CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 01-Mar-2023

Day Change Summary
	Previous	Current
	28-Feb-2023	01-Mar-2023	Change	Change %	Previous Week
Open	1.0816	1.0741	-0.0076	-0.7%	1.0937
High	1.0827	1.0814	-0.0013	-0.1%	1.0965
Low	1.0741	1.0734	-0.0007	-0.1%	1.0754
Close	1.0760	1.0761	0.0001	0.0%	1.0761
Range	0.0086	0.0080	-0.0006	-6.4%	0.0211
ATR	0.0078	0.0078	0.0000	0.2%	0.0000
Volume	698	748	50	7.2%	143

Daily Pivots for day following 01-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1010	1.0965	1.0805
R3	1.0930	1.0885	1.0783
R2	1.0850	1.0850	1.0775
R1	1.0805	1.0805	1.0768	1.0827
PP	1.0770	1.0770	1.0770	1.0781
S1	1.0725	1.0725	1.0753	1.0747
S2	1.0690	1.0690	1.0746
S3	1.0610	1.0645	1.0739
S4	1.0530	1.0565	1.0717

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	1.0890	1.0734	0.0156	1.4%	0.0083	0.8%	17%	False	True	360
10	1.0992	1.0734	0.0258	2.4%	0.0075	0.7%	10%	False	True	205
20	1.1190	1.0734	0.0456	4.2%	0.0077	0.7%	6%	False	True	120
40	1.1190	1.0734	0.0456	4.2%	0.0074	0.7%	6%	False	True	69

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1154
2.618	1.1023
1.618	1.0943
1.000	1.0894
0.618	1.0863
HIGH	1.0814
0.618	1.0783
0.500	1.0774
0.382	1.0765
LOW	1.0734
0.618	1.0685
1.000	1.0654
1.618	1.0605
2.618	1.0525
4.250	1.0394

Fisher Pivots for day following 01-Mar-2023
Pivot	1 day	3 day
R1	1.0774	1.0783
PP	1.0770	1.0776
S1	1.0765	1.0768

Download as Excel Spreadsheet

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

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