CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	1.1070	1.1190	0.0120	1.1%	1.1000
High	1.1180	1.1190	0.0010	0.1%	1.1065
Low	1.1070	1.1101	0.0031	0.3%	1.0950
Close	1.1152	1.1101	-0.0051	-0.5%	1.1016
Range	0.0110	0.0089	-0.0021	-19.1%	0.0115
ATR	0.0079	0.0080	0.0001	0.9%	0.0000
Volume	34	22	-12	-35.3%	49

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1398	1.1338	1.1150
R3	1.1309	1.1249	1.1125
R2	1.1220	1.1220	1.1117
R1	1.1160	1.1160	1.1109	1.1146
PP	1.1131	1.1131	1.1131	1.1123
S1	1.1071	1.1071	1.1093	1.1057
S2	1.1042	1.1042	1.1085
S3	1.0953	1.0982	1.1077
S4	1.0864	1.0893	1.1052

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	1.1190	1.0930	0.0260	2.3%	0.0082	0.7%	66%	True	False	22
10	1.1190	1.0930	0.0260	2.3%	0.0066	0.6%	66%	True	False	17
20	1.1190	1.0820	0.0370	3.3%	0.0070	0.6%	76%	True	False	21

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	1.1568
2.618	1.1423
1.618	1.1334
1.000	1.1279
0.618	1.1245
HIGH	1.1190
0.618	1.1156
0.500	1.1146
0.382	1.1135
LOW	1.1101
0.618	1.1046
1.000	1.1012
1.618	1.0957
2.618	1.0868
4.250	1.0723

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	1.1146	1.1087
PP	1.1131	1.1074
S1	1.1116	1.1060

Download as Excel Spreadsheet

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

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