CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 22-Feb-2023

Day Change Summary
	Previous	Current
	21-Feb-2023	22-Feb-2023	Change	Change %	Previous Week
Open	1.0937	1.0927	-0.0011	-0.1%	1.0947
High	1.0965	1.0942	-0.0023	-0.2%	1.1080
Low	1.0917	1.0868	-0.0050	-0.5%	1.0853
Close	1.0917	1.0868	-0.0050	-0.5%	1.0952
Range	0.0048	0.0075	0.0027	56.8%	0.0228
ATR	0.0075	0.0075	0.0000	-0.1%	0.0000
Volume	37	22	-15	-40.5%	323

Daily Pivots for day following 22-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1116	1.1066	1.0908
R3	1.1041	1.0992	1.0888
R2	1.0967	1.0967	1.0881
R1	1.0917	1.0917	1.0874	1.0905
PP	1.0892	1.0892	1.0892	1.0886
S1	1.0843	1.0843	1.0861	1.0830
S2	1.0818	1.0818	1.0854
S3	1.0743	1.0768	1.0847
S4	1.0669	1.0694	1.0827

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	1.0992	1.0853	0.0139	1.3%	0.0066	0.6%	11%	False	False	50
10	1.1080	1.0853	0.0228	2.1%	0.0066	0.6%	7%	False	False	43
20	1.1190	1.0853	0.0338	3.1%	0.0070	0.6%	4%	False	False	33
40	1.1190	1.0820	0.0370	3.4%	0.0069	0.6%	13%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1259
2.618	1.1137
1.618	1.1063
1.000	1.1017
0.618	1.0988
HIGH	1.0942
0.618	1.0914
0.500	1.0905
0.382	1.0896
LOW	1.0868
0.618	1.0821
1.000	1.0793
1.618	1.0747
2.618	1.0672
4.250	1.0551

Fisher Pivots for day following 22-Feb-2023
Pivot	1 day	3 day
R1	1.0905	1.0909
PP	1.0892	1.0895
S1	1.0880	1.0881

Download as Excel Spreadsheet

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

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