CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 13-Feb-2023

Day Change Summary
	Previous	Current
	10-Feb-2023	13-Feb-2023	Change	Change %	Previous Week
Open	1.0989	1.0947	-0.0042	-0.4%	1.0940
High	1.1017	1.1017	0.0001	0.0%	1.1060
Low	1.0954	1.0945	-0.0009	-0.1%	1.0920
Close	1.0963	1.1013	0.0051	0.5%	1.0963
Range	0.0063	0.0072	0.0009	14.3%	0.0140
ATR	0.0078	0.0078	0.0000	-0.6%	0.0000
Volume	5	48	43	860.0%	122

Daily Pivots for day following 13-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1208	1.1182	1.1053
R3	1.1136	1.1110	1.1033
R2	1.1064	1.1064	1.1026
R1	1.1038	1.1038	1.1020	1.1051
PP	1.0992	1.0992	1.0992	1.0998
S1	1.0966	1.0966	1.1006	1.0979
S2	1.0920	1.0920	1.1000
S3	1.0848	1.0894	1.0993
S4	1.0776	1.0822	1.0973

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	1.0941	0.0120	1.1%	0.0058	0.5%	61%	False	False	25
10	1.1190	1.0920	0.0270	2.5%	0.0085	0.8%	34%	False	False	31
20	1.1190	1.0920	0.0270	2.5%	0.0069	0.6%	34%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1323
2.618	1.1205
1.618	1.1133
1.000	1.1089
0.618	1.1061
HIGH	1.1017
0.618	1.0989
0.500	1.0981
0.382	1.0973
LOW	1.0945
0.618	1.0901
1.000	1.0873
1.618	1.0829
2.618	1.0757
4.250	1.0639

Fisher Pivots for day following 13-Feb-2023
Pivot	1 day	3 day
R1	1.1002	1.1010
PP	1.0992	1.1006
S1	1.0981	1.1003

Download as Excel Spreadsheet

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

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