CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 17-Feb-2023
Day Change Summary
Previous Current
16-Feb-2023 17-Feb-2023 Change Change % Previous Week
Open 1.1168 1.1164 -0.0004 0.0% 1.1200
High 1.1168 1.1164 -0.0004 0.0% 1.1223
Low 1.1168 1.1066 -0.0103 -0.9% 1.1066
Close 1.1168 1.1164 -0.0004 0.0% 1.1164
Range 0.0000 0.0099 0.0099 0.0157
ATR 0.0051 0.0055 0.0004 7.2% 0.0000
Volume
Daily Pivots for day following 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1427 1.1394 1.1218
R3 1.1328 1.1295 1.1191
R2 1.1230 1.1230 1.1182
R1 1.1197 1.1197 1.1173 1.1213
PP 1.1131 1.1131 1.1131 1.1139
S1 1.1098 1.1098 1.1155 1.1115
S2 1.1033 1.1033 1.1146
S3 1.0934 1.1000 1.1137
S4 1.0836 1.0901 1.1110
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1622 1.1550 1.1250
R3 1.1465 1.1393 1.1207
R2 1.1308 1.1308 1.1193
R1 1.1236 1.1236 1.1178 1.1193
PP 1.1151 1.1151 1.1151 1.1129
S1 1.1079 1.1079 1.1150 1.1036
S2 1.0994 1.0994 1.1135
S3 1.0837 1.0922 1.1121
S4 1.0680 1.0765 1.1078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1223 1.1066 0.0157 1.4% 0.0025 0.2% 63% False True
10 1.1243 1.1066 0.0178 1.6% 0.0022 0.2% 55% False True
20 1.1375 1.1066 0.0310 2.8% 0.0029 0.3% 32% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1583
2.618 1.1422
1.618 1.1323
1.000 1.1263
0.618 1.1225
HIGH 1.1164
0.618 1.1126
0.500 1.1115
0.382 1.1103
LOW 1.1066
0.618 1.1005
1.000 1.0967
1.618 1.0906
2.618 1.0808
4.250 1.0647
Fisher Pivots for day following 17-Feb-2023
Pivot 1 day 3 day
R1 1.1148 1.1149
PP 1.1131 1.1134
S1 1.1115 1.1119

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

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