CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 1.1178 1.1127 -0.0052 -0.5% 1.1177
High 1.1197 1.1175 -0.0022 -0.2% 1.1217
Low 1.1130 1.1095 -0.0035 -0.3% 1.1070
Close 1.1134 1.1172 0.0038 0.3% 1.1134
Range 0.0067 0.0081 0.0014 20.1% 0.0147
ATR 0.0072 0.0072 0.0001 0.9% 0.0000
Volume 255 439 184 72.2% 1,015
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1389 1.1361 1.1216
R3 1.1308 1.1280 1.1194
R2 1.1228 1.1228 1.1186
R1 1.1200 1.1200 1.1179 1.1214
PP 1.1147 1.1147 1.1147 1.1154
S1 1.1119 1.1119 1.1164 1.1133
S2 1.1067 1.1067 1.1157
S3 1.0986 1.1039 1.1149
S4 1.0906 1.0958 1.1127
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 1.1217 1.1070 0.0147 1.3% 0.0078 0.7% 69% False False 290
10 1.1321 1.1070 0.0251 2.2% 0.0068 0.6% 40% False False 239
20 1.1430 1.1070 0.0360 3.2% 0.0066 0.6% 28% False False 201
40 1.1492 1.1070 0.0422 3.8% 0.0064 0.6% 24% False False 158
60 1.1492 1.0920 0.0572 5.1% 0.0057 0.5% 44% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1517
2.618 1.1386
1.618 1.1305
1.000 1.1256
0.618 1.1225
HIGH 1.1175
0.618 1.1144
0.500 1.1135
0.382 1.1125
LOW 1.1095
0.618 1.1045
1.000 1.1014
1.618 1.0964
2.618 1.0884
4.250 1.0752
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 1.1159 1.1163
PP 1.1147 1.1154
S1 1.1135 1.1146

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

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