CME Swiss Franc Future June 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 1.0741 1.0766 0.0026 0.2% 1.0937
High 1.0814 1.0766 -0.0048 -0.4% 1.0965
Low 1.0734 1.0716 -0.0018 -0.2% 1.0754
Close 1.0761 1.0737 -0.0024 -0.2% 1.0761
Range 0.0080 0.0050 -0.0030 -37.5% 0.0211
ATR 0.0078 0.0076 -0.0002 -2.6% 0.0000
Volume 748 1,140 392 52.4% 143
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0890 1.0863 1.0764
R3 1.0840 1.0813 1.0750
R2 1.0790 1.0790 1.0746
R1 1.0763 1.0763 1.0741 1.0751
PP 1.0740 1.0740 1.0740 1.0734
S1 1.0713 1.0713 1.0732 1.0701
S2 1.0690 1.0690 1.0727
S3 1.0640 1.0663 1.0723
S4 1.0590 1.0613 1.0709
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 1.0851 1.0716 0.0135 1.3% 0.0081 0.8% 15% False True 579
10 1.0979 1.0716 0.0263 2.4% 0.0074 0.7% 8% False True 314
20 1.1190 1.0716 0.0474 4.4% 0.0074 0.7% 4% False True 175
40 1.1190 1.0716 0.0474 4.4% 0.0071 0.7% 4% False True 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0979
2.618 1.0897
1.618 1.0847
1.000 1.0816
0.618 1.0797
HIGH 1.0766
0.618 1.0747
0.500 1.0741
0.382 1.0735
LOW 1.0716
0.618 1.0685
1.000 1.0666
1.618 1.0635
2.618 1.0585
4.250 1.0504
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 1.0741 1.0771
PP 1.0740 1.0760
S1 1.0738 1.0748

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

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