CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	1.0100	1.0200	0.0100	1.0%	1.0216
High	1.0198	1.0200	0.0002	0.0%	1.0221
Low	1.0020	1.0153	0.0133	1.3%	1.0020
Close	1.0169	1.0153	-0.0016	-0.2%	1.0169
Range	0.0178	0.0047	-0.0131	-73.6%	0.0201
ATR	0.0080	0.0077	-0.0002	-2.9%	0.0000
Volume	74	18	-56	-75.7%	74

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0310	1.0278	1.0179
R3	1.0263	1.0231	1.0166
R2	1.0216	1.0216	1.0162
R1	1.0184	1.0184	1.0157	1.0177
PP	1.0169	1.0169	1.0169	1.0165
S1	1.0137	1.0137	1.0149	1.0130
S2	1.0122	1.0122	1.0144
S3	1.0075	1.0090	1.0140
S4	1.0028	1.0043	1.0127

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%	0.0045	0.4%	66%	False	False	18
10	1.0250	1.0020	0.0230	2.3%	0.0050	0.5%	58%	False	False	15
20	1.0432	1.0020	0.0412	4.1%	0.0058	0.6%	32%	False	False	11
40	1.0700	1.0020	0.0680	6.7%	0.0050	0.5%	20%	False	False	18

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0400
2.618	1.0323
1.618	1.0276
1.000	1.0247
0.618	1.0229
HIGH	1.0200
0.618	1.0182
0.500	1.0177
0.382	1.0171
LOW	1.0153
0.618	1.0124
1.000	1.0106
1.618	1.0077
2.618	1.0030
4.250	0.9953

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	1.0177	1.0139
PP	1.0169	1.0124
S1	1.0161	1.0110

Download as Excel Spreadsheet

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

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