CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 21-Feb-2023

Day Change Summary
	Previous	Current
	17-Feb-2023	21-Feb-2023	Change	Change %	Previous Week
Open	1.0920	1.0937	0.0017	0.2%	1.0947
High	1.0959	1.0965	0.0006	0.1%	1.1080
Low	1.0853	1.0917	0.0065	0.6%	1.0853
Close	1.0952	1.0917	-0.0035	-0.3%	1.0952
Range	0.0107	0.0048	-0.0059	-55.4%	0.0228
ATR	0.0077	0.0075	-0.0002	-2.8%	0.0000
Volume	106	37	-69	-65.1%	323

Daily Pivots for day following 21-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1075	1.1044	1.0943
R3	1.1028	1.0996	1.0930
R2	1.0980	1.0980	1.0926
R1	1.0949	1.0949	1.0921	1.0941
PP	1.0933	1.0933	1.0933	1.0929
S1	1.0901	1.0901	1.0913	1.0893
S2	1.0885	1.0885	1.0908
S3	1.0838	1.0854	1.0904
S4	1.0790	1.0806	1.0891

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1644	1.1525	1.1077
R3	1.1416	1.1298	1.1014
R2	1.1189	1.1189	1.0993
R1	1.1070	1.1070	1.0972	1.1130
PP	1.0961	1.0961	1.0961	1.0991
S1	1.0843	1.0843	1.0931	1.0902
S2	1.0734	1.0734	1.0910
S3	1.0506	1.0615	1.0889
S4	1.0279	1.0388	1.0826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1080	1.0853	0.0228	2.1%	0.0069	0.6%	28%	False	False	62
10	1.1080	1.0853	0.0228	2.1%	0.0063	0.6%	28%	False	False	44
20	1.1190	1.0853	0.0338	3.1%	0.0070	0.6%	19%	False	False	34
40	1.1190	1.0820	0.0370	3.4%	0.0069	0.6%	26%	False	False	24

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1166
2.618	1.1089
1.618	1.1041
1.000	1.1012
0.618	1.0994
HIGH	1.0965
0.618	1.0946
0.500	1.0941
0.382	1.0935
LOW	1.0917
0.618	1.0888
1.000	1.0870
1.618	1.0840
2.618	1.0793
4.250	1.0715

Fisher Pivots for day following 21-Feb-2023
Pivot	1 day	3 day
R1	1.0941	1.0917
PP	1.0933	1.0916
S1	1.0925	1.0916

Download as Excel Spreadsheet

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

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