CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	1.0766	1.0816	0.0051	0.5%	1.0937
High	1.0832	1.0827	-0.0006	-0.1%	1.0965
Low	1.0738	1.0741	0.0004	0.0%	1.0754
Close	1.0814	1.0760	-0.0055	-0.5%	1.0761
Range	0.0095	0.0086	-0.0009	-9.5%	0.0211
ATR	0.0077	0.0078	0.0001	0.8%	0.0000
Volume	272	698	426	156.6%	143

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1032	1.0981	1.0807
R3	1.0947	1.0896	1.0783
R2	1.0861	1.0861	1.0775
R1	1.0810	1.0810	1.0767	1.0793
PP	1.0776	1.0776	1.0776	1.0767
S1	1.0725	1.0725	1.0752	1.0708
S2	1.0690	1.0690	1.0744
S3	1.0605	1.0639	1.0736
S4	1.0519	1.0554	1.0712

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1458	1.1320	1.0876
R3	1.1247	1.1109	1.0818
R2	1.1037	1.1037	1.0799
R1	1.0899	1.0899	1.0780	1.0863
PP	1.0826	1.0826	1.0826	1.0808
S1	1.0688	1.0688	1.0741	1.0652
S2	1.0616	1.0616	1.0722
S3	1.0405	1.0478	1.0703
S4	1.0195	1.0267	1.0645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0942	1.0738	0.0205	1.9%	0.0082	0.8%	11%	False	False	215
10	1.1080	1.0738	0.0343	3.2%	0.0076	0.7%	6%	False	False	138
20	1.1190	1.0738	0.0453	4.2%	0.0080	0.7%	5%	False	False	85
40	1.1190	1.0738	0.0453	4.2%	0.0074	0.7%	5%	False	False	51

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1190
2.618	1.1050
1.618	1.0965
1.000	1.0912
0.618	1.0879
HIGH	1.0827
0.618	1.0794
0.500	1.0784
0.382	1.0774
LOW	1.0741
0.618	1.0688
1.000	1.0656
1.618	1.0603
2.618	1.0517
4.250	1.0378

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	1.0784	1.0794
PP	1.0776	1.0783
S1	1.0768	1.0771

Download as Excel Spreadsheet

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

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