CME Swiss Franc Future March 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 1.0760 1.0726 -0.0034 -0.3% 1.0842
High 1.0781 1.0739 -0.0042 -0.4% 1.0869
Low 1.0714 1.0639 -0.0076 -0.7% 1.0639
Close 1.0727 1.0649 -0.0079 -0.7% 1.0649
Range 0.0067 0.0101 0.0034 50.0% 0.0231
ATR 0.0092 0.0093 0.0001 0.6% 0.0000
Volume 17,376 27,650 10,274 59.1% 79,439
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.0977 1.0913 1.0704
R3 1.0876 1.0813 1.0676
R2 1.0776 1.0776 1.0667
R1 1.0712 1.0712 1.0658 1.0694
PP 1.0675 1.0675 1.0675 1.0666
S1 1.0612 1.0612 1.0639 1.0593
S2 1.0575 1.0575 1.0630
S3 1.0474 1.0511 1.0621
S4 1.0374 1.0411 1.0593
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1410 1.1260 1.0775
R3 1.1180 1.1029 1.0712
R2 1.0949 1.0949 1.0691
R1 1.0799 1.0799 1.0670 1.0759
PP 1.0719 1.0719 1.0719 1.0699
S1 1.0568 1.0568 1.0627 1.0528
S2 1.0488 1.0488 1.0606
S3 1.0258 1.0338 1.0585
S4 1.0027 1.0107 1.0522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0869 1.0639 0.0231 2.2% 0.0086 0.8% 4% False True 20,308
10 1.0975 1.0639 0.0337 3.2% 0.0082 0.8% 3% False True 17,276
20 1.1082 1.0639 0.0443 4.2% 0.0093 0.9% 2% False True 17,859
40 1.1082 1.0639 0.0443 4.2% 0.0104 1.0% 2% False True 18,658
60 1.1082 1.0606 0.0476 4.5% 0.0100 0.9% 9% False False 15,276
80 1.1082 1.0010 0.1072 10.1% 0.0101 0.9% 60% False False 11,469
100 1.1082 1.0010 0.1072 10.1% 0.0092 0.9% 60% False False 9,178
120 1.1082 1.0010 0.1072 10.1% 0.0086 0.8% 60% False False 7,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1166
2.618 1.1002
1.618 1.0902
1.000 1.0840
0.618 1.0801
HIGH 1.0739
0.618 1.0701
0.500 1.0689
0.382 1.0677
LOW 1.0639
0.618 1.0576
1.000 1.0538
1.618 1.0476
2.618 1.0375
4.250 1.0211
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 1.0689 1.0734
PP 1.0675 1.0705
S1 1.0662 1.0677

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

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