CME Swiss Franc Future June 2022

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Trading Metrics calculated at close of trading on 08-Mar-2022
Day Change Summary Previous Current 07-Mar-2022 08-Mar-2022 Change Change % Previous Week Open 1.0924 1.0844 -0.0080 -0.7% 1.0840 High 1.0924 1.0855 -0.0069 -0.6% 1.0967 Low 1.0830 1.0789 -0.0041 -0.4% 1.0829 Close 1.0846 1.0805 -0.0041 -0.4% 1.0935 Range 0.0094 0.0066 -0.0028 -29.8% 0.0138 ATR 0.0063 0.0064 0.0000 0.3% 0.0000 Volume 6,303 11,471 5,168 82.0% 3,446
Daily Pivots for day following 08-Mar-2022 Classic Woodie Camarilla DeMark R4 1.1014 1.0976 1.0841 R3 1.0948 1.0910 1.0823 R2 1.0882 1.0882 1.0817 R1 1.0844 1.0844 1.0811 1.0830 PP 1.0816 1.0816 1.0816 1.0810 S1 1.0778 1.0778 1.0799 1.0764 S2 1.0750 1.0750 1.0793 S3 1.0684 1.0712 1.0787 S4 1.0618 1.0646 1.0769	Weekly Pivots for week ending 04-Mar-2022 Classic Woodie Camarilla DeMark R4 1.1324 1.1268 1.1011 R3 1.1186 1.1130 1.0973 R2 1.1048 1.1048 1.0960 R1 1.0992 1.0992 1.0948 1.1020 PP 1.0910 1.0910 1.0910 1.0925 S1 1.0854 1.0854 1.0922 1.0882 S2 1.0772 1.0772 1.0910 S3 1.0634 1.0716 1.0897 S4 1.0496 1.0578 1.0859
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0961 1.0789 0.0172 1.6% 0.0069 0.6% 9% False True 4,005 10 1.0967 1.0789 0.0178 1.6% 0.0077 0.7% 9% False True 2,137 20 1.0972 1.0789 0.0183 1.7% 0.0059 0.5% 9% False True 1,113 40 1.1045 1.0762 0.0283 2.6% 0.0053 0.5% 15% False False 562
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 0.0015 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1136 2.618 1.1028 1.618 1.0962 1.000 1.0921 0.618 1.0896 HIGH 1.0855 0.618 1.0830 0.500 1.0822 0.382 1.0814 LOW 1.0789 0.618 1.0748 1.000 1.0723 1.618 1.0682 2.618 1.0616 4.250 1.0509
Fisher Pivots for day following 08-Mar-2022 Pivot 1 day 3 day R1 1.0822 1.0875 PP 1.0816 1.0852 S1 1.0811 1.0828

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