CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 21-Feb-2023
Day Change Summary
Previous Current
17-Feb-2023 21-Feb-2023 Change Change % Previous Week
Open 1.0920 1.0937 0.0017 0.2% 1.0947
High 1.0959 1.0965 0.0006 0.1% 1.1080
Low 1.0853 1.0917 0.0065 0.6% 1.0853
Close 1.0952 1.0917 -0.0035 -0.3% 1.0952
Range 0.0107 0.0048 -0.0059 -55.4% 0.0228
ATR 0.0077 0.0075 -0.0002 -2.8% 0.0000
Volume 106 37 -69 -65.1% 323
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1075 1.1044 1.0943
R3 1.1028 1.0996 1.0930
R2 1.0980 1.0980 1.0926
R1 1.0949 1.0949 1.0921 1.0941
PP 1.0933 1.0933 1.0933 1.0929
S1 1.0901 1.0901 1.0913 1.0893
S2 1.0885 1.0885 1.0908
S3 1.0838 1.0854 1.0904
S4 1.0790 1.0806 1.0891
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1644 1.1525 1.1077
R3 1.1416 1.1298 1.1014
R2 1.1189 1.1189 1.0993
R1 1.1070 1.1070 1.0972 1.1130
PP 1.0961 1.0961 1.0961 1.0991
S1 1.0843 1.0843 1.0931 1.0902
S2 1.0734 1.0734 1.0910
S3 1.0506 1.0615 1.0889
S4 1.0279 1.0388 1.0826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1080 1.0853 0.0228 2.1% 0.0069 0.6% 28% False False 62
10 1.1080 1.0853 0.0228 2.1% 0.0063 0.6% 28% False False 44
20 1.1190 1.0853 0.0338 3.1% 0.0070 0.6% 19% False False 34
40 1.1190 1.0820 0.0370 3.4% 0.0069 0.6% 26% False False 24
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1166
2.618 1.1089
1.618 1.1041
1.000 1.1012
0.618 1.0994
HIGH 1.0965
0.618 1.0946
0.500 1.0941
0.382 1.0935
LOW 1.0917
0.618 1.0888
1.000 1.0870
1.618 1.0840
2.618 1.0793
4.250 1.0715
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 1.0941 1.0917
PP 1.0933 1.0916
S1 1.0925 1.0916

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

View Archives - Comment on this page... - Back to Index of Symbols