CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 1.1270 1.1279 0.0010 0.1% 1.1285
High 1.1321 1.1279 -0.0042 -0.4% 1.1357
Low 1.1263 1.1220 -0.0043 -0.4% 1.1186
Close 1.1290 1.1240 -0.0051 -0.4% 1.1262
Range 0.0058 0.0059 0.0001 1.7% 0.0172
ATR 0.0073 0.0073 0.0000 -0.3% 0.0000
Volume 265 361 96 36.2% 281
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 1.1423 1.1390 1.1272
R3 1.1364 1.1331 1.1256
R2 1.1305 1.1305 1.1250
R1 1.1272 1.1272 1.1245 1.1259
PP 1.1246 1.1246 1.1246 1.1240
S1 1.1213 1.1213 1.1234 1.1200
S2 1.1187 1.1187 1.1229
S3 1.1128 1.1154 1.1223
S4 1.1069 1.1095 1.1207
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 1.1321 1.1186 0.0136 1.2% 0.0075 0.7% 40% False False 161
10 1.1413 1.1186 0.0227 2.0% 0.0069 0.6% 24% False False 203
20 1.1492 1.1186 0.0307 2.7% 0.0069 0.6% 18% False False 198
40 1.1492 1.1036 0.0457 4.1% 0.0058 0.5% 45% False False 115
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 1.1530
2.618 1.1433
1.618 1.1374
1.000 1.1338
0.618 1.1315
HIGH 1.1279
0.618 1.1256
0.500 1.1250
0.382 1.1243
LOW 1.1220
0.618 1.1184
1.000 1.1161
1.618 1.1125
2.618 1.1066
4.250 1.0969
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 1.1250 1.1254
PP 1.1246 1.1249
S1 1.1243 1.1244

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

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