CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 13-Feb-2023
Day Change Summary
Previous Current
10-Feb-2023 13-Feb-2023 Change Change % Previous Week
Open 1.0989 1.0947 -0.0042 -0.4% 1.0940
High 1.1017 1.1017 0.0001 0.0% 1.1060
Low 1.0954 1.0945 -0.0009 -0.1% 1.0920
Close 1.0963 1.1013 0.0051 0.5% 1.0963
Range 0.0063 0.0072 0.0009 14.3% 0.0140
ATR 0.0078 0.0078 0.0000 -0.6% 0.0000
Volume 5 48 43 860.0% 122
Daily Pivots for day following 13-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1208 1.1182 1.1053
R3 1.1136 1.1110 1.1033
R2 1.1064 1.1064 1.1026
R1 1.1038 1.1038 1.1020 1.1051
PP 1.0992 1.0992 1.0992 1.0998
S1 1.0966 1.0966 1.1006 1.0979
S2 1.0920 1.0920 1.1000
S3 1.0848 1.0894 1.0993
S4 1.0776 1.0822 1.0973
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1401 1.1322 1.1040
R3 1.1261 1.1182 1.1001
R2 1.1121 1.1121 1.0988
R1 1.1042 1.1042 1.0975 1.1081
PP 1.0981 1.0981 1.0981 1.1001
S1 1.0902 1.0902 1.0950 1.0941
S2 1.0841 1.0841 1.0937
S3 1.0701 1.0762 1.0924
S4 1.0561 1.0622 1.0886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1060 1.0941 0.0120 1.1% 0.0058 0.5% 61% False False 25
10 1.1190 1.0920 0.0270 2.5% 0.0085 0.8% 34% False False 31
20 1.1190 1.0920 0.0270 2.5% 0.0069 0.6% 34% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1323
2.618 1.1205
1.618 1.1133
1.000 1.1089
0.618 1.1061
HIGH 1.1017
0.618 1.0989
0.500 1.0981
0.382 1.0973
LOW 1.0945
0.618 1.0901
1.000 1.0873
1.618 1.0829
2.618 1.0757
4.250 1.0639
Fisher Pivots for day following 13-Feb-2023
Pivot 1 day 3 day
R1 1.1002 1.1010
PP 1.0992 1.1006
S1 1.0981 1.1003

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

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