CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 23-Mar-2023

Day Change Summary
	Previous	Current
	22-Mar-2023	23-Mar-2023	Change	Change %	Previous Week
Open	1.1165	1.1220	0.0055	0.5%	1.1180
High	1.1210	1.1220	0.0010	0.1%	1.1294
Low	1.1165	1.1191	0.0026	0.2%	1.1052
Close	1.1197	1.1191	-0.0006	-0.1%	1.1098
Range	0.0045	0.0029	-0.0016	-35.6%	0.0242
ATR	0.0065	0.0063	-0.0003	-4.0%	0.0000
Volume	6	1	-5	-83.3%	7

Daily Pivots for day following 23-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1288	1.1268	1.1207
R3	1.1259	1.1239	1.1199
R2	1.1230	1.1230	1.1196
R1	1.1210	1.1210	1.1194	1.1206
PP	1.1201	1.1201	1.1201	1.1198
S1	1.1181	1.1181	1.1188	1.1177
S2	1.1172	1.1172	1.1186
S3	1.1143	1.1152	1.1183
S4	1.1114	1.1123	1.1175

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1872	1.1727	1.1231
R3	1.1631	1.1485	1.1164
R2	1.1389	1.1389	1.1142
R1	1.1244	1.1244	1.1120	1.1196
PP	1.1148	1.1148	1.1148	1.1124
S1	1.1002	1.1002	1.1076	1.0954
S2	1.0906	1.0906	1.1054
S3	1.0665	1.0761	1.1032
S4	1.0423	1.0519	1.0965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1220	1.1068	0.0152	1.4%	0.0016	0.1%	81%	True	False	1
10	1.1294	1.1052	0.0242	2.2%	0.0044	0.4%	58%	False	False	1
20	1.1294	1.0937	0.0357	3.2%	0.0028	0.2%	71%	False	False
40	1.1375	1.0937	0.0439	3.9%	0.0027	0.2%	58%	False	False

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	True
Stretch	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1343
2.618	1.1296
1.618	1.1267
1.000	1.1249
0.618	1.1238
HIGH	1.1220
0.618	1.1209
0.500	1.1206
0.382	1.1202
LOW	1.1191
0.618	1.1173
1.000	1.1162
1.618	1.1144
2.618	1.1115
4.250	1.1068

Fisher Pivots for day following 23-Mar-2023
Pivot	1 day	3 day
R1	1.1206	1.1186
PP	1.1201	1.1181
S1	1.1196	1.1176

Download as Excel Spreadsheet

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

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