CME Swiss Franc Future December 2023

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Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary Previous Current 17-Mar-2023 20-Mar-2023 Change Change % Previous Week Open 1.1098 1.1068 -0.0030 -0.3% 1.1180 High 1.1104 1.1068 -0.0036 -0.3% 1.1294 Low 1.1098 1.1068 -0.0030 -0.3% 1.1052 Close 1.1098 1.1068 -0.0030 -0.3% 1.1098 Range 0.0006 0.0000 -0.0006 -100.0% 0.0242 ATR 0.0067 0.0064 -0.0003 -3.9% 0.0000 Volume
Daily Pivots for day following 20-Mar-2023 Classic Woodie Camarilla DeMark R4 1.1068 1.1068 1.1068 R3 1.1068 1.1068 1.1068 R2 1.1068 1.1068 1.1068 R1 1.1068 1.1068 1.1068 1.1068 PP 1.1068 1.1068 1.1068 1.1068 S1 1.1068 1.1068 1.1068 1.1068 S2 1.1068 1.1068 1.1068 S3 1.1068 1.1068 1.1068 S4 1.1068 1.1068 1.1068	Weekly Pivots for week ending 17-Mar-2023 Classic Woodie Camarilla DeMark R4 1.1872 1.1727 1.1231 R3 1.1631 1.1485 1.1164 R2 1.1389 1.1389 1.1142 R1 1.1244 1.1244 1.1120 1.1196 PP 1.1148 1.1148 1.1148 1.1124 S1 1.1002 1.1002 1.1076 1.0954 S2 1.0906 1.0906 1.1054 S3 1.0665 1.0761 1.1032 S4 1.0423 1.0519 1.0965
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1254 1.1052 0.0202 1.8% 0.0031 0.3% 8% False False 10 1.1294 1.0937 0.0357 3.2% 0.0037 0.3% 37% False False 20 1.1294 1.0937 0.0357 3.2% 0.0025 0.2% 37% False False 40 1.1375 1.0937 0.0439 4.0% 0.0027 0.2% 30% False False
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 False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1068 2.618 1.1068 1.618 1.1068 1.000 1.1068 0.618 1.1068 HIGH 1.1068 0.618 1.1068 0.500 1.1068 0.382 1.1068 LOW 1.1068 0.618 1.1068 1.000 1.1068 1.618 1.1068 2.618 1.1068 4.250 1.1068
Fisher Pivots for day following 20-Mar-2023 Pivot 1 day 3 day R1 1.1068 1.1081 PP 1.1068 1.1076 S1 1.1068 1.1072

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