CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 1.1164 1.1156 -0.0008 -0.1% 1.1214
High 1.1179 1.1167 -0.0012 -0.1% 1.1249
Low 1.1138 1.1136 -0.0003 0.0% 1.1138
Close 1.1147 1.1144 -0.0003 0.0% 1.1147
Range 0.0041 0.0032 -0.0010 -23.2% 0.0111
ATR 0.0070 0.0067 -0.0003 -3.9% 0.0000
Volume 5,154 289 -4,865 -94.4% 130,926
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1243 1.1225 1.1161
R3 1.1212 1.1193 1.1152
R2 1.1180 1.1180 1.1149
R1 1.1162 1.1162 1.1146 1.1155
PP 1.1149 1.1149 1.1149 1.1145
S1 1.1130 1.1130 1.1141 1.1124
S2 1.1117 1.1117 1.1138
S3 1.1086 1.1099 1.1135
S4 1.1054 1.1067 1.1126
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1509 1.1438 1.1207
R3 1.1399 1.1328 1.1177
R2 1.1288 1.1288 1.1167
R1 1.1217 1.1217 1.1157 1.1198
PP 1.1178 1.1178 1.1178 1.1168
S1 1.1107 1.1107 1.1136 1.1087
S2 1.1067 1.1067 1.1126
S3 1.0957 1.0996 1.1116
S4 1.0846 1.0886 1.1086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1240 1.1136 0.0105 0.9% 0.0049 0.4% 8% False True 21,817
10 1.1338 1.1136 0.0202 1.8% 0.0055 0.5% 4% False True 20,443
20 1.1459 1.1136 0.0323 2.9% 0.0066 0.6% 2% False True 18,804
40 1.1756 1.1136 0.0621 5.6% 0.0077 0.7% 1% False True 17,953
60 1.1765 1.1136 0.0630 5.6% 0.0081 0.7% 1% False True 18,600
80 1.1765 1.1070 0.0695 6.2% 0.0082 0.7% 11% False False 16,233
100 1.1765 1.1070 0.0695 6.2% 0.0080 0.7% 11% False False 13,026
120 1.1765 1.1036 0.0730 6.5% 0.0074 0.7% 15% False False 10,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 1.1301
2.618 1.1249
1.618 1.1218
1.000 1.1199
0.618 1.1186
HIGH 1.1167
0.618 1.1155
0.500 1.1151
0.382 1.1148
LOW 1.1136
0.618 1.1116
1.000 1.1104
1.618 1.1085
2.618 1.1053
4.250 1.1002
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 1.1151 1.1178
PP 1.1149 1.1166
S1 1.1146 1.1155

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

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