CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 1.1490 1.1440 -0.0050 -0.4% 1.1335
High 1.1492 1.1481 -0.0011 -0.1% 1.1492
Low 1.1435 1.1318 -0.0118 -1.0% 1.1290
Close 1.1457 1.1398 -0.0059 -0.5% 1.1398
Range 0.0057 0.0164 0.0107 186.8% 0.0202
ATR 0.0071 0.0078 0.0007 9.3% 0.0000
Volume 141 205 64 45.4% 504
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1889 1.1807 1.1487
R3 1.1726 1.1643 1.1442
R2 1.1562 1.1562 1.1427
R1 1.1480 1.1480 1.1412 1.1439
PP 1.1399 1.1399 1.1399 1.1378
S1 1.1316 1.1316 1.1383 1.1276
S2 1.1235 1.1235 1.1368
S3 1.1072 1.1153 1.1353
S4 1.0908 1.0989 1.1308
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1999 1.1900 1.1509
R3 1.1797 1.1698 1.1453
R2 1.1595 1.1595 1.1435
R1 1.1496 1.1496 1.1416 1.1546
PP 1.1393 1.1393 1.1393 1.1418
S1 1.1294 1.1294 1.1379 1.1344
S2 1.1191 1.1191 1.1360
S3 1.0989 1.1092 1.1342
S4 1.0787 1.0890 1.1286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1492 1.1290 0.0202 1.8% 0.0082 0.7% 53% False False 100
10 1.1492 1.1290 0.0202 1.8% 0.0073 0.6% 53% False False 180
20 1.1492 1.1175 0.0317 2.8% 0.0061 0.5% 70% False False 116
40 1.1492 1.0920 0.0572 5.0% 0.0053 0.5% 83% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2176
2.618 1.1909
1.618 1.1746
1.000 1.1645
0.618 1.1582
HIGH 1.1481
0.618 1.1419
0.500 1.1399
0.382 1.1380
LOW 1.1318
0.618 1.1216
1.000 1.1154
1.618 1.1053
2.618 1.0889
4.250 1.0623
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 1.1399 1.1405
PP 1.1399 1.1402
S1 1.1398 1.1400

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

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