CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 08-Feb-2023
Day Change Summary
Previous Current
07-Feb-2023 08-Feb-2023 Change Change % Previous Week
Open 1.0941 1.1037 0.0097 0.9% 1.0970
High 1.0990 1.1043 0.0054 0.5% 1.1190
Low 1.0941 1.1011 0.0071 0.6% 1.0930
Close 1.0990 1.1018 0.0028 0.3% 1.0956
Range 0.0049 0.0032 -0.0017 -34.7% 0.0260
ATR 0.0082 0.0080 -0.0002 -2.5% 0.0000
Volume 31 23 -8 -25.8% 153
Daily Pivots for day following 08-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1120 1.1101 1.1035
R3 1.1088 1.1069 1.1026
R2 1.1056 1.1056 1.1023
R1 1.1037 1.1037 1.1020 1.1030
PP 1.1024 1.1024 1.1024 1.1021
S1 1.1005 1.1005 1.1015 1.0998
S2 1.0992 1.0992 1.1012
S3 1.0960 1.0973 1.1009
S4 1.0928 1.0941 1.1000
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% 0.0076 0.7% 36% False False 32
10 1.1190 1.0920 0.0270 2.5% 0.0073 0.7% 36% False False 25
20 1.1190 1.0860 0.0330 3.0% 0.0072 0.6% 48% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1179
2.618 1.1127
1.618 1.1095
1.000 1.1075
0.618 1.1063
HIGH 1.1043
0.618 1.1031
0.500 1.1027
0.382 1.1023
LOW 1.1011
0.618 1.0991
1.000 1.0979
1.618 1.0959
2.618 1.0927
4.250 1.0875
Fisher Pivots for day following 08-Feb-2023
Pivot 1 day 3 day
R1 1.1027 1.1006
PP 1.1024 1.0994
S1 1.1021 1.0982

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

View Archives - Comment on this page... - Back to Index of Symbols