CME Swiss Franc Future March 2023

Trading Metrics calculated at close of trading on 28-Oct-2022

Day Change Summary
	Previous	Current
	27-Oct-2022	28-Oct-2022	Change	Change %	Previous Week
Open	1.0270	1.0206	-0.0064	-0.6%	1.0200
High	1.0282	1.0272	-0.0010	-0.1%	1.0302
Low	1.0241	1.0177	-0.0065	-0.6%	1.0140
Close	1.0241	1.0192	-0.0050	-0.5%	1.0192
Range	0.0041	0.0096	0.0055	135.8%	0.0162
ATR	0.0077	0.0079	0.0001	1.7%	0.0000
Volume	55	32	-23	-41.8%	130

Daily Pivots for day following 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0500	1.0441	1.0244
R3	1.0404	1.0346	1.0218
R2	1.0309	1.0309	1.0209
R1	1.0250	1.0250	1.0200	1.0232
PP	1.0213	1.0213	1.0213	1.0204
S1	1.0155	1.0155	1.0183	1.0136
S2	1.0118	1.0118	1.0174
S3	1.0022	1.0059	1.0165
S4	0.9927	0.9964	1.0139

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0696	1.0605	1.0280
R3	1.0534	1.0444	1.0236
R2	1.0373	1.0373	1.0221
R1	1.0282	1.0282	1.0206	1.0247
PP	1.0211	1.0211	1.0211	1.0193
S1	1.0121	1.0121	1.0177	1.0085
S2	1.0050	1.0050	1.0162
S3	0.9888	0.9959	1.0147
S4	0.9727	0.9798	1.0103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0302	1.0140	0.0162	1.6%	0.0067	0.7%	32%	False	False	26
10	1.0302	1.0020	0.0282	2.8%	0.0051	0.5%	61%	False	False	20
20	1.0393	1.0020	0.0373	3.7%	0.0056	0.6%	46%	False	False	16
40	1.0700	1.0020	0.0680	6.7%	0.0055	0.5%	25%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0678
2.618	1.0522
1.618	1.0427
1.000	1.0368
0.618	1.0331
HIGH	1.0272
0.618	1.0236
0.500	1.0224
0.382	1.0213
LOW	1.0177
0.618	1.0117
1.000	1.0081
1.618	1.0022
2.618	0.9926
4.250	0.9771

Fisher Pivots for day following 28-Oct-2022
Pivot	1 day	3 day
R1	1.0224	1.0239
PP	1.0213	1.0223
S1	1.0202	1.0207

Download as Excel Spreadsheet

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

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