CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 1.0766 1.0816 0.0051 0.5% 1.0937
High 1.0832 1.0827 -0.0006 -0.1% 1.0965
Low 1.0738 1.0741 0.0004 0.0% 1.0754
Close 1.0814 1.0760 -0.0055 -0.5% 1.0761
Range 0.0095 0.0086 -0.0009 -9.5% 0.0211
ATR 0.0077 0.0078 0.0001 0.8% 0.0000
Volume 272 698 426 156.6% 143
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1032 1.0981 1.0807
R3 1.0947 1.0896 1.0783
R2 1.0861 1.0861 1.0775
R1 1.0810 1.0810 1.0767 1.0793
PP 1.0776 1.0776 1.0776 1.0767
S1 1.0725 1.0725 1.0752 1.0708
S2 1.0690 1.0690 1.0744
S3 1.0605 1.0639 1.0736
S4 1.0519 1.0554 1.0712
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1458 1.1320 1.0876
R3 1.1247 1.1109 1.0818
R2 1.1037 1.1037 1.0799
R1 1.0899 1.0899 1.0780 1.0863
PP 1.0826 1.0826 1.0826 1.0808
S1 1.0688 1.0688 1.0741 1.0652
S2 1.0616 1.0616 1.0722
S3 1.0405 1.0478 1.0703
S4 1.0195 1.0267 1.0645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0942 1.0738 0.0205 1.9% 0.0082 0.8% 11% False False 215
10 1.1080 1.0738 0.0343 3.2% 0.0076 0.7% 6% False False 138
20 1.1190 1.0738 0.0453 4.2% 0.0080 0.7% 5% False False 85
40 1.1190 1.0738 0.0453 4.2% 0.0074 0.7% 5% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1190
2.618 1.1050
1.618 1.0965
1.000 1.0912
0.618 1.0879
HIGH 1.0827
0.618 1.0794
0.500 1.0784
0.382 1.0774
LOW 1.0741
0.618 1.0688
1.000 1.0656
1.618 1.0603
2.618 1.0517
4.250 1.0378
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 1.0784 1.0794
PP 1.0776 1.0783
S1 1.0768 1.0771

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

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