CME Swiss Franc Future September 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 1.1400 1.1375 -0.0026 -0.2% 1.1335
High 1.1430 1.1400 -0.0030 -0.3% 1.1492
Low 1.1398 1.1359 -0.0039 -0.3% 1.1290
Close 1.1405 1.1400 -0.0005 0.0% 1.1398
Range 0.0032 0.0041 0.0009 28.1% 0.0202
ATR 0.0075 0.0072 -0.0002 -2.8% 0.0000
Volume 185 38 -147 -79.5% 504
Daily Pivots for day following 09-May-2023
Classic Woodie Camarilla DeMark
R4 1.1509 1.1496 1.1423
R3 1.1468 1.1455 1.1411
R2 1.1427 1.1427 1.1408
R1 1.1414 1.1414 1.1404 1.1421
PP 1.1386 1.1386 1.1386 1.1390
S1 1.1373 1.1373 1.1396 1.1380
S2 1.1345 1.1345 1.1392
S3 1.1304 1.1332 1.1389
S4 1.1263 1.1291 1.1377
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 1.1318 0.0175 1.5% 0.0081 0.7% 47% False False 139
10 1.1492 1.1290 0.0202 1.8% 0.0069 0.6% 54% False False 193
20 1.1492 1.1257 0.0236 2.1% 0.0064 0.6% 61% False False 127
40 1.1492 1.0920 0.0572 5.0% 0.0050 0.4% 84% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1574
2.618 1.1507
1.618 1.1466
1.000 1.1441
0.618 1.1425
HIGH 1.1400
0.618 1.1384
0.500 1.1380
0.382 1.1375
LOW 1.1359
0.618 1.1334
1.000 1.1318
1.618 1.1293
2.618 1.1252
4.250 1.1185
Fisher Pivots for day following 09-May-2023
Pivot 1 day 3 day
R1 1.1393 1.1400
PP 1.1386 1.1400
S1 1.1380 1.1399

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

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