CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 10-Feb-2023
Day Change Summary
Previous Current
09-Feb-2023 10-Feb-2023 Change Change % Previous Week
Open 1.1028 1.0989 -0.0040 -0.4% 1.0940
High 1.1060 1.1017 -0.0044 -0.4% 1.1060
Low 1.0989 1.0954 -0.0035 -0.3% 1.0920
Close 1.0989 1.0963 -0.0026 -0.2% 1.0963
Range 0.0072 0.0063 -0.0009 -11.9% 0.0140
ATR 0.0079 0.0078 -0.0001 -1.5% 0.0000
Volume 22 5 -17 -77.3% 122
Daily Pivots for day following 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1167 1.1128 1.0997
R3 1.1104 1.1065 1.0980
R2 1.1041 1.1041 1.0974
R1 1.1002 1.1002 1.0968 1.0990
PP 1.0978 1.0978 1.0978 1.0972
S1 1.0939 1.0939 1.0957 1.0927
S2 1.0915 1.0915 1.0951
S3 1.0852 1.0876 1.0945
S4 1.0789 1.0813 1.0928
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1401 1.1322 1.1040
R3 1.1261 1.1182 1.1001
R2 1.1121 1.1121 1.0988
R1 1.1042 1.1042 1.0975 1.1081
PP 1.0981 1.0981 1.0981 1.1001
S1 1.0902 1.0902 1.0950 1.0941
S2 1.0841 1.0841 1.0937
S3 1.0701 1.0762 1.0924
S4 1.0561 1.0622 1.0886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1060 1.0920 0.0140 1.3% 0.0052 0.5% 30% False False 24
10 1.1190 1.0920 0.0270 2.5% 0.0078 0.7% 16% False False 27
20 1.1190 1.0918 0.0273 2.5% 0.0068 0.6% 17% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1284
2.618 1.1181
1.618 1.1118
1.000 1.1080
0.618 1.1055
HIGH 1.1017
0.618 1.0992
0.500 1.0985
0.382 1.0978
LOW 1.0954
0.618 1.0915
1.000 1.0891
1.618 1.0852
2.618 1.0789
4.250 1.0686
Fisher Pivots for day following 10-Feb-2023
Pivot 1 day 3 day
R1 1.0985 1.1007
PP 1.0978 1.0992
S1 1.0970 1.0977

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

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