CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 24-Feb-2023

Day Change Summary
	Previous	Current
	23-Feb-2023	24-Feb-2023	Change	Change %	Previous Week
Open	1.0890	1.0845	-0.0046	-0.4%	1.0937
High	1.0890	1.0851	-0.0039	-0.4%	1.0965
Low	1.0830	1.0754	-0.0076	-0.7%	1.0754
Close	1.0840	1.0761	-0.0079	-0.7%	1.0761
Range	0.0060	0.0097	0.0037	61.7%	0.0211
ATR	0.0074	0.0076	0.0002	2.2%	0.0000
Volume	44	40	-4	-9.1%	143

Daily Pivots for day following 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1080	1.1017	1.0814
R3	1.0983	1.0920	1.0787
R2	1.0886	1.0886	1.0778
R1	1.0823	1.0823	1.0769	1.0806
PP	1.0789	1.0789	1.0789	1.0780
S1	1.0726	1.0726	1.0752	1.0709
S2	1.0692	1.0692	1.0743
S3	1.0595	1.0629	1.0734
S4	1.0498	1.0532	1.0707

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1458	1.1320	1.0876
R3	1.1247	1.1109	1.0818
R2	1.1037	1.1037	1.0799
R1	1.0899	1.0899	1.0780	1.0863
PP	1.0826	1.0826	1.0826	1.0808
S1	1.0688	1.0688	1.0741	1.0652
S2	1.0616	1.0616	1.0722
S3	1.0405	1.0478	1.0703
S4	1.0195	1.0267	1.0645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0965	1.0754	0.0211	2.0%	0.0077	0.7%	3%	False	True	49
10	1.1080	1.0754	0.0326	3.0%	0.0071	0.7%	2%	False	True	47
20	1.1190	1.0754	0.0436	4.1%	0.0074	0.7%	1%	False	True	37
40	1.1190	1.0754	0.0436	4.1%	0.0071	0.7%	1%	False	True	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1263
2.618	1.1105
1.618	1.1008
1.000	1.0948
0.618	1.0911
HIGH	1.0851
0.618	1.0814
0.500	1.0803
0.382	1.0791
LOW	1.0754
0.618	1.0694
1.000	1.0657
1.618	1.0597
2.618	1.0500
4.250	1.0342

Fisher Pivots for day following 24-Feb-2023
Pivot	1 day	3 day
R1	1.0803	1.0848
PP	1.0789	1.0819
S1	1.0775	1.0790

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