CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	1.1015	1.1065	0.0050	0.5%	1.0990
High	1.1064	1.1065	0.0002	0.0%	1.1180
Low	1.1015	1.1033	0.0018	0.2%	1.0990
Close	1.1064	1.1033	-0.0031	-0.3%	1.1035
Range	0.0049	0.0032	-0.0017	-34.0%	0.0190
ATR	0.0078	0.0074	-0.0003	-4.2%	0.0000
Volume	14	5	-9	-64.3%	129

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1140	1.1118	1.1051
R3	1.1108	1.1086	1.1042
R2	1.1076	1.1076	1.1039
R1	1.1054	1.1054	1.1036	1.1049
PP	1.1044	1.1044	1.1044	1.1041
S1	1.1022	1.1022	1.1030	1.1017
S2	1.1012	1.1012	1.1027
S3	1.0980	1.0990	1.1024
S4	1.0948	1.0958	1.1015

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	1.1110	1.0950	0.0160	1.5%	0.0050	0.5%	52%	False	False	13
10	1.1180	1.0860	0.0320	2.9%	0.0062	0.6%	54%	False	False	20
20	1.1180	1.0820	0.0360	3.3%	0.0068	0.6%	59%	False	False	16

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	True
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1201
2.618	1.1149
1.618	1.1117
1.000	1.1097
0.618	1.1085
HIGH	1.1065
0.618	1.1053
0.500	1.1049
0.382	1.1045
LOW	1.1033
0.618	1.1013
1.000	1.1001
1.618	1.0981
2.618	1.0949
4.250	1.0897

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	1.1049	1.1025
PP	1.1044	1.1016
S1	1.1038	1.1008

Download as Excel Spreadsheet

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

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