CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 13-Jan-2023
Day Change Summary
Previous Current
12-Jan-2023 13-Jan-2023 Change Change % Previous Week
Open 1.0900 1.0970 0.0070 0.6% 1.0980
High 1.0947 1.0980 0.0034 0.3% 1.1090
Low 1.0860 1.0918 0.0058 0.5% 1.0860
Close 1.0947 1.0969 0.0022 0.2% 1.0969
Range 0.0087 0.0063 -0.0024 -27.7% 0.0230
ATR 0.0081 0.0080 -0.0001 -1.6% 0.0000
Volume 25 2 -23 -92.0% 81
Daily Pivots for day following 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1143 1.1118 1.1003
R3 1.1080 1.1056 1.0986
R2 1.1018 1.1018 1.0980
R1 1.0993 1.0993 1.0974 1.0974
PP 1.0955 1.0955 1.0955 1.0946
S1 1.0931 1.0931 1.0963 1.0912
S2 1.0893 1.0893 1.0957
S3 1.0830 1.0868 1.0951
S4 1.0768 1.0806 1.0934
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1663 1.1546 1.1095
R3 1.1433 1.1316 1.1032
R2 1.1203 1.1203 1.1011
R1 1.1086 1.1086 1.0990 1.1029
PP 1.0973 1.0973 1.0973 1.0945
S1 1.0856 1.0856 1.0947 1.0799
S2 1.0743 1.0743 1.0926
S3 1.0513 1.0626 1.0905
S4 1.0283 1.0396 1.0842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1090 1.0860 0.0230 2.1% 0.0075 0.7% 47% False False 16
10 1.1090 1.0820 0.0270 2.5% 0.0082 0.7% 55% False False 15
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1246
2.618 1.1144
1.618 1.1081
1.000 1.1043
0.618 1.1019
HIGH 1.0980
0.618 1.0956
0.500 1.0949
0.382 1.0941
LOW 1.0918
0.618 1.0879
1.000 1.0855
1.618 1.0816
2.618 1.0754
4.250 1.0652
Fisher Pivots for day following 13-Jan-2023
Pivot 1 day 3 day
R1 1.0962 1.0960
PP 1.0955 1.0951
S1 1.0949 1.0942

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

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