CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	1.0739	1.0837	0.0098	0.9%	1.0799
High	1.0840	1.1021	0.0181	1.7%	1.1021
Low	1.0735	1.0827	0.0092	0.9%	1.0714
Close	1.0793	1.0975	0.0182	1.7%	1.0975
Range	0.0105	0.0194	0.0089	84.8%	0.0307
ATR	0.0081	0.0091	0.0010	12.9%	0.0000
Volume	27,542	39,684	12,142	44.1%	112,745

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1523	1.1443	1.1082
R3	1.1329	1.1249	1.1028
R2	1.1135	1.1135	1.1011
R1	1.1055	1.1055	1.0993	1.1095
PP	1.0941	1.0941	1.0941	1.0961
S1	1.0861	1.0861	1.0957	1.0901
S2	1.0747	1.0747	1.0939
S3	1.0553	1.0667	1.0922
S4	1.0359	1.0473	1.0868

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1823	1.1705	1.1144
R3	1.1516	1.1399	1.1059
R2	1.1210	1.1210	1.1031
R1	1.1092	1.1092	1.1003	1.1151
PP	1.0903	1.0903	1.0903	1.0933
S1	1.0786	1.0786	1.0947	1.0845
S2	1.0597	1.0597	1.0919
S3	1.0290	1.0479	1.0891
S4	0.9984	1.0173	1.0806

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1021	1.0714	0.0307	2.8%	0.0116	1.1%	85%	True	False	22,549
10	1.1021	1.0714	0.0307	2.8%	0.0096	0.9%	85%	True	False	11,658
20	1.1080	1.0714	0.0366	3.3%	0.0084	0.8%	71%	False	False	5,852
40	1.1190	1.0714	0.0476	4.3%	0.0077	0.7%	55%	False	False	2,938

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.1845
2.618	1.1528
1.618	1.1334
1.000	1.1215
0.618	1.1140
HIGH	1.1021
0.618	1.0946
0.500	1.0924
0.382	1.0901
LOW	1.0827
0.618	1.0707
1.000	1.0633
1.618	1.0513
2.618	1.0319
4.250	1.0002

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	1.0958	1.0939
PP	1.0941	1.0903
S1	1.0924	1.0867

Download as Excel Spreadsheet

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

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