CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 1.1190 1.1083 -0.0107 -1.0% 1.0970
High 1.1190 1.1110 -0.0081 -0.7% 1.1190
Low 1.1101 1.0942 -0.0159 -1.4% 1.0930
Close 1.1101 1.0956 -0.0145 -1.3% 1.0956
Range 0.0089 0.0168 0.0079 88.2% 0.0260
ATR 0.0080 0.0086 0.0006 7.8% 0.0000
Volume 22 43 21 95.5% 153
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1505 1.1398 1.1048
R3 1.1338 1.1231 1.1002
R2 1.1170 1.1170 1.0987
R1 1.1063 1.1063 1.0971 1.1033
PP 1.1003 1.1003 1.1003 1.0987
S1 1.0896 1.0896 1.0941 1.0865
S2 1.0835 1.0835 1.0925
S3 1.0668 1.0728 1.0910
S4 1.0500 1.0561 1.0864
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1805 1.1641 1.1099
R3 1.1545 1.1381 1.1028
R2 1.1285 1.1285 1.1004
R1 1.1121 1.1121 1.0980 1.1073
PP 1.1025 1.1025 1.1025 1.1002
S1 1.0861 1.0861 1.0932 1.0813
S2 1.0765 1.0765 1.0908
S3 1.0505 1.0601 1.0885
S4 1.0245 1.0341 1.0813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1190 1.0930 0.0260 2.4% 0.0105 1.0% 10% False False 30
10 1.1190 1.0930 0.0260 2.4% 0.0072 0.7% 10% False False 20
20 1.1190 1.0820 0.0370 3.4% 0.0078 0.7% 37% False False 23
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 0.0011
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1821
2.618 1.1548
1.618 1.1381
1.000 1.1277
0.618 1.1213
HIGH 1.1110
0.618 1.1046
0.500 1.1026
0.382 1.1006
LOW 1.0942
0.618 1.0838
1.000 1.0775
1.618 1.0671
2.618 1.0503
4.250 1.0230
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 1.1026 1.1066
PP 1.1003 1.1029
S1 1.0979 1.0993

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

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