CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	1.1220	1.1144	-0.0076	-0.7%	1.1068
High	1.1220	1.1144	-0.0076	-0.7%	1.1220
Low	1.1191	1.1119	-0.0073	-0.6%	1.1068
Close	1.1191	1.1144	-0.0047	-0.4%	1.1144
Range	0.0029	0.0026	-0.0004	-12.1%	0.0152
ATR	0.0063	0.0063	0.0001	1.1%	0.0000
Volume	1	0	-1	-100.0%	7

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1212	1.1204	1.1158
R3	1.1187	1.1178	1.1151
R2	1.1161	1.1161	1.1149
R1	1.1153	1.1153	1.1146	1.1157
PP	1.1136	1.1136	1.1136	1.1138
S1	1.1127	1.1127	1.1142	1.1131
S2	1.1110	1.1110	1.1139
S3	1.1085	1.1102	1.1137
S4	1.1059	1.1076	1.1130

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1600	1.1524	1.1228
R3	1.1448	1.1372	1.1186
R2	1.1296	1.1296	1.1172
R1	1.1220	1.1220	1.1158	1.1258
PP	1.1144	1.1144	1.1144	1.1163
S1	1.1068	1.1068	1.1130	1.1106
S2	1.0992	1.0992	1.1116
S3	1.0840	1.0916	1.1102
S4	1.0688	1.0764	1.1060

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%	0.0020	0.2%	50%	False	False	1
10	1.1294	1.1052	0.0242	2.2%	0.0037	0.3%	38%	False	False	1
20	1.1294	1.0937	0.0357	3.2%	0.0025	0.2%	58%	False	False
40	1.1375	1.0937	0.0439	3.9%	0.0027	0.2%	47%	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	False
Stretch	0.0000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1252
2.618	1.1211
1.618	1.1185
1.000	1.1170
0.618	1.1160
HIGH	1.1144
0.618	1.1134
0.500	1.1131
0.382	1.1128
LOW	1.1119
0.618	1.1103
1.000	1.1093
1.618	1.1077
2.618	1.1052
4.250	1.1010

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	1.1140	1.1169
PP	1.1136	1.1161
S1	1.1131	1.1152

Download as Excel Spreadsheet

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

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