CME Swiss Franc Future March 2023

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Trading Metrics calculated at close of trading on 06-Oct-2022
Day Change Summary Previous Current 05-Oct-2022 06-Oct-2022 Change Change % Previous Week Open 1.0380 1.0254 -0.0126 -1.2% 1.0320 High 1.0380 1.0254 -0.0126 -1.2% 1.0432 Low 1.0332 1.0254 -0.0078 -0.8% 1.0220 Close 1.0346 1.0254 -0.0092 -0.9% 1.0306 Range 0.0048 0.0000 -0.0048 -100.0% 0.0212 ATR 0.0083 0.0083 0.0001 0.8% 0.0000 Volume 5 0 -5 -100.0% 45
Daily Pivots for day following 06-Oct-2022 Classic Woodie Camarilla DeMark R4 1.0254 1.0254 1.0254 R3 1.0254 1.0254 1.0254 R2 1.0254 1.0254 1.0254 R1 1.0254 1.0254 1.0254 1.0254 PP 1.0254 1.0254 1.0254 1.0254 S1 1.0254 1.0254 1.0254 1.0254 S2 1.0254 1.0254 1.0254 S3 1.0254 1.0254 1.0254 S4 1.0254 1.0254 1.0254	Weekly Pivots for week ending 30-Sep-2022 Classic Woodie Camarilla DeMark R4 1.0955 1.0843 1.0423 R3 1.0743 1.0631 1.0364 R2 1.0531 1.0531 1.0345 R1 1.0419 1.0419 1.0325 1.0369 PP 1.0319 1.0319 1.0319 1.0295 S1 1.0207 1.0207 1.0287 1.0157 S2 1.0107 1.0107 1.0267 S3 0.9895 0.9995 1.0248 S4 0.9683 0.9783 1.0189
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0432 1.0230 0.0202 2.0% 0.0074 0.7% 12% False False 6 10 1.0432 1.0220 0.0212 2.1% 0.0073 0.7% 16% False False 7 20 1.0700 1.0220 0.0480 4.7% 0.0063 0.6% 7% False False 26
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0006 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0254 2.618 1.0254 1.618 1.0254 1.000 1.0254 0.618 1.0254 HIGH 1.0254 0.618 1.0254 0.500 1.0254 0.382 1.0254 LOW 1.0254 0.618 1.0254 1.000 1.0254 1.618 1.0254 2.618 1.0254 4.250 1.0254
Fisher Pivots for day following 06-Oct-2022 Pivot 1 day 3 day R1 1.0254 1.0323 PP 1.0254 1.0300 S1 1.0254 1.0277

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