CME Swiss Franc Future December 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 1.1164 1.1131 -0.0034 -0.3% 1.1200
High 1.1164 1.1131 -0.0034 -0.3% 1.1223
Low 1.1066 1.1131 0.0065 0.6% 1.1066
Close 1.1164 1.1131 -0.0034 -0.3% 1.1164
Range 0.0099 0.0000 -0.0099 -100.0% 0.0157
ATR 0.0055 0.0053 -0.0002 -2.8% 0.0000
Volume
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1131 1.1131 1.1131
R3 1.1131 1.1131 1.1131
R2 1.1131 1.1131 1.1131
R1 1.1131 1.1131 1.1131 1.1131
PP 1.1131 1.1131 1.1131 1.1131
S1 1.1131 1.1131 1.1131 1.1131
S2 1.1131 1.1131 1.1131
S3 1.1131 1.1131 1.1131
S4 1.1131 1.1131 1.1131
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 1.1208 1.1066 0.0142 1.3% 0.0020 0.2% 46% False False
10 1.1243 1.1066 0.0178 1.6% 0.0022 0.2% 37% False False
20 1.1375 1.1066 0.0310 2.8% 0.0029 0.3% 21% False False 1
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1131
2.618 1.1131
1.618 1.1131
1.000 1.1131
0.618 1.1131
HIGH 1.1131
0.618 1.1131
0.500 1.1131
0.382 1.1131
LOW 1.1131
0.618 1.1131
1.000 1.1131
1.618 1.1131
2.618 1.1131
4.250 1.1131
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 1.1131 1.1126
PP 1.1131 1.1121
S1 1.1131 1.1117

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

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