CME Swiss Franc Future June 2022

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Trading Metrics calculated at close of trading on 09-Mar-2022
Day Change Summary Previous Current 08-Mar-2022 09-Mar-2022 Change Change % Previous Week Open 1.0844 1.0800 -0.0044 -0.4% 1.0840 High 1.0855 1.0851 -0.0004 0.0% 1.0967 Low 1.0789 1.0793 0.0004 0.0% 1.0829 Close 1.0805 1.0836 0.0031 0.3% 1.0935 Range 0.0066 0.0058 -0.0008 -12.1% 0.0138 ATR 0.0064 0.0063 0.0000 -0.6% 0.0000 Volume 11,471 28,776 17,305 150.9% 3,446
Daily Pivots for day following 09-Mar-2022 Classic Woodie Camarilla DeMark R4 1.1001 1.0976 1.0868 R3 1.0943 1.0918 1.0852 R2 1.0885 1.0885 1.0847 R1 1.0860 1.0860 1.0841 1.0873 PP 1.0827 1.0827 1.0827 1.0833 S1 1.0802 1.0802 1.0831 1.0815 S2 1.0769 1.0769 1.0825 S3 1.0711 1.0744 1.0820 S4 1.0653 1.0686 1.0804	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% 0.0064 0.6% 27% False False 9,595 10 1.0967 1.0789 0.0178 1.6% 0.0077 0.7% 26% False False 5,014 20 1.0972 1.0789 0.0183 1.7% 0.0060 0.6% 26% False False 2,551 40 1.1045 1.0762 0.0283 2.6% 0.0053 0.5% 26% False False 1,282
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0014 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1098 2.618 1.1003 1.618 1.0945 1.000 1.0909 0.618 1.0887 HIGH 1.0851 0.618 1.0829 0.500 1.0822 0.382 1.0815 LOW 1.0793 0.618 1.0757 1.000 1.0735 1.618 1.0699 2.618 1.0641 4.250 1.0547
Fisher Pivots for day following 09-Mar-2022 Pivot 1 day 3 day R1 1.0831 1.0857 PP 1.0827 1.0850 S1 1.0822 1.0843

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