CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	1.0160	1.0185	0.0025	0.2%	1.0280
High	1.0250	1.0192	-0.0059	-0.6%	1.0393
Low	1.0150	1.0185	0.0035	0.3%	1.0220
Close	1.0196	1.0192	-0.0004	0.0%	1.0217
Range	0.0100	0.0007	-0.0094	-93.5%	0.0173
ATR	0.0081	0.0076	-0.0005	-6.2%	0.0000
Volume	25	1	-24	-96.0%	28

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0209	1.0207	1.0195
R3	1.0202	1.0200	1.0193
R2	1.0196	1.0196	1.0193
R1	1.0194	1.0194	1.0192	1.0195
PP	1.0189	1.0189	1.0189	1.0190
S1	1.0187	1.0187	1.0191	1.0188
S2	1.0183	1.0183	1.0190
S3	1.0176	1.0181	1.0190
S4	1.0170	1.0174	1.0188

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	1.0284	1.0150	0.0134	1.3%	0.0042	0.4%	31%	False	False	13
10	1.0432	1.0150	0.0282	2.8%	0.0058	0.6%	15%	False	False	9
20	1.0630	1.0150	0.0480	4.7%	0.0057	0.6%	9%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0219
2.618	1.0209
1.618	1.0202
1.000	1.0198
0.618	1.0196
HIGH	1.0192
0.618	1.0189
0.500	1.0188
0.382	1.0187
LOW	1.0185
0.618	1.0181
1.000	1.0179
1.618	1.0174
2.618	1.0168
4.250	1.0157

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	1.0190	1.0200
PP	1.0189	1.0197
S1	1.0188	1.0194

Download as Excel Spreadsheet

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

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