CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 1.0970 1.0990 0.0020 0.2% 1.0980
High 1.0980 1.1060 0.0080 0.7% 1.1090
Low 1.0918 1.0990 0.0073 0.7% 1.0860
Close 1.0969 1.1023 0.0055 0.5% 1.0969
Range 0.0063 0.0070 0.0008 12.0% 0.0230
ATR 0.0080 0.0080 0.0001 1.1% 0.0000
Volume 2 40 38 1,900.0% 81
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1234 1.1199 1.1062
R3 1.1164 1.1129 1.1042
R2 1.1094 1.1094 1.1036
R1 1.1059 1.1059 1.1029 1.1077
PP 1.1024 1.1024 1.1024 1.1033
S1 1.0989 1.0989 1.1017 1.1007
S2 1.0954 1.0954 1.1010
S3 1.0884 1.0919 1.1004
S4 1.0814 1.0849 1.0985
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 1.1060 1.0860 0.0200 1.8% 0.0067 0.6% 82% True False 20
10 1.1090 1.0820 0.0270 2.4% 0.0082 0.7% 75% False False 19
20 1.1090 1.0820 0.0270 2.4% 0.0065 0.6% 75% False False 13
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1358
2.618 1.1243
1.618 1.1173
1.000 1.1130
0.618 1.1103
HIGH 1.1060
0.618 1.1033
0.500 1.1025
0.382 1.1017
LOW 1.0990
0.618 1.0947
1.000 1.0920
1.618 1.0877
2.618 1.0807
4.250 1.0693
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 1.1025 1.1002
PP 1.1024 1.0981
S1 1.1024 1.0960

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

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