CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 1.1190 1.1177 -0.0013 -0.1% 1.1270
High 1.1227 1.1217 -0.0010 -0.1% 1.1321
Low 1.1160 1.1150 -0.0010 -0.1% 1.1160
Close 1.1193 1.1172 -0.0021 -0.2% 1.1193
Range 0.0067 0.0067 -0.0001 -0.7% 0.0162
ATR 0.0070 0.0070 0.0000 -0.4% 0.0000
Volume 123 77 -46 -37.4% 939
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 1.1379 1.1342 1.1209
R3 1.1313 1.1276 1.1190
R2 1.1246 1.1246 1.1184
R1 1.1209 1.1209 1.1178 1.1194
PP 1.1180 1.1180 1.1180 1.1172
S1 1.1143 1.1143 1.1166 1.1128
S2 1.1113 1.1113 1.1160
S3 1.1047 1.1076 1.1154
S4 1.0980 1.1010 1.1135
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1709 1.1612 1.1281
R3 1.1547 1.1451 1.1237
R2 1.1386 1.1386 1.1222
R1 1.1289 1.1289 1.1207 1.1257
PP 1.1224 1.1224 1.1224 1.1208
S1 1.1128 1.1128 1.1178 1.1095
S2 1.1063 1.1063 1.1163
S3 1.0901 1.0966 1.1148
S4 1.0740 1.0805 1.1104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1279 1.1150 0.0129 1.2% 0.0060 0.5% 17% False True 150
10 1.1357 1.1150 0.0207 1.9% 0.0067 0.6% 11% False True 126
20 1.1492 1.1150 0.0342 3.1% 0.0071 0.6% 6% False True 157
40 1.1492 1.1140 0.0352 3.2% 0.0061 0.5% 9% False False 125
Crabel Price Patterns
NR True
NR4 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1499
2.618 1.1391
1.618 1.1324
1.000 1.1283
0.618 1.1258
HIGH 1.1217
0.618 1.1191
0.500 1.1183
0.382 1.1175
LOW 1.1150
0.618 1.1109
1.000 1.1084
1.618 1.1042
2.618 1.0976
4.250 1.0867
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 1.1183 1.1188
PP 1.1180 1.1183
S1 1.1176 1.1177

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

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