CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 21-Oct-2022

Day Change Summary
	Previous	Current
	20-Oct-2022	21-Oct-2022	Change	Change %	Previous Week
Open	1.0124	1.0100	-0.0024	-0.2%	1.0216
High	1.0124	1.0198	0.0074	0.7%	1.0221
Low	1.0124	1.0020	-0.0104	-1.0%	1.0020
Close	1.0124	1.0169	0.0045	0.4%	1.0169
Range	0.0000	0.0178	0.0178		0.0201
ATR	0.0072	0.0080	0.0008	10.5%	0.0000
Volume	0	74	74		74

Daily Pivots for day following 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0663	1.0594	1.0267
R3	1.0485	1.0416	1.0218
R2	1.0307	1.0307	1.0202
R1	1.0238	1.0238	1.0185	1.0273
PP	1.0129	1.0129	1.0129	1.0146
S1	1.0060	1.0060	1.0153	1.0095
S2	0.9951	0.9951	1.0136
S3	0.9773	0.9882	1.0120
S4	0.9595	0.9704	1.0071

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0740	1.0655	1.0280
R3	1.0539	1.0454	1.0224
R2	1.0338	1.0338	1.0206
R1	1.0253	1.0253	1.0187	1.0195
PP	1.0137	1.0137	1.0137	1.0108
S1	1.0052	1.0052	1.0151	0.9994
S2	0.9936	0.9936	1.0132
S3	0.9735	0.9851	1.0114
S4	0.9534	0.9650	1.0058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0221	1.0020	0.0201	2.0%	0.0036	0.4%	74%	False	True	14
10	1.0250	1.0020	0.0230	2.3%	0.0049	0.5%	65%	False	True	16
20	1.0432	1.0020	0.0412	4.1%	0.0061	0.6%	36%	False	True	12
40	1.0700	1.0020	0.0680	6.7%	0.0051	0.5%	22%	False	True	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0955
2.618	1.0664
1.618	1.0486
1.000	1.0376
0.618	1.0308
HIGH	1.0198
0.618	1.0130
0.500	1.0109
0.382	1.0088
LOW	1.0020
0.618	0.9910
1.000	0.9842
1.618	0.9732
2.618	0.9554
4.250	0.9264

Fisher Pivots for day following 21-Oct-2022
Pivot	1 day	3 day
R1	1.0149	1.0149
PP	1.0129	1.0129
S1	1.0109	1.0109

Download as Excel Spreadsheet

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

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