CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 23-Feb-2023
Day Change Summary
Previous Current
22-Feb-2023 23-Feb-2023 Change Change % Previous Week
Open 1.0927 1.0890 -0.0037 -0.3% 1.0947
High 1.0942 1.0890 -0.0052 -0.5% 1.1080
Low 1.0868 1.0830 -0.0038 -0.3% 1.0853
Close 1.0868 1.0840 -0.0028 -0.3% 1.0952
Range 0.0075 0.0060 -0.0015 -19.5% 0.0228
ATR 0.0075 0.0074 -0.0001 -1.4% 0.0000
Volume 22 44 22 100.0% 323
Daily Pivots for day following 23-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1033 1.0996 1.0873
R3 1.0973 1.0936 1.0856
R2 1.0913 1.0913 1.0851
R1 1.0876 1.0876 1.0845 1.0865
PP 1.0853 1.0853 1.0853 1.0847
S1 1.0816 1.0816 1.0834 1.0805
S2 1.0793 1.0793 1.0829
S3 1.0733 1.0756 1.0823
S4 1.0673 1.0696 1.0807
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 1.0979 1.0830 0.0149 1.4% 0.0068 0.6% 6% False True 48
10 1.1080 1.0830 0.0250 2.3% 0.0069 0.6% 4% False True 45
20 1.1190 1.0830 0.0360 3.3% 0.0071 0.7% 3% False True 35
40 1.1190 1.0820 0.0370 3.4% 0.0069 0.6% 5% False False 26
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 False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1145
2.618 1.1047
1.618 1.0987
1.000 1.0950
0.618 1.0927
HIGH 1.0890
0.618 1.0867
0.500 1.0860
0.382 1.0853
LOW 1.0830
0.618 1.0793
1.000 1.0770
1.618 1.0733
2.618 1.0673
4.250 1.0575
Fisher Pivots for day following 23-Feb-2023
Pivot 1 day 3 day
R1 1.0860 1.0897
PP 1.0853 1.0878
S1 1.0846 1.0859

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

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