CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 1.1375 1.1398 0.0024 0.2% 1.1335
High 1.1400 1.1413 0.0013 0.1% 1.1492
Low 1.1359 1.1390 0.0031 0.3% 1.1290
Close 1.1400 1.1401 0.0001 0.0% 1.1398
Range 0.0041 0.0023 -0.0018 -43.9% 0.0202
ATR 0.0072 0.0069 -0.0004 -4.9% 0.0000
Volume 38 141 103 271.1% 504
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 1.1470 1.1459 1.1414
R3 1.1447 1.1436 1.1407
R2 1.1424 1.1424 1.1405
R1 1.1413 1.1413 1.1403 1.1418
PP 1.1401 1.1401 1.1401 1.1404
S1 1.1390 1.1390 1.1399 1.1395
S2 1.1378 1.1378 1.1397
S3 1.1355 1.1367 1.1395
S4 1.1332 1.1344 1.1388
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% 0.0063 0.6% 48% False False 142
10 1.1492 1.1290 0.0202 1.8% 0.0064 0.6% 55% False False 181
20 1.1492 1.1290 0.0202 1.8% 0.0060 0.5% 55% False False 121
40 1.1492 1.0920 0.0572 5.0% 0.0048 0.4% 84% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1510
2.618 1.1473
1.618 1.1450
1.000 1.1436
0.618 1.1427
HIGH 1.1413
0.618 1.1404
0.500 1.1401
0.382 1.1398
LOW 1.1390
0.618 1.1375
1.000 1.1367
1.618 1.1352
2.618 1.1329
4.250 1.1292
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 1.1401 1.1399
PP 1.1401 1.1397
S1 1.1401 1.1395

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

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