CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 1.1310 1.1333 0.0023 0.2% 1.1284
High 1.1348 1.1333 -0.0015 -0.1% 1.1348
Low 1.1310 1.1289 -0.0022 -0.2% 1.1219
Close 1.1348 1.1296 -0.0052 -0.5% 1.1296
Range 0.0038 0.0045 0.0007 18.7% 0.0129
ATR 0.0059 0.0059 0.0000 0.0% 0.0000
Volume 10 3 -7 -70.0% 23
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1439 1.1412 1.1320
R3 1.1395 1.1368 1.1308
R2 1.1350 1.1350 1.1304
R1 1.1323 1.1323 1.1300 1.1315
PP 1.1306 1.1306 1.1306 1.1302
S1 1.1279 1.1279 1.1292 1.1270
S2 1.1261 1.1261 1.1288
S3 1.1217 1.1234 1.1284
S4 1.1172 1.1190 1.1272
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1674 1.1614 1.1367
R3 1.1545 1.1485 1.1331
R2 1.1416 1.1416 1.1320
R1 1.1356 1.1356 1.1308 1.1386
PP 1.1287 1.1287 1.1287 1.1302
S1 1.1227 1.1227 1.1284 1.1257
S2 1.1158 1.1158 1.1272
S3 1.1029 1.1098 1.1261
S4 1.0900 1.0969 1.1225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1348 1.1219 0.0129 1.1% 0.0039 0.3% 60% False False 4
10 1.1348 1.1180 0.0168 1.5% 0.0038 0.3% 69% False False 4
20 1.1486 1.1180 0.0306 2.7% 0.0032 0.3% 38% False False 2
40 1.1580 1.1180 0.0400 3.5% 0.0031 0.3% 29% False False 2
60 1.1580 1.1068 0.0512 4.5% 0.0031 0.3% 45% False False 2
80 1.1580 1.0937 0.0644 5.7% 0.0031 0.3% 56% False False 2
100 1.1580 1.0937 0.0644 5.7% 0.0030 0.3% 56% False False 2
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1522
2.618 1.1450
1.618 1.1405
1.000 1.1378
0.618 1.1361
HIGH 1.1333
0.618 1.1316
0.500 1.1311
0.382 1.1305
LOW 1.1289
0.618 1.1261
1.000 1.1244
1.618 1.1216
2.618 1.1172
4.250 1.1099
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 1.1311 1.1292
PP 1.1306 1.1287
S1 1.1301 1.1283

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

View Archives - Comment on this page... - Back to Index of Symbols