CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 07-Mar-2023

Day Change Summary
	Previous	Current
	06-Mar-2023	07-Mar-2023	Change	Change %	Previous Week
Open	1.0799	1.0855	0.0056	0.5%	1.0766
High	1.0863	1.0884	0.0022	0.2%	1.0832
Low	1.0791	1.0730	-0.0061	-0.6%	1.0716
Close	1.0844	1.0737	-0.0107	-1.0%	1.0803
Range	0.0072	0.0155	0.0083	114.6%	0.0116
ATR	0.0075	0.0081	0.0006	7.5%	0.0000
Volume	9,916	15,602	5,686	57.3%	3,839

Daily Pivots for day following 07-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1247	1.1147	1.0822
R3	1.1093	1.0992	1.0779
R2	1.0938	1.0938	1.0765
R1	1.0838	1.0838	1.0751	1.0811
PP	1.0784	1.0784	1.0784	1.0770
S1	1.0683	1.0683	1.0723	1.0656
S2	1.0629	1.0629	1.0709
S3	1.0475	1.0529	1.0695
S4	1.0320	1.0374	1.0652

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1132	1.1083	1.0866
R3	1.1016	1.0967	1.0834
R2	1.0900	1.0900	1.0824
R1	1.0851	1.0851	1.0813	1.0875
PP	1.0784	1.0784	1.0784	1.0796
S1	1.0735	1.0735	1.0792	1.0759
S2	1.0668	1.0668	1.0781
S3	1.0552	1.0619	1.0771
S4	1.0436	1.0503	1.0739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0884	1.0716	0.0168	1.6%	0.0086	0.8%	13%	True	False	5,677
10	1.0942	1.0716	0.0226	2.1%	0.0084	0.8%	9%	False	False	2,946
20	1.1080	1.0716	0.0364	3.4%	0.0074	0.7%	6%	False	False	1,495
40	1.1190	1.0716	0.0474	4.4%	0.0073	0.7%	4%	False	False	758

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.1541
2.618	1.1288
1.618	1.1134
1.000	1.1039
0.618	1.0979
HIGH	1.0884
0.618	1.0825
0.500	1.0807
0.382	1.0789
LOW	1.0730
0.618	1.0634
1.000	1.0575
1.618	1.0480
2.618	1.0325
4.250	1.0073

Fisher Pivots for day following 07-Mar-2023
Pivot	1 day	3 day
R1	1.0807	1.0807
PP	1.0784	1.0784
S1	1.0760	1.0760

Download as Excel Spreadsheet

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

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