CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 17-Feb-2023

Day Change Summary
	Previous	Current
	16-Feb-2023	17-Feb-2023	Change	Change %	Previous Week
Open	1.0979	1.0920	-0.0059	-0.5%	1.0947
High	1.0979	1.0959	-0.0020	-0.2%	1.1080
Low	1.0930	1.0853	-0.0078	-0.7%	1.0853
Close	1.0957	1.0952	-0.0005	0.0%	1.0952
Range	0.0049	0.0107	0.0058	117.3%	0.0228
ATR	0.0075	0.0077	0.0002	3.0%	0.0000
Volume	34	106	72	211.8%	323

Daily Pivots for day following 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1241	1.1203	1.1010
R3	1.1134	1.1096	1.0981
R2	1.1028	1.1028	1.0971
R1	1.0990	1.0990	1.0961	1.1009
PP	1.0921	1.0921	1.0921	1.0931
S1	1.0883	1.0883	1.0942	1.0902
S2	1.0815	1.0815	1.0932
S3	1.0708	1.0777	1.0922
S4	1.0602	1.0670	1.0893

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1644	1.1525	1.1077
R3	1.1416	1.1298	1.1014
R2	1.1189	1.1189	1.0993
R1	1.1070	1.1070	1.0972	1.1130
PP	1.0961	1.0961	1.0961	1.0991
S1	1.0843	1.0843	1.0931	1.0902
S2	1.0734	1.0734	1.0910
S3	1.0506	1.0615	1.0889
S4	1.0279	1.0388	1.0826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1080	1.0853	0.0228	2.1%	0.0074	0.7%	44%	False	True	64
10	1.1080	1.0853	0.0228	2.1%	0.0063	0.6%	44%	False	True	44
20	1.1190	1.0853	0.0338	3.1%	0.0067	0.6%	29%	False	True	32
40	1.1190	1.0820	0.0370	3.4%	0.0069	0.6%	36%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1412
2.618	1.1238
1.618	1.1131
1.000	1.1066
0.618	1.1025
HIGH	1.0959
0.618	1.0918
0.500	1.0906
0.382	1.0893
LOW	1.0853
0.618	1.0787
1.000	1.0746
1.618	1.0680
2.618	1.0574
4.250	1.0400

Fisher Pivots for day following 17-Feb-2023
Pivot	1 day	3 day
R1	1.0936	1.0942
PP	1.0921	1.0932
S1	1.0906	1.0922

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