CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 1.0845 1.0766 -0.0079 -0.7% 1.0937
High 1.0851 1.0832 -0.0019 -0.2% 1.0965
Low 1.0754 1.0738 -0.0017 -0.2% 1.0754
Close 1.0761 1.0814 0.0054 0.5% 1.0761
Range 0.0097 0.0095 -0.0003 -2.6% 0.0211
ATR 0.0076 0.0077 0.0001 1.8% 0.0000
Volume 40 272 232 580.0% 143
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1078 1.1041 1.0866
R3 1.0984 1.0946 1.0840
R2 1.0889 1.0889 1.0831
R1 1.0852 1.0852 1.0823 1.0870
PP 1.0795 1.0795 1.0795 1.0804
S1 1.0757 1.0757 1.0805 1.0776
S2 1.0700 1.0700 1.0797
S3 1.0606 1.0663 1.0788
S4 1.0511 1.0568 1.0762
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 1.0738 0.0227 2.1% 0.0075 0.7% 34% False True 83
10 1.1080 1.0738 0.0343 3.2% 0.0075 0.7% 22% False True 73
20 1.1190 1.0738 0.0453 4.2% 0.0076 0.7% 17% False True 50
40 1.1190 1.0738 0.0453 4.2% 0.0073 0.7% 17% False True 33
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1234
2.618 1.1079
1.618 1.0985
1.000 1.0927
0.618 1.0890
HIGH 1.0832
0.618 1.0796
0.500 1.0785
0.382 1.0774
LOW 1.0738
0.618 1.0679
1.000 1.0643
1.618 1.0585
2.618 1.0490
4.250 1.0336
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 1.0804 1.0814
PP 1.0795 1.0814
S1 1.0785 1.0814

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

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