CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	1.1212	1.1230	0.0018	0.2%	1.1195
High	1.1222	1.1230	0.0008	0.1%	1.1230
Low	1.1212	1.1168	-0.0045	-0.4%	1.1137
Close	1.1222	1.1217	-0.0005	0.0%	1.1217
Range	0.0010	0.0063	0.0053	525.0%	0.0093
ATR	0.0059	0.0059	0.0000	0.5%	0.0000
Volume	1	2	1	100.0%	5

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1392	1.1367	1.1251
R3	1.1330	1.1305	1.1234
R2	1.1267	1.1267	1.1228
R1	1.1242	1.1242	1.1223	1.1224
PP	1.1205	1.1205	1.1205	1.1196
S1	1.1180	1.1180	1.1211	1.1161
S2	1.1142	1.1142	1.1206
S3	1.1080	1.1117	1.1200
S4	1.1017	1.1055	1.1183

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1474	1.1438	1.1268
R3	1.1381	1.1345	1.1243
R2	1.1288	1.1288	1.1234
R1	1.1252	1.1252	1.1226	1.1270
PP	1.1195	1.1195	1.1195	1.1204
S1	1.1159	1.1159	1.1208	1.1177
S2	1.1102	1.1102	1.1200
S3	1.1009	1.1066	1.1191
S4	1.0916	1.0973	1.1166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1230	1.1137	0.0093	0.8%	0.0019	0.2%	86%	True	False	1
10	1.1230	1.1068	0.0162	1.4%	0.0020	0.2%	92%	True	False	1
20	1.1294	1.0937	0.0357	3.2%	0.0028	0.3%	79%	False	False	1
40	1.1294	1.0937	0.0357	3.2%	0.0025	0.2%	79%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1496
2.618	1.1394
1.618	1.1331
1.000	1.1293
0.618	1.1269
HIGH	1.1230
0.618	1.1206
0.500	1.1199
0.382	1.1191
LOW	1.1168
0.618	1.1129
1.000	1.1105
1.618	1.1066
2.618	1.1004
4.250	1.0902

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	1.1211	1.1206
PP	1.1205	1.1195
S1	1.1199	1.1184

Download as Excel Spreadsheet

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

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