CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 22-Feb-2023
Day Change Summary
Previous Current
21-Feb-2023 22-Feb-2023 Change Change % Previous Week
Open 1.0937 1.0927 -0.0011 -0.1% 1.0947
High 1.0965 1.0942 -0.0023 -0.2% 1.1080
Low 1.0917 1.0868 -0.0050 -0.5% 1.0853
Close 1.0917 1.0868 -0.0050 -0.5% 1.0952
Range 0.0048 0.0075 0.0027 56.8% 0.0228
ATR 0.0075 0.0075 0.0000 -0.1% 0.0000
Volume 37 22 -15 -40.5% 323
Daily Pivots for day following 22-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1116 1.1066 1.0908
R3 1.1041 1.0992 1.0888
R2 1.0967 1.0967 1.0881
R1 1.0917 1.0917 1.0874 1.0905
PP 1.0892 1.0892 1.0892 1.0886
S1 1.0843 1.0843 1.0861 1.0830
S2 1.0818 1.0818 1.0854
S3 1.0743 1.0768 1.0847
S4 1.0669 1.0694 1.0827
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 1.0992 1.0853 0.0139 1.3% 0.0066 0.6% 11% False False 50
10 1.1080 1.0853 0.0228 2.1% 0.0066 0.6% 7% False False 43
20 1.1190 1.0853 0.0338 3.1% 0.0070 0.6% 4% False False 33
40 1.1190 1.0820 0.0370 3.4% 0.0069 0.6% 13% False False 25
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1259
2.618 1.1137
1.618 1.1063
1.000 1.1017
0.618 1.0988
HIGH 1.0942
0.618 1.0914
0.500 1.0905
0.382 1.0896
LOW 1.0868
0.618 1.0821
1.000 1.0793
1.618 1.0747
2.618 1.0672
4.250 1.0551
Fisher Pivots for day following 22-Feb-2023
Pivot 1 day 3 day
R1 1.0905 1.0909
PP 1.0892 1.0895
S1 1.0880 1.0881

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

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