CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	1.0393	1.0420	0.0028	0.3%	1.0493
High	1.0393	1.0460	0.0068	0.6%	1.0513
Low	1.0393	1.0420	0.0028	0.3%	1.0351
Close	1.0393	1.0455	0.0063	0.6%	1.0366
Range	0.0000	0.0040	0.0040		0.0163
ATR
Volume	0	7	7		11

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0565	1.0550	1.0477
R3	1.0525	1.0510	1.0466
R2	1.0485	1.0485	1.0462
R1	1.0470	1.0470	1.0459	1.0478
PP	1.0445	1.0445	1.0445	1.0449
S1	1.0430	1.0430	1.0451	1.0438
S2	1.0405	1.0405	1.0448
S3	1.0365	1.0390	1.0444
S4	1.0325	1.0350	1.0433

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0897	1.0794	1.0455
R3	1.0735	1.0631	1.0410
R2	1.0572	1.0572	1.0395
R1	1.0469	1.0469	1.0380	1.0439
PP	1.0410	1.0410	1.0410	1.0395
S1	1.0306	1.0306	1.0351	1.0277
S2	1.0247	1.0247	1.0336
S3	1.0085	1.0144	1.0321
S4	0.9922	0.9981	1.0276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0460	1.0323	0.0138	1.3%	0.0011	0.1%	96%	True	False	2
10	1.0610	1.0323	0.0288	2.7%	0.0022	0.2%	46%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0630
2.618	1.0565
1.618	1.0525
1.000	1.0500
0.618	1.0485
HIGH	1.0460
0.618	1.0445
0.500	1.0440
0.382	1.0435
LOW	1.0420
0.618	1.0395
1.000	1.0380
1.618	1.0355
2.618	1.0315
4.250	1.0250

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	1.0450	1.0434
PP	1.0445	1.0413
S1	1.0440	1.0391

Download as Excel Spreadsheet

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

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