CME Swiss Franc Future March 2023

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Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary Previous Current 26-Sep-2022 27-Sep-2022 Change Change % Previous Week Open 1.0320 1.0258 -0.0063 -0.6% 1.0483 High 1.0320 1.0258 -0.0063 -0.6% 1.0558 Low 1.0220 1.0258 0.0038 0.4% 1.0340 Close 1.0221 1.0258 0.0037 0.4% 1.0342 Range 0.0100 0.0000 -0.0100 -100.0% 0.0218 ATR 0.0073 0.0070 -0.0003 -3.6% 0.0000 Volume 25 0 -25 -100.0% 124
Daily Pivots for day following 27-Sep-2022 Classic Woodie Camarilla DeMark R4 1.0258 1.0258 1.0258 R3 1.0258 1.0258 1.0258 R2 1.0258 1.0258 1.0258 R1 1.0258 1.0258 1.0258 1.0258 PP 1.0258 1.0258 1.0258 1.0258 S1 1.0258 1.0258 1.0258 1.0258 S2 1.0258 1.0258 1.0258 S3 1.0258 1.0258 1.0258 S4 1.0258 1.0258 1.0258	Weekly Pivots for week ending 23-Sep-2022 Classic Woodie Camarilla DeMark R4 1.1066 1.0921 1.0462 R3 1.0848 1.0704 1.0402 R2 1.0631 1.0631 1.0382 R1 1.0486 1.0486 1.0362 1.0450 PP 1.0413 1.0413 1.0413 1.0395 S1 1.0269 1.0269 1.0322 1.0232 S2 1.0196 1.0196 1.0302 S3 0.9978 1.0051 1.0282 S4 0.9761 0.9834 1.0222
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0558 1.0220 0.0338 3.3% 0.0046 0.4% 11% False False 27 10 1.0630 1.0220 0.0410 4.0% 0.0039 0.4% 9% False False 44 20 1.0700 1.0220 0.0480 4.7% 0.0042 0.4% 8% False False 25
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Narrowest range in 14 trading days	Fibonacci Retracements and Extensions 4.250 1.0258 2.618 1.0258 1.618 1.0258 1.000 1.0258 0.618 1.0258 HIGH 1.0258 0.618 1.0258 0.500 1.0258 0.382 1.0258 LOW 1.0258 0.618 1.0258 1.000 1.0258 1.618 1.0258 2.618 1.0258 4.250 1.0258
Fisher Pivots for day following 27-Sep-2022 Pivot 1 day 3 day R1 1.0258 1.0320 PP 1.0258 1.0299 S1 1.0258 1.0278

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