CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 1.1083 1.0940 -0.0143 -1.3% 1.0970
High 1.1110 1.0963 -0.0147 -1.3% 1.1190
Low 1.0942 1.0920 -0.0022 -0.2% 1.0930
Close 1.0956 1.0924 -0.0032 -0.3% 1.0956
Range 0.0168 0.0043 -0.0125 -74.3% 0.0260
ATR 0.0086 0.0083 -0.0003 -3.6% 0.0000
Volume 43 41 -2 -4.7% 153
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1065 1.1037 1.0948
R3 1.1022 1.0994 1.0936
R2 1.0979 1.0979 1.0932
R1 1.0951 1.0951 1.0928 1.0944
PP 1.0936 1.0936 1.0936 1.0932
S1 1.0908 1.0908 1.0920 1.0901
S2 1.0893 1.0893 1.0916
S3 1.0850 1.0865 1.0912
S4 1.0807 1.0822 1.0900
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 1.0920 0.0270 2.5% 0.0112 1.0% 1% False True 38
10 1.1190 1.0920 0.0270 2.5% 0.0076 0.7% 1% False True 24
20 1.1190 1.0860 0.0330 3.0% 0.0073 0.7% 19% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1146
2.618 1.1076
1.618 1.1033
1.000 1.1006
0.618 1.0990
HIGH 1.0963
0.618 1.0947
0.500 1.0942
0.382 1.0936
LOW 1.0920
0.618 1.0893
1.000 1.0877
1.618 1.0850
2.618 1.0807
4.250 1.0737
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 1.0942 1.1055
PP 1.0936 1.1011
S1 1.0930 1.0968

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

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