CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 14-Feb-2023

Day Change Summary
	Previous	Current
	13-Feb-2023	14-Feb-2023	Change	Change %	Previous Week
Open	1.0947	1.1024	0.0077	0.7%	1.0940
High	1.1017	1.1080	0.0063	0.6%	1.1060
Low	1.0945	1.0991	0.0046	0.4%	1.0920
Close	1.1013	1.0996	-0.0017	-0.2%	1.0963
Range	0.0072	0.0090	0.0018	24.3%	0.0140
ATR	0.0078	0.0079	0.0001	1.1%	0.0000
Volume	48	84	36	75.0%	122

Daily Pivots for day following 14-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1291	1.1233	1.1045
R3	1.1201	1.1143	1.1021
R2	1.1112	1.1112	1.1012
R1	1.1054	1.1054	1.1004	1.1038
PP	1.1022	1.1022	1.1022	1.1014
S1	1.0964	1.0964	1.0988	1.0949
S2	1.0933	1.0933	1.0980
S3	1.0843	1.0875	1.0971
S4	1.0754	1.0785	1.0947

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1401	1.1322	1.1040
R3	1.1261	1.1182	1.1001
R2	1.1121	1.1121	1.0988
R1	1.1042	1.1042	1.0975	1.1081
PP	1.0981	1.0981	1.0981	1.1001
S1	1.0902	1.0902	1.0950	1.0941
S2	1.0841	1.0841	1.0937
S3	1.0701	1.0762	1.0924
S4	1.0561	1.0622	1.0886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1080	1.0945	0.0135	1.2%	0.0066	0.6%	38%	True	False	36
10	1.1190	1.0920	0.0270	2.5%	0.0079	0.7%	28%	False	False	35
20	1.1190	1.0920	0.0270	2.5%	0.0070	0.6%	28%	False	False	27
40	1.1190	1.0820	0.0370	3.4%	0.0067	0.6%	48%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1460
2.618	1.1314
1.618	1.1225
1.000	1.1170
0.618	1.1135
HIGH	1.1080
0.618	1.1046
0.500	1.1035
0.382	1.1025
LOW	1.0991
0.618	1.0935
1.000	1.0901
1.618	1.0846
2.618	1.0756
4.250	1.0610

Fisher Pivots for day following 14-Feb-2023
Pivot	1 day	3 day
R1	1.1035	1.1013
PP	1.1022	1.1007
S1	1.1009	1.1002

Download as Excel Spreadsheet

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

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