CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 09-Feb-2023
Day Change Summary
Previous Current
08-Feb-2023 09-Feb-2023 Change Change % Previous Week
Open 1.1228 1.1243 0.0015 0.1% 1.1215
High 1.1228 1.1243 0.0015 0.1% 1.1375
Low 1.1228 1.1199 -0.0029 -0.3% 1.1146
Close 1.1228 1.1199 -0.0029 -0.3% 1.1156
Range 0.0000 0.0044 0.0044 0.0229
ATR 0.0061 0.0060 -0.0001 -2.0% 0.0000
Volume 0 1 1 7
Daily Pivots for day following 09-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1346 1.1316 1.1223
R3 1.1302 1.1272 1.1211
R2 1.1258 1.1258 1.1207
R1 1.1228 1.1228 1.1203 1.1221
PP 1.1214 1.1214 1.1214 1.1210
S1 1.1184 1.1184 1.1195 1.1177
S2 1.1170 1.1170 1.1191
S3 1.1126 1.1140 1.1187
S4 1.1082 1.1096 1.1175
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1913 1.1763 1.1281
R3 1.1684 1.1534 1.1218
R2 1.1455 1.1455 1.1197
R1 1.1305 1.1305 1.1176 1.1265
PP 1.1226 1.1226 1.1226 1.1206
S1 1.1076 1.1076 1.1135 1.1036
S2 1.0997 1.0997 1.1114
S3 1.0768 1.0847 1.1093
S4 1.0539 1.0618 1.1030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1243 1.1133 0.0111 1.0% 0.0026 0.2% 60% True False 1
10 1.1375 1.1133 0.0243 2.2% 0.0032 0.3% 27% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1430
2.618 1.1358
1.618 1.1314
1.000 1.1287
0.618 1.1270
HIGH 1.1243
0.618 1.1226
0.500 1.1221
0.382 1.1216
LOW 1.1199
0.618 1.1172
1.000 1.1155
1.618 1.1128
2.618 1.1084
4.250 1.1012
Fisher Pivots for day following 09-Feb-2023
Pivot 1 day 3 day
R1 1.1221 1.1221
PP 1.1214 1.1214
S1 1.1206 1.1206

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

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