CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 1.1114 1.1178 0.0065 0.6% 1.1177
High 1.1174 1.1197 0.0023 0.2% 1.1217
Low 1.1104 1.1130 0.0026 0.2% 1.1070
Close 1.1169 1.1134 -0.0035 -0.3% 1.1134
Range 0.0070 0.0067 -0.0003 -4.3% 0.0147
ATR 0.0072 0.0072 0.0000 -0.5% 0.0000
Volume 419 255 -164 -39.1% 1,015
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1354 1.1311 1.1170
R3 1.1287 1.1244 1.1152
R2 1.1220 1.1220 1.1146
R1 1.1177 1.1177 1.1140 1.1165
PP 1.1153 1.1153 1.1153 1.1147
S1 1.1110 1.1110 1.1127 1.1098
S2 1.1086 1.1086 1.1121
S3 1.1019 1.1043 1.1115
S4 1.0952 1.0976 1.1097
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1580 1.1503 1.1214
R3 1.1433 1.1357 1.1174
R2 1.1287 1.1287 1.1160
R1 1.1210 1.1210 1.1147 1.1175
PP 1.1140 1.1140 1.1140 1.1123
S1 1.1064 1.1064 1.1120 1.1029
S2 1.0994 1.0994 1.1107
S3 1.0847 1.0917 1.1093
S4 1.0701 1.0771 1.1053
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% 0.0075 0.7% 41% False False 227
10 1.1321 1.1070 0.0251 2.3% 0.0070 0.6% 25% False False 203
20 1.1481 1.1070 0.0411 3.7% 0.0070 0.6% 15% False False 189
40 1.1492 1.1070 0.0422 3.8% 0.0063 0.6% 15% False False 147
60 1.1492 1.0920 0.0572 5.1% 0.0059 0.5% 37% False False 102
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 True
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1372
1.618 1.1305
1.000 1.1264
0.618 1.1238
HIGH 1.1197
0.618 1.1171
0.500 1.1163
0.382 1.1155
LOW 1.1130
0.618 1.1088
1.000 1.1063
1.618 1.1021
2.618 1.0954
4.250 1.0845
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 1.1163 1.1133
PP 1.1153 1.1133
S1 1.1143 1.1133

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

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