CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 25-May-2023
Day Change Summary
Previous Current
24-May-2023 25-May-2023 Change Change % Previous Week
Open 1.1299 1.1284 -0.0015 -0.1% 1.1431
High 1.1299 1.1284 -0.0015 -0.1% 1.1453
Low 1.1299 1.1284 -0.0015 -0.1% 1.1294
Close 1.1299 1.1284 -0.0015 -0.1% 1.1367
Range
ATR 0.0056 0.0053 -0.0003 -5.2% 0.0000
Volume 0 2 2 1
Daily Pivots for day following 25-May-2023
Classic Woodie Camarilla DeMark
R4 1.1284 1.1284 1.1284
R3 1.1284 1.1284 1.1284
R2 1.1284 1.1284 1.1284
R1 1.1284 1.1284 1.1284 1.1284
PP 1.1284 1.1284 1.1284 1.1284
S1 1.1284 1.1284 1.1284 1.1284
S2 1.1284 1.1284 1.1284
S3 1.1284 1.1284 1.1284
S4 1.1284 1.1284 1.1284
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 1.1284 0.0136 1.2% 0.0023 0.2% 0% False True 2
10 1.1486 1.1284 0.0202 1.8% 0.0025 0.2% 0% False True 1
20 1.1580 1.1284 0.0296 2.6% 0.0031 0.3% 0% False True 1
40 1.1580 1.1150 0.0430 3.8% 0.0034 0.3% 31% False False 3
60 1.1580 1.0937 0.0644 5.7% 0.0031 0.3% 54% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0029 0.3% 54% 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 0.0002
Fibonacci Retracements and Extensions
4.250 1.1284
2.618 1.1284
1.618 1.1284
1.000 1.1284
0.618 1.1284
HIGH 1.1284
0.618 1.1284
0.500 1.1284
0.382 1.1284
LOW 1.1284
0.618 1.1284
1.000 1.1284
1.618 1.1284
2.618 1.1284
4.250 1.1284
Fisher Pivots for day following 25-May-2023
Pivot 1 day 3 day
R1 1.1284 1.1316
PP 1.1284 1.1305
S1 1.1284 1.1295

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

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