CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 1.1360 1.1285 -0.0075 -0.7% 1.1400
High 1.1394 1.1330 -0.0065 -0.6% 1.1430
Low 1.1282 1.1284 0.0002 0.0% 1.1282
Close 1.1293 1.1327 0.0034 0.3% 1.1293
Range 0.0112 0.0046 -0.0066 -58.9% 0.0148
ATR 0.0073 0.0071 -0.0002 -2.6% 0.0000
Volume 567 33 -534 -94.2% 1,349
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 1.1451 1.1435 1.1352
R3 1.1405 1.1389 1.1340
R2 1.1359 1.1359 1.1335
R1 1.1343 1.1343 1.1331 1.1351
PP 1.1313 1.1313 1.1313 1.1317
S1 1.1297 1.1297 1.1323 1.1305
S2 1.1267 1.1267 1.1319
S3 1.1221 1.1251 1.1314
S4 1.1175 1.1205 1.1302
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1779 1.1684 1.1374
R3 1.1631 1.1536 1.1334
R2 1.1483 1.1483 1.1320
R1 1.1388 1.1388 1.1307 1.1362
PP 1.1335 1.1335 1.1335 1.1322
S1 1.1240 1.1240 1.1279 1.1214
S2 1.1187 1.1187 1.1266
S3 1.1039 1.1092 1.1252
S4 1.0891 1.0944 1.1212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1413 1.1282 0.0131 1.2% 0.0061 0.5% 34% False False 239
10 1.1492 1.1282 0.0210 1.9% 0.0074 0.7% 21% False False 188
20 1.1492 1.1282 0.0210 1.9% 0.0059 0.5% 21% False False 167
40 1.1492 1.1036 0.0457 4.0% 0.0051 0.5% 64% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1525
2.618 1.1450
1.618 1.1404
1.000 1.1376
0.618 1.1358
HIGH 1.1330
0.618 1.1312
0.500 1.1307
0.382 1.1301
LOW 1.1284
0.618 1.1255
1.000 1.1238
1.618 1.1209
2.618 1.1163
4.250 1.1088
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 1.1320 1.1343
PP 1.1313 1.1338
S1 1.1307 1.1332

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

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