CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 15-Feb-2023

Day Change Summary
	Previous	Current
	14-Feb-2023	15-Feb-2023	Change	Change %	Previous Week
Open	1.1024	1.0957	-0.0067	-0.6%	1.0940
High	1.1080	1.0992	-0.0089	-0.8%	1.1060
Low	1.0991	1.0937	-0.0054	-0.5%	1.0920
Close	1.0996	1.0962	-0.0035	-0.3%	1.0963
Range	0.0090	0.0055	-0.0035	-39.1%	0.0140
ATR	0.0079	0.0077	-0.0001	-1.8%	0.0000
Volume	84	51	-33	-39.3%	122

Daily Pivots for day following 15-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1127	1.1099	1.0991
R3	1.1072	1.1044	1.0976
R2	1.1018	1.1018	1.0971
R1	1.0990	1.0990	1.0966	1.1004
PP	1.0963	1.0963	1.0963	1.0970
S1	1.0935	1.0935	1.0957	1.0949
S2	1.0909	1.0909	1.0952
S3	1.0854	1.0881	1.0947
S4	1.0800	1.0826	1.0932

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	1.0937	0.0143	1.3%	0.0070	0.6%	17%	False	True	42
10	1.1190	1.0920	0.0270	2.5%	0.0073	0.7%	15%	False	False	37
20	1.1190	1.0920	0.0270	2.5%	0.0067	0.6%	15%	False	False	27
40	1.1190	1.0820	0.0370	3.4%	0.0067	0.6%	38%	False	False	20

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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1223
2.618	1.1134
1.618	1.1080
1.000	1.1046
0.618	1.1025
HIGH	1.0992
0.618	1.0971
0.500	1.0964
0.382	1.0958
LOW	1.0937
0.618	1.0903
1.000	1.0883
1.618	1.0849
2.618	1.0794
4.250	1.0705

Fisher Pivots for day following 15-Feb-2023
Pivot	1 day	3 day
R1	1.0964	1.1009
PP	1.0963	1.0993
S1	1.0962	1.0977

Download as Excel Spreadsheet

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

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