CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 09-Feb-2023
Day Change Summary
Previous Current
08-Feb-2023 09-Feb-2023 Change Change % Previous Week
Open 1.1037 1.1028 -0.0009 -0.1% 1.0970
High 1.1043 1.1060 0.0017 0.2% 1.1190
Low 1.1011 1.0989 -0.0023 -0.2% 1.0930
Close 1.1018 1.0989 -0.0029 -0.3% 1.0956
Range 0.0032 0.0072 0.0040 123.4% 0.0260
ATR 0.0080 0.0079 -0.0001 -0.8% 0.0000
Volume 23 22 -1 -4.3% 153
Daily Pivots for day following 09-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1227 1.1179 1.1028
R3 1.1155 1.1108 1.1008
R2 1.1084 1.1084 1.1002
R1 1.1036 1.1036 1.0995 1.1024
PP 1.1012 1.1012 1.1012 1.1006
S1 1.0965 1.0965 1.0982 1.0953
S2 1.0941 1.0941 1.0975
S3 1.0869 1.0893 1.0969
S4 1.0798 1.0822 1.0949
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 1.1110 1.0920 0.0190 1.7% 0.0073 0.7% 36% False False 32
10 1.1190 1.0920 0.0270 2.5% 0.0077 0.7% 25% False False 27
20 1.1190 1.0860 0.0330 3.0% 0.0069 0.6% 39% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1364
2.618 1.1247
1.618 1.1176
1.000 1.1132
0.618 1.1104
HIGH 1.1060
0.618 1.1033
0.500 1.1024
0.382 1.1016
LOW 1.0989
0.618 1.0944
1.000 1.0917
1.618 1.0873
2.618 1.0801
4.250 1.0685
Fisher Pivots for day following 09-Feb-2023
Pivot 1 day 3 day
R1 1.1024 1.1000
PP 1.1012 1.0996
S1 1.1000 1.0992

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

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