CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 1.1000 1.1027 0.0027 0.2% 1.1131
High 1.1055 1.1027 -0.0028 -0.3% 1.1131
Low 1.0972 1.1027 0.0055 0.5% 1.0972
Close 1.0972 1.1027 0.0055 0.5% 1.0972
Range 0.0083 0.0000 -0.0083 -100.0% 0.0159
ATR 0.0053 0.0053 0.0000 0.2% 0.0000
Volume 2 0 -2 -100.0% 3
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1027 1.1027 1.1027
R3 1.1027 1.1027 1.1027
R2 1.1027 1.1027 1.1027
R1 1.1027 1.1027 1.1027 1.1027
PP 1.1027 1.1027 1.1027 1.1027
S1 1.1027 1.1027 1.1027 1.1027
S2 1.1027 1.1027 1.1027
S3 1.1027 1.1027 1.1027
S4 1.1027 1.1027 1.1027
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1502 1.1396 1.1059
R3 1.1343 1.1237 1.1015
R2 1.1184 1.1184 1.1001
R1 1.1078 1.1078 1.0986 1.1051
PP 1.1025 1.1025 1.1025 1.1011
S1 1.0919 1.0919 1.0957 1.0892
S2 1.0866 1.0866 1.0942
S3 1.0707 1.0760 1.0928
S4 1.0548 1.0601 1.0884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1131 1.0972 0.0159 1.4% 0.0018 0.2% 35% False False
10 1.1223 1.0972 0.0251 2.3% 0.0021 0.2% 22% False False
20 1.1375 1.0972 0.0404 3.7% 0.0029 0.3% 14% False False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1027
2.618 1.1027
1.618 1.1027
1.000 1.1027
0.618 1.1027
HIGH 1.1027
0.618 1.1027
0.500 1.1027
0.382 1.1027
LOW 1.1027
0.618 1.1027
1.000 1.1027
1.618 1.1027
2.618 1.1027
4.250 1.1027
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 1.1027 1.1023
PP 1.1027 1.1019
S1 1.1027 1.1016

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

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