CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	1.0971	1.1070	0.0100	0.9%	1.1000
High	1.1080	1.1180	0.0100	0.9%	1.1065
Low	1.0930	1.1070	0.0140	1.3%	1.0950
Close	1.1077	1.1152	0.0075	0.7%	1.1016
Range	0.0150	0.0110	-0.0040	-26.7%	0.0115
ATR	0.0077	0.0079	0.0002	3.1%	0.0000
Volume	50	34	-16	-32.0%	49

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1464	1.1418	1.1212
R3	1.1354	1.1308	1.1182
R2	1.1244	1.1244	1.1172
R1	1.1198	1.1198	1.1162	1.1221
PP	1.1134	1.1134	1.1134	1.1145
S1	1.1088	1.1088	1.1141	1.1111
S2	1.1024	1.1024	1.1131
S3	1.0914	1.0978	1.1121
S4	1.0804	1.0868	1.1091

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	1.1180	1.0930	0.0250	2.2%	0.0070	0.6%	89%	True	False	19
10	1.1180	1.0930	0.0250	2.2%	0.0061	0.5%	89%	True	False	17
20	1.1180	1.0820	0.0360	3.2%	0.0068	0.6%	92%	True	False	20

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	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1648
2.618	1.1468
1.618	1.1358
1.000	1.1290
0.618	1.1248
HIGH	1.1180
0.618	1.1138
0.500	1.1125
0.382	1.1112
LOW	1.1070
0.618	1.1002
1.000	1.0960
1.618	1.0892
2.618	1.0782
4.250	1.0603

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	1.1143	1.1119
PP	1.1134	1.1087
S1	1.1125	1.1055

Download as Excel Spreadsheet

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

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