CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 23-Feb-2023

Day Change Summary
	Previous	Current
	22-Feb-2023	23-Feb-2023	Change	Change %	Previous Week
Open	1.0927	1.0890	-0.0037	-0.3%	1.0947
High	1.0942	1.0890	-0.0052	-0.5%	1.1080
Low	1.0868	1.0830	-0.0038	-0.3%	1.0853
Close	1.0868	1.0840	-0.0028	-0.3%	1.0952
Range	0.0075	0.0060	-0.0015	-19.5%	0.0228
ATR	0.0075	0.0074	-0.0001	-1.4%	0.0000
Volume	22	44	22	100.0%	323

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1033	1.0996	1.0873
R3	1.0973	1.0936	1.0856
R2	1.0913	1.0913	1.0851
R1	1.0876	1.0876	1.0845	1.0865
PP	1.0853	1.0853	1.0853	1.0847
S1	1.0816	1.0816	1.0834	1.0805
S2	1.0793	1.0793	1.0829
S3	1.0733	1.0756	1.0823
S4	1.0673	1.0696	1.0807

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	1.0979	1.0830	0.0149	1.4%	0.0068	0.6%	6%	False	True	48
10	1.1080	1.0830	0.0250	2.3%	0.0069	0.6%	4%	False	True	45
20	1.1190	1.0830	0.0360	3.3%	0.0071	0.7%	3%	False	True	35
40	1.1190	1.0820	0.0370	3.4%	0.0069	0.6%	5%	False	False	26

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	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1145
2.618	1.1047
1.618	1.0987
1.000	1.0950
0.618	1.0927
HIGH	1.0890
0.618	1.0867
0.500	1.0860
0.382	1.0853
LOW	1.0830
0.618	1.0793
1.000	1.0770
1.618	1.0733
2.618	1.0673
4.250	1.0575

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	1.0860	1.0897
PP	1.0853	1.0878
S1	1.0846	1.0859

Download as Excel Spreadsheet

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

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