CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	1.1080	1.1000	-0.0080	-0.7%	1.0990
High	1.1110	1.1006	-0.0104	-0.9%	1.1180
Low	1.1004	1.1000	-0.0004	0.0%	1.0990
Close	1.1035	1.1006	-0.0029	-0.3%	1.1035
Range	0.0107	0.0006	-0.0101	-94.4%	0.0190
ATR	0.0084	0.0081	-0.0004	-4.2%	0.0000
Volume	19	3	-16	-84.2%	129

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1022	1.1020	1.1009
R3	1.1016	1.1014	1.1008
R2	1.1010	1.1010	1.1007
R1	1.1008	1.1008	1.1007	1.1009
PP	1.1004	1.1004	1.1004	1.1005
S1	1.1002	1.1002	1.1005	1.1003
S2	1.0998	1.0998	1.1005
S3	1.0992	1.0996	1.1004
S4	1.0986	1.0990	1.1003

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1638	1.1526	1.1139
R3	1.1448	1.1336	1.1087
R2	1.1258	1.1258	1.1069
R1	1.1146	1.1146	1.1052	1.1202
PP	1.1068	1.1068	1.1068	1.1096
S1	1.0956	1.0956	1.1017	1.1012
S2	1.0878	1.0878	1.1000
S3	1.0688	1.0766	1.0982
S4	1.0498	1.0576	1.0930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1180	1.0990	0.0190	1.7%	0.0066	0.6%	8%	False	False	26
10	1.1180	1.0860	0.0320	2.9%	0.0070	0.6%	46%	False	False	21
20	1.1180	1.0820	0.0360	3.3%	0.0069	0.6%	52%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1032
2.618	1.1022
1.618	1.1016
1.000	1.1012
0.618	1.1010
HIGH	1.1006
0.618	1.1004
0.500	1.1003
0.382	1.1002
LOW	1.1000
0.618	1.0996
1.000	1.0994
1.618	1.0990
2.618	1.0984
4.250	1.0975

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	1.1005	1.1055
PP	1.1004	1.1039
S1	1.1003	1.1022

Download as Excel Spreadsheet

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

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