CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 1.1000 1.0990 -0.0010 -0.1% 1.0990
High 1.1006 1.1008 0.0002 0.0% 1.1180
Low 1.1000 1.0950 -0.0050 -0.5% 1.0990
Close 1.1006 1.1001 -0.0006 0.0% 1.1035
Range 0.0006 0.0058 0.0052 858.3% 0.0190
ATR 0.0081 0.0079 -0.0002 -2.0% 0.0000
Volume 3 24 21 700.0% 129
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1159 1.1137 1.1032
R3 1.1101 1.1080 1.1016
R2 1.1044 1.1044 1.1011
R1 1.1022 1.1022 1.1006 1.1033
PP 1.0986 1.0986 1.0986 1.0991
S1 1.0965 1.0965 1.0995 1.0975
S2 1.0929 1.0929 1.0990
S3 1.0871 1.0907 1.0985
S4 1.0814 1.0850 1.0969
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1638 1.1526 1.1139
R3 1.1448 1.1336 1.1087
R2 1.1258 1.1258 1.1069
R1 1.1146 1.1146 1.1052 1.1202
PP 1.1068 1.1068 1.1068 1.1096
S1 1.0956 1.0956 1.1017 1.1012
S2 1.0878 1.0878 1.1000
S3 1.0688 1.0766 1.0982
S4 1.0498 1.0576 1.0930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1180 1.0950 0.0230 2.1% 0.0063 0.6% 22% False True 23
10 1.1180 1.0860 0.0320 2.9% 0.0065 0.6% 44% False False 21
20 1.1180 1.0820 0.0360 3.3% 0.0067 0.6% 50% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1158
1.618 1.1101
1.000 1.1065
0.618 1.1043
HIGH 1.1008
0.618 1.0986
0.500 1.0979
0.382 1.0972
LOW 1.0950
0.618 1.0914
1.000 1.0893
1.618 1.0857
2.618 1.0799
4.250 1.0706
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 1.0993 1.1030
PP 1.0986 1.1020
S1 1.0979 1.1010

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

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