
40 1.1580 1.1137 0.0443 3.9% 0.0035 0.3% 48% False False 3
60 1.1580 1.0937 0.0644 5.7% 0.0031 0.3% 64% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0030 0.3% 64% False False 2
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1348
2.618 1.1348
1.618 1.1348
1.000 1.1348
0.618 1.1348
HIGH 1.1348
0.618 1.1348
0.500 1.1348
0.382 1.1348
LOW 1.1348
0.618 1.1348
1.000 1.1348
1.618 1.1348
2.618 1.1348
4.250 1.1348
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 1.1348 1.1357
PP 1.1348 1.1354
S1 1.1348 1.1351

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

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