CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	1.1070	1.1089	0.0019	0.2%	1.0980
High	1.1180	1.1097	-0.0083	-0.7%	1.1090
Low	1.1070	1.1060	-0.0010	-0.1%	1.0860
Close	1.1096	1.1097	0.0002	0.0%	1.0969
Range	0.0110	0.0037	-0.0073	-66.4%	0.0230
ATR	0.0086	0.0082	-0.0003	-4.1%	0.0000
Volume	53	17	-36	-67.9%	81

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1196	1.1183	1.1117
R3	1.1159	1.1146	1.1107
R2	1.1122	1.1122	1.1104
R1	1.1109	1.1109	1.1100	1.1116
PP	1.1085	1.1085	1.1085	1.1088
S1	1.1072	1.1072	1.1094	1.1079
S2	1.1048	1.1048	1.1090
S3	1.1011	1.1035	1.1087
S4	1.0974	1.0998	1.1077

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1663	1.1546	1.1095
R3	1.1433	1.1316	1.1032
R2	1.1203	1.1203	1.1011
R1	1.1086	1.1086	1.0990	1.1029
PP	1.0973	1.0973	1.0973	1.0945
S1	1.0856	1.0856	1.0947	1.0799
S2	1.0743	1.0743	1.0926
S3	1.0513	1.0626	1.0905
S4	1.0283	1.0396	1.0842

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1180	1.0860	0.0320	2.9%	0.0073	0.7%	74%	False	False	27
10	1.1180	1.0820	0.0360	3.2%	0.0075	0.7%	77%	False	False	24
20	1.1180	1.0820	0.0360	3.2%	0.0068	0.6%	77%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1254
2.618	1.1194
1.618	1.1157
1.000	1.1134
0.618	1.1120
HIGH	1.1097
0.618	1.1083
0.500	1.1079
0.382	1.1074
LOW	1.1060
0.618	1.1037
1.000	1.1023
1.618	1.1000
2.618	1.0963
4.250	1.0903

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	1.1091	1.1093
PP	1.1085	1.1089
S1	1.1079	1.1085

Download as Excel Spreadsheet

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

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