CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 1.1205 1.1270 0.0065 0.6% 1.1285
High 1.1287 1.1321 0.0035 0.3% 1.1357
Low 1.1187 1.1263 0.0077 0.7% 1.1186
Close 1.1262 1.1290 0.0029 0.3% 1.1262
Range 0.0100 0.0058 -0.0042 -42.0% 0.0172
ATR 0.0074 0.0073 -0.0001 -1.4% 0.0000
Volume 80 265 185 231.3% 281
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 1.1465 1.1436 1.1322
R3 1.1407 1.1378 1.1306
R2 1.1349 1.1349 1.1301
R1 1.1320 1.1320 1.1295 1.1335
PP 1.1291 1.1291 1.1291 1.1299
S1 1.1262 1.1262 1.1285 1.1277
S2 1.1233 1.1233 1.1279
S3 1.1175 1.1204 1.1274
S4 1.1117 1.1146 1.1258
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1783 1.1694 1.1356
R3 1.1611 1.1522 1.1309
R2 1.1440 1.1440 1.1293
R1 1.1351 1.1351 1.1277 1.1309
PP 1.1268 1.1268 1.1268 1.1247
S1 1.1179 1.1179 1.1246 1.1138
S2 1.1097 1.1097 1.1230
S3 1.0925 1.1008 1.1214
S4 1.0754 1.0836 1.1167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1357 1.1186 0.0172 1.5% 0.0073 0.6% 61% False False 102
10 1.1413 1.1186 0.0227 2.0% 0.0067 0.6% 46% False False 171
20 1.1492 1.1186 0.0307 2.7% 0.0070 0.6% 34% False False 184
40 1.1492 1.1036 0.0457 4.0% 0.0056 0.5% 56% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1568
2.618 1.1473
1.618 1.1415
1.000 1.1379
0.618 1.1357
HIGH 1.1321
0.618 1.1299
0.500 1.1292
0.382 1.1285
LOW 1.1263
0.618 1.1227
1.000 1.1205
1.618 1.1169
2.618 1.1111
4.250 1.1017
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 1.1292 1.1278
PP 1.1291 1.1266
S1 1.1291 1.1253

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

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