CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 1.1398 1.1404 0.0006 0.0% 1.1335
High 1.1413 1.1404 -0.0009 -0.1% 1.1492
Low 1.1390 1.1320 -0.0070 -0.6% 1.1290
Close 1.1401 1.1337 -0.0064 -0.6% 1.1398
Range 0.0023 0.0084 0.0061 263.0% 0.0202
ATR 0.0069 0.0070 0.0001 1.5% 0.0000
Volume 141 418 277 196.5% 504
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 1.1604 1.1554 1.1383
R3 1.1521 1.1471 1.1360
R2 1.1437 1.1437 1.1352
R1 1.1387 1.1387 1.1345 1.1370
PP 1.1354 1.1354 1.1354 1.1345
S1 1.1304 1.1304 1.1329 1.1287
S2 1.1270 1.1270 1.1322
S3 1.1187 1.1220 1.1314
S4 1.1103 1.1137 1.1291
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 1.1481 1.1318 0.0164 1.4% 0.0069 0.6% 12% False False 197
10 1.1492 1.1290 0.0202 1.8% 0.0068 0.6% 23% False False 194
20 1.1492 1.1290 0.0202 1.8% 0.0059 0.5% 23% False False 140
40 1.1492 1.0989 0.0504 4.4% 0.0049 0.4% 69% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1758
2.618 1.1622
1.618 1.1539
1.000 1.1487
0.618 1.1455
HIGH 1.1404
0.618 1.1372
0.500 1.1362
0.382 1.1352
LOW 1.1320
0.618 1.1268
1.000 1.1237
1.618 1.1185
2.618 1.1101
4.250 1.0965
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 1.1362 1.1366
PP 1.1354 1.1357
S1 1.1345 1.1347

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

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