CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 18-Jan-2023
Day Change Summary
Previous Current
17-Jan-2023 18-Jan-2023 Change Change % Previous Week
Open 1.0990 1.1070 0.0080 0.7% 1.0980
High 1.1060 1.1180 0.0120 1.1% 1.1090
Low 1.0990 1.1070 0.0080 0.7% 1.0860
Close 1.1023 1.1096 0.0073 0.7% 1.0969
Range 0.0070 0.0110 0.0040 57.1% 0.0230
ATR 0.0080 0.0086 0.0005 6.8% 0.0000
Volume 40 53 13 32.5% 81
Daily Pivots for day following 18-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1445 1.1380 1.1156
R3 1.1335 1.1270 1.1126
R2 1.1225 1.1225 1.1116
R1 1.1160 1.1160 1.1106 1.1193
PP 1.1115 1.1115 1.1115 1.1131
S1 1.1050 1.1050 1.1085 1.1083
S2 1.1005 1.1005 1.1075
S3 1.0895 1.0940 1.1065
S4 1.0785 1.0830 1.1035
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 1.1180 1.0860 0.0320 2.9% 0.0089 0.8% 74% True False 29
10 1.1180 1.0820 0.0360 3.2% 0.0076 0.7% 77% True False 23
20 1.1180 1.0820 0.0360 3.2% 0.0066 0.6% 77% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1648
2.618 1.1468
1.618 1.1358
1.000 1.1290
0.618 1.1248
HIGH 1.1180
0.618 1.1138
0.500 1.1125
0.382 1.1112
LOW 1.1070
0.618 1.1002
1.000 1.0960
1.618 1.0892
2.618 1.0782
4.250 1.0603
Fisher Pivots for day following 18-Jan-2023
Pivot 1 day 3 day
R1 1.1125 1.1080
PP 1.1115 1.1064
S1 1.1105 1.1049

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

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