CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 1.0840 1.0980 0.0140 1.3% 1.0890
High 1.0973 1.1090 0.0117 1.1% 1.1013
Low 1.0820 1.0980 0.0160 1.5% 1.0820
Close 1.0969 1.1060 0.0091 0.8% 1.0969
Range 0.0153 0.0110 -0.0043 -28.1% 0.0193
ATR 0.0078 0.0081 0.0003 4.0% 0.0000
Volume 50 18 -32 -64.0% 70
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1373 1.1326 1.1120
R3 1.1263 1.1216 1.1090
R2 1.1153 1.1153 1.1080
R1 1.1106 1.1106 1.1070 1.1130
PP 1.1043 1.1043 1.1043 1.1055
S1 1.0996 1.0996 1.1049 1.1020
S2 1.0933 1.0933 1.1039
S3 1.0823 1.0886 1.1029
S4 1.0713 1.0776 1.0999
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1513 1.1434 1.1075
R3 1.1320 1.1241 1.1022
R2 1.1127 1.1127 1.1004
R1 1.1048 1.1048 1.0987 1.1088
PP 1.0934 1.0934 1.0934 1.0954
S1 1.0855 1.0855 1.0951 1.0895
S2 1.0741 1.0741 1.0934
S3 1.0548 1.0662 1.0916
S4 1.0355 1.0469 1.0863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1090 1.0820 0.0270 2.4% 0.0098 0.9% 89% True False 17
10 1.1090 1.0820 0.0270 2.4% 0.0070 0.6% 89% True False 10
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1558
2.618 1.1378
1.618 1.1268
1.000 1.1200
0.618 1.1158
HIGH 1.1090
0.618 1.1048
0.500 1.1035
0.382 1.1022
LOW 1.0980
0.618 1.0912
1.000 1.0870
1.618 1.0802
2.618 1.0692
4.250 1.0513
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 1.1051 1.1025
PP 1.1043 1.0990
S1 1.1035 1.0955

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

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