CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 1.1260 1.1205 -0.0055 -0.5% 1.1285
High 1.1260 1.1287 0.0027 0.2% 1.1357
Low 1.1186 1.1187 0.0001 0.0% 1.1186
Close 1.1196 1.1262 0.0066 0.6% 1.1262
Range 0.0075 0.0100 0.0026 34.2% 0.0172
ATR 0.0072 0.0074 0.0002 2.8% 0.0000
Volume 50 80 30 60.0% 281
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1545 1.1503 1.1317
R3 1.1445 1.1403 1.1289
R2 1.1345 1.1345 1.1280
R1 1.1303 1.1303 1.1271 1.1324
PP 1.1245 1.1245 1.1245 1.1255
S1 1.1203 1.1203 1.1252 1.1224
S2 1.1145 1.1145 1.1243
S3 1.1045 1.1103 1.1234
S4 1.0945 1.1003 1.1207
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1783 1.1694 1.1356
R3 1.1611 1.1522 1.1309
R2 1.1440 1.1440 1.1293
R1 1.1351 1.1351 1.1277 1.1309
PP 1.1268 1.1268 1.1268 1.1247
S1 1.1179 1.1179 1.1246 1.1138
S2 1.1097 1.1097 1.1230
S3 1.0925 1.1008 1.1214
S4 1.0754 1.0836 1.1167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1357 1.1186 0.0172 1.5% 0.0071 0.6% 44% False False 56
10 1.1430 1.1186 0.0245 2.2% 0.0065 0.6% 31% False False 163
20 1.1492 1.1186 0.0307 2.7% 0.0069 0.6% 25% False False 171
40 1.1492 1.1036 0.0457 4.1% 0.0055 0.5% 50% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1712
2.618 1.1548
1.618 1.1448
1.000 1.1387
0.618 1.1348
HIGH 1.1287
0.618 1.1248
0.500 1.1237
0.382 1.1225
LOW 1.1187
0.618 1.1125
1.000 1.1087
1.618 1.1025
2.618 1.0925
4.250 1.0762
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 1.1253 1.1257
PP 1.1245 1.1253
S1 1.1237 1.1249

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

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