CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 1.0980 1.1022 0.0042 0.4% 1.0890
High 1.1090 1.1022 -0.0069 -0.6% 1.1013
Low 1.0980 1.1022 0.0042 0.4% 1.0820
Close 1.1060 1.1022 -0.0038 -0.3% 1.0969
Range 0.0110 0.0000 -0.0110 -100.0% 0.0193
ATR 0.0081 0.0078 -0.0003 -3.8% 0.0000
Volume 18 7 -11 -61.1% 70
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1022 1.1022 1.1022
R3 1.1022 1.1022 1.1022
R2 1.1022 1.1022 1.1022
R1 1.1022 1.1022 1.1022 1.1022
PP 1.1022 1.1022 1.1022 1.1022
S1 1.1022 1.1022 1.1022 1.1022
S2 1.1022 1.1022 1.1022
S3 1.1022 1.1022 1.1022
S4 1.1022 1.1022 1.1022
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% 0.0062 0.6% 75% False False 16
10 1.1090 1.0820 0.0270 2.4% 0.0064 0.6% 75% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1022
2.618 1.1022
1.618 1.1022
1.000 1.1022
0.618 1.1022
HIGH 1.1022
0.618 1.1022
0.500 1.1022
0.382 1.1022
LOW 1.1022
0.618 1.1022
1.000 1.1022
1.618 1.1022
2.618 1.1022
4.250 1.1022
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 1.1022 1.0999
PP 1.1022 1.0977
S1 1.1022 1.0955

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

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