CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 30-Dec-2022
Day Change Summary
Previous Current
29-Dec-2022 30-Dec-2022 Change Change % Previous Week
Open 1.0970 1.1055 0.0085 0.8% 1.0971
High 1.1045 1.1057 0.0012 0.1% 1.1057
Low 1.0970 1.0994 0.0024 0.2% 1.0962
Close 1.1044 1.1013 -0.0032 -0.3% 1.1013
Range 0.0075 0.0063 -0.0012 -16.0% 0.0095
ATR
Volume 5 5 0 0.0% 12
Daily Pivots for day following 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1210 1.1174 1.1047
R3 1.1147 1.1111 1.1030
R2 1.1084 1.1084 1.1024
R1 1.1048 1.1048 1.1018 1.1035
PP 1.1021 1.1021 1.1021 1.1014
S1 1.0985 1.0985 1.1007 1.0972
S2 1.0958 1.0958 1.1001
S3 1.0895 1.0922 1.0995
S4 1.0832 1.0859 1.0978
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1296 1.1249 1.1065
R3 1.1201 1.1154 1.1039
R2 1.1106 1.1106 1.1030
R1 1.1059 1.1059 1.1021 1.1082
PP 1.1011 1.1011 1.1011 1.1022
S1 1.0964 1.0964 1.1004 1.0987
S2 1.0916 1.0916 1.0995
S3 1.0821 1.0869 1.0986
S4 1.0726 1.0774 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1057 1.0910 0.0148 1.3% 0.0041 0.4% 70% True False 3
10 1.1057 1.0910 0.0148 1.3% 0.0048 0.4% 70% True False 7
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 True
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1325
2.618 1.1222
1.618 1.1159
1.000 1.1120
0.618 1.1096
HIGH 1.1057
0.618 1.1033
0.500 1.1026
0.382 1.1018
LOW 1.0994
0.618 1.0955
1.000 1.0931
1.618 1.0892
2.618 1.0829
4.250 1.0726
Fisher Pivots for day following 30-Dec-2022
Pivot 1 day 3 day
R1 1.1026 1.1012
PP 1.1021 1.1012
S1 1.1017 1.1012

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

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