CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 1.1280 1.1284 0.0004 0.0% 1.1284
High 1.1300 1.1284 -0.0017 -0.1% 1.1300
Low 1.1245 1.1284 0.0039 0.3% 1.1180
Close 1.1245 1.1284 0.0039 0.3% 1.1245
Range 0.0056 0.0000 -0.0056 -100.0% 0.0120
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume 10 0 -10 -100.0% 18
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1284 1.1284 1.1284
R3 1.1284 1.1284 1.1284
R2 1.1284 1.1284 1.1284
R1 1.1284 1.1284 1.1284 1.1284
PP 1.1284 1.1284 1.1284 1.1284
S1 1.1284 1.1284 1.1284 1.1284
S2 1.1284 1.1284 1.1284
S3 1.1284 1.1284 1.1284
S4 1.1284 1.1284 1.1284
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1602 1.1543 1.1311
R3 1.1482 1.1423 1.1278
R2 1.1362 1.1362 1.1267
R1 1.1303 1.1303 1.1256 1.1273
PP 1.1242 1.1242 1.1242 1.1226
S1 1.1183 1.1183 1.1234 1.1153
S2 1.1122 1.1122 1.1223
S3 1.1002 1.1063 1.1212
S4 1.0882 1.0943 1.1179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.1180 0.0120 1.1% 0.0027 0.2% 86% False False 3
10 1.1420 1.1180 0.0240 2.1% 0.0022 0.2% 43% False False 2
20 1.1530 1.1180 0.0350 3.1% 0.0023 0.2% 30% False False 1
40 1.1580 1.1180 0.0400 3.5% 0.0031 0.3% 26% False False 3
60 1.1580 1.1052 0.0528 4.7% 0.0032 0.3% 44% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0029 0.3% 54% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1284
2.618 1.1284
1.618 1.1284
1.000 1.1284
0.618 1.1284
HIGH 1.1284
0.618 1.1284
0.500 1.1284
0.382 1.1284
LOW 1.1284
0.618 1.1284
1.000 1.1284
1.618 1.1284
2.618 1.1284
4.250 1.1284
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 1.1284 1.1280
PP 1.1284 1.1276
S1 1.1284 1.1272

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

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