CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	1.1015	1.0970	-0.0045	-0.4%	1.1000
High	1.1039	1.0970	-0.0069	-0.6%	1.1065
Low	1.0988	1.0963	-0.0025	-0.2%	1.0950
Close	1.1016	1.0963	-0.0054	-0.5%	1.1016
Range	0.0052	0.0008	-0.0044	-85.4%	0.0115
ATR	0.0073	0.0071	-0.0001	-1.9%	0.0000
Volume	3	4	1	33.3%	49

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.0988	1.0983	1.0967
R3	1.0980	1.0975	1.0965
R2	1.0973	1.0973	1.0964
R1	1.0968	1.0968	1.0963	1.0966
PP	1.0965	1.0965	1.0965	1.0964
S1	1.0960	1.0960	1.0962	1.0959
S2	1.0958	1.0958	1.0961
S3	1.0950	1.0953	1.0960
S4	1.0943	1.0945	1.0958

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%	11%	False	False	10
10	1.1180	1.0950	0.0230	2.1%	0.0053	0.5%	5%	False	False	18
20	1.1180	1.0820	0.0360	3.3%	0.0067	0.6%	40%	False	False	16

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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1002
2.618	1.0990
1.618	1.0982
1.000	1.0978
0.618	1.0975
HIGH	1.0970
0.618	1.0967
0.500	1.0966
0.382	1.0965
LOW	1.0963
0.618	1.0958
1.000	1.0955
1.618	1.0950
2.618	1.0943
4.250	1.0931

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	1.0966	1.1014
PP	1.0965	1.0997
S1	1.0964	1.0980

Download as Excel Spreadsheet

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

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