CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 1.1174 1.1114 -0.0060 -0.5% 1.1270
High 1.1174 1.1174 0.0000 0.0% 1.1321
Low 1.1070 1.1104 0.0034 0.3% 1.1160
Close 1.1109 1.1169 0.0060 0.5% 1.1193
Range 0.0104 0.0070 -0.0034 -32.4% 0.0162
ATR 0.0072 0.0072 0.0000 -0.2% 0.0000
Volume 264 419 155 58.7% 939
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1359 1.1334 1.1207
R3 1.1289 1.1264 1.1188
R2 1.1219 1.1219 1.1181
R1 1.1194 1.1194 1.1175 1.1206
PP 1.1149 1.1149 1.1149 1.1155
S1 1.1124 1.1124 1.1162 1.1136
S2 1.1079 1.1079 1.1156
S3 1.1009 1.1054 1.1149
S4 1.0939 1.0984 1.1130
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 1.1709 1.1612 1.1281
R3 1.1547 1.1451 1.1237
R2 1.1386 1.1386 1.1222
R1 1.1289 1.1289 1.1207 1.1257
PP 1.1224 1.1224 1.1224 1.1208
S1 1.1128 1.1128 1.1178 1.1095
S2 1.1063 1.1063 1.1163
S3 1.0901 1.0966 1.1148
S4 1.0740 1.0805 1.1104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1227 1.1070 0.0157 1.4% 0.0069 0.6% 63% False False 196
10 1.1321 1.1070 0.0251 2.2% 0.0071 0.6% 39% False False 182
20 1.1492 1.1070 0.0422 3.8% 0.0070 0.6% 23% False False 183
40 1.1492 1.1070 0.0422 3.8% 0.0062 0.6% 23% False False 141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1471
2.618 1.1357
1.618 1.1287
1.000 1.1244
0.618 1.1217
HIGH 1.1174
0.618 1.1147
0.500 1.1139
0.382 1.1130
LOW 1.1104
0.618 1.1060
1.000 1.1034
1.618 1.0990
2.618 1.0920
4.250 1.0806
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 1.1159 1.1160
PP 1.1149 1.1152
S1 1.1139 1.1143

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

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