CME Swiss Franc Future June 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	1.0837	1.0994	0.0157	1.4%	1.0799
High	1.1021	1.1153	0.0132	1.2%	1.1021
Low	1.0827	1.0986	0.0160	1.5%	1.0714
Close	1.0975	1.1107	0.0132	1.2%	1.0975
Range	0.0194	0.0167	-0.0028	-14.2%	0.0307
ATR	0.0091	0.0098	0.0006	6.7%	0.0000
Volume	39,684	37,153	-2,531	-6.4%	112,745

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1581	1.1510	1.1198
R3	1.1415	1.1344	1.1152
R2	1.1248	1.1248	1.1137
R1	1.1177	1.1177	1.1122	1.1213
PP	1.1082	1.1082	1.1082	1.1099
S1	1.1011	1.1011	1.1091	1.1046
S2	1.0915	1.0915	1.1076
S3	1.0749	1.0844	1.1061
S4	1.0582	1.0678	1.1015

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	1.1153	1.0714	0.0439	3.9%	0.0135	1.2%	90%	True	False	27,996
10	1.1153	1.0714	0.0439	3.9%	0.0103	0.9%	90%	True	False	15,346
20	1.1153	1.0714	0.0439	3.9%	0.0089	0.8%	90%	True	False	7,710
40	1.1190	1.0714	0.0476	4.3%	0.0079	0.7%	82%	False	False	3,866

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1860
2.618	1.1588
1.618	1.1422
1.000	1.1319
0.618	1.1255
HIGH	1.1153
0.618	1.1089
0.500	1.1069
0.382	1.1050
LOW	1.0986
0.618	1.0883
1.000	1.0820
1.618	1.0717
2.618	1.0550
4.250	1.0278

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	1.1094	1.1052
PP	1.1082	1.0998
S1	1.1069	1.0944

Download as Excel Spreadsheet

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

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