CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	1.1133	1.1199	0.0067	0.6%	1.1215
High	1.1133	1.1199	0.0067	0.6%	1.1375
Low	1.1133	1.1199	0.0067	0.6%	1.1146
Close	1.1133	1.1199	0.0067	0.6%	1.1156
Range
ATR	0.0063	0.0064	0.0000	0.4%	0.0000
Volume	3	0	-3	-100.0%	7

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1199	1.1199	1.1199
R3	1.1199	1.1199	1.1199
R2	1.1199	1.1199	1.1199
R1	1.1199	1.1199	1.1199	1.1199
PP	1.1199	1.1199	1.1199	1.1199
S1	1.1199	1.1199	1.1199	1.1199
S2	1.1199	1.1199	1.1199
S3	1.1199	1.1199	1.1199
S4	1.1199	1.1199	1.1199

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1913	1.1763	1.1281
R3	1.1684	1.1534	1.1218
R2	1.1455	1.1455	1.1197
R1	1.1305	1.1305	1.1176	1.1265
PP	1.1226	1.1226	1.1226	1.1206
S1	1.1076	1.1076	1.1135	1.1036
S2	1.0997	1.0997	1.1114
S3	1.0768	1.0847	1.1093
S4	1.0539	1.0618	1.1030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1375	1.1133	0.0243	2.2%	0.0037	0.3%	27%	False	False	1
10	1.1375	1.1133	0.0243	2.2%	0.0035	0.3%	27%	False	False	1

Crabel Price Patterns
NR	False
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	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.1199
2.618	1.1199
1.618	1.1199
1.000	1.1199
0.618	1.1199
HIGH	1.1199
0.618	1.1199
0.500	1.1199
0.382	1.1199
LOW	1.1199
0.618	1.1199
1.000	1.1199
1.618	1.1199
2.618	1.1199
4.250	1.1199

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	1.1199	1.1193
PP	1.1199	1.1187
S1	1.1199	1.1181

Download as Excel Spreadsheet

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

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