CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	1.1254	1.1200	-0.0054	-0.5%	1.1039
High	1.1254	1.1200	-0.0054	-0.5%	1.1203
Low	1.1254	1.1052	-0.0202	-1.8%	1.0937
Close	1.1254	1.1070	-0.0185	-1.6%	1.1170
Range	0.0000	0.0148	0.0148		0.0267
ATR	0.0063	0.0073	0.0010	15.7%	0.0000
Volume	0	3	3		2

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1551	1.1458	1.1151
R3	1.1403	1.1310	1.1110
R2	1.1255	1.1255	1.1097
R1	1.1162	1.1162	1.1083	1.1135
PP	1.1107	1.1107	1.1107	1.1093
S1	1.1014	1.1014	1.1056	1.0987
S2	1.0959	1.0959	1.1042
S3	1.0811	1.0866	1.1029
S4	1.0663	1.0718	1.0988

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1903	1.1803	1.1317
R3	1.1636	1.1536	1.1243
R2	1.1370	1.1370	1.1219
R1	1.1270	1.1270	1.1194	1.1320
PP	1.1103	1.1103	1.1103	1.1128
S1	1.1003	1.1003	1.1146	1.1053
S2	1.0837	1.0837	1.1121
S3	1.0570	1.0737	1.1097
S4	1.0304	1.0470	1.1023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1294	1.0987	0.0307	2.8%	0.0073	0.7%	27%	False	False	1
10	1.1294	1.0937	0.0357	3.2%	0.0039	0.4%	37%	False	False	1
20	1.1294	1.0937	0.0357	3.2%	0.0029	0.3%	37%	False	False
40	1.1375	1.0937	0.0439	4.0%	0.0030	0.3%	30%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1.1829
2.618	1.1587
1.618	1.1439
1.000	1.1348
0.618	1.1291
HIGH	1.1200
0.618	1.1143
0.500	1.1126
0.382	1.1109
LOW	1.1052
0.618	1.0961
1.000	1.0904
1.618	1.0813
2.618	1.0665
4.250	1.0423

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	1.1126	1.1173
PP	1.1107	1.1138
S1	1.1088	1.1104

Download as Excel Spreadsheet

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

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