CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	1.0200	1.0160	-0.0040	-0.4%	1.0280
High	1.0202	1.0250	0.0049	0.5%	1.0393
Low	1.0165	1.0150	-0.0015	-0.1%	1.0220
Close	1.0170	1.0196	0.0026	0.3%	1.0217
Range	0.0037	0.0100	0.0063	170.3%	0.0173
ATR	0.0080	0.0081	0.0001	1.8%	0.0000
Volume	33	25	-8	-24.2%	28

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0499	1.0447	1.0251
R3	1.0399	1.0347	1.0223
R2	1.0299	1.0299	1.0214
R1	1.0247	1.0247	1.0205	1.0273
PP	1.0199	1.0199	1.0199	1.0211
S1	1.0147	1.0147	1.0186	1.0173
S2	1.0099	1.0099	1.0177
S3	0.9999	1.0047	1.0168
S4	0.9899	0.9947	1.0141

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0795	1.0679	1.0312
R3	1.0622	1.0506	1.0264
R2	1.0449	1.0449	1.0248
R1	1.0333	1.0333	1.0232	1.0305
PP	1.0276	1.0276	1.0276	1.0262
S1	1.0160	1.0160	1.0201	1.0132
S2	1.0103	1.0103	1.0185
S3	0.9930	0.9987	1.0169
S4	0.9757	0.9814	1.0121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0380	1.0150	0.0230	2.3%	0.0050	0.5%	20%	False	True	14
10	1.0432	1.0150	0.0282	2.8%	0.0076	0.7%	16%	False	True	10
20	1.0630	1.0150	0.0480	4.7%	0.0057	0.6%	9%	False	True	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0675
2.618	1.0512
1.618	1.0412
1.000	1.0350
0.618	1.0312
HIGH	1.0250
0.618	1.0212
0.500	1.0200
0.382	1.0188
LOW	1.0150
0.618	1.0088
1.000	1.0050
1.618	0.9988
2.618	0.9888
4.250	0.9725

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	1.0200	1.0217
PP	1.0199	1.0210
S1	1.0197	1.0203

Download as Excel Spreadsheet

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

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