CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 1.0970 1.0971 0.0001 0.0% 1.1000
High 1.0970 1.1080 0.0110 1.0% 1.1065
Low 1.0963 1.0930 -0.0033 -0.3% 1.0950
Close 1.0963 1.1077 0.0114 1.0% 1.1016
Range 0.0008 0.0150 0.0143 1,900.0% 0.0115
ATR 0.0071 0.0077 0.0006 7.8% 0.0000
Volume 4 50 46 1,150.0% 49
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1479 1.1428 1.1159
R3 1.1329 1.1278 1.1118
R2 1.1179 1.1179 1.1104
R1 1.1128 1.1128 1.1090 1.1153
PP 1.1029 1.1029 1.1029 1.1042
S1 1.0978 1.0978 1.1063 1.1003
S2 1.0879 1.0879 1.1049
S3 1.0729 1.0828 1.1035
S4 1.0579 1.0678 1.0994
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1355 1.1301 1.1079
R3 1.1240 1.1186 1.1048
R2 1.1125 1.1125 1.1037
R1 1.1071 1.1071 1.1027 1.1098
PP 1.1010 1.1010 1.1010 1.1024
S1 1.0956 1.0956 1.1005 1.0983
S2 1.0895 1.0895 1.0995
S3 1.0780 1.0841 1.0984
S4 1.0665 1.0726 1.0953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1080 1.0930 0.0150 1.4% 0.0058 0.5% 98% True True 15
10 1.1180 1.0930 0.0250 2.3% 0.0061 0.5% 59% False True 19
20 1.1180 1.0820 0.0360 3.3% 0.0072 0.6% 71% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1718
2.618 1.1473
1.618 1.1323
1.000 1.1230
0.618 1.1173
HIGH 1.1080
0.618 1.1023
0.500 1.1005
0.382 1.0987
LOW 1.0930
0.618 1.0837
1.000 1.0780
1.618 1.0687
2.618 1.0537
4.250 1.0293
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 1.1053 1.1053
PP 1.1029 1.1029
S1 1.1005 1.1005

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

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