CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	1.1065	1.1015	-0.0050	-0.5%	1.1000
High	1.1065	1.1039	-0.0026	-0.2%	1.1065
Low	1.1033	1.0988	-0.0046	-0.4%	1.0950
Close	1.1033	1.1016	-0.0017	-0.2%	1.1016
Range	0.0032	0.0052	0.0020	60.9%	0.0115
ATR	0.0074	0.0073	-0.0002	-2.2%	0.0000
Volume	5	3	-2	-40.0%	49

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1169	1.1144	1.1044
R3	1.1117	1.1092	1.1030
R2	1.1066	1.1066	1.1025
R1	1.1041	1.1041	1.1021	1.1053
PP	1.1014	1.1014	1.1014	1.1020
S1	1.0989	1.0989	1.1011	1.1002
S2	1.0963	1.0963	1.1007
S3	1.0911	1.0938	1.1002
S4	1.0860	1.0886	1.0988

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1355	1.1301	1.1079
R3	1.1240	1.1186	1.1048
R2	1.1125	1.1125	1.1037
R1	1.1071	1.1071	1.1027	1.1098
PP	1.1010	1.1010	1.1010	1.1024
S1	1.0956	1.0956	1.1005	1.0983
S2	1.0895	1.0895	1.0995
S3	1.0780	1.0841	1.0984
S4	1.0665	1.0726	1.0953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1065	1.0950	0.0115	1.0%	0.0039	0.4%	57%	False	False	9
10	1.1180	1.0918	0.0263	2.4%	0.0058	0.5%	38%	False	False	18
20	1.1180	1.0820	0.0360	3.3%	0.0071	0.6%	54%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1258
2.618	1.1174
1.618	1.1122
1.000	1.1091
0.618	1.1071
HIGH	1.1039
0.618	1.1019
0.500	1.1013
0.382	1.1007
LOW	1.0988
0.618	1.0956
1.000	1.0936
1.618	1.0904
2.618	1.0853
4.250	1.0769

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	1.1015	1.1026
PP	1.1014	1.1023
S1	1.1013	1.1019

Download as Excel Spreadsheet

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

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