CME Swiss Franc Future March 2023

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Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary Previous Current 28-Sep-2022 29-Sep-2022 Change Change % Previous Week Open 1.0236 1.0391 0.0155 1.5% 1.0483 High 1.0423 1.0391 -0.0032 -0.3% 1.0558 Low 1.0236 1.0391 0.0155 1.5% 1.0340 Close 1.0423 1.0391 -0.0032 -0.3% 1.0342 Range 0.0187 0.0000 -0.0187 -100.0% 0.0218 ATR 0.0079 0.0075 -0.0003 -4.3% 0.0000 Volume 9 1 -8 -88.9% 124
Daily Pivots for day following 29-Sep-2022 Classic Woodie Camarilla DeMark R4 1.0391 1.0391 1.0391 R3 1.0391 1.0391 1.0391 R2 1.0391 1.0391 1.0391 R1 1.0391 1.0391 1.0391 1.0391 PP 1.0391 1.0391 1.0391 1.0391 S1 1.0391 1.0391 1.0391 1.0391 S2 1.0391 1.0391 1.0391 S3 1.0391 1.0391 1.0391 S4 1.0391 1.0391 1.0391	Weekly Pivots for week ending 23-Sep-2022 Classic Woodie Camarilla DeMark R4 1.1066 1.0921 1.0462 R3 1.0848 1.0704 1.0402 R2 1.0631 1.0631 1.0382 R1 1.0486 1.0486 1.0362 1.0450 PP 1.0413 1.0413 1.0413 1.0395 S1 1.0269 1.0269 1.0322 1.0232 S2 1.0196 1.0196 1.0302 S3 0.9978 1.0051 1.0282 S4 0.9761 0.9834 1.0222
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0423 1.0220 0.0203 1.9% 0.0073 0.7% 84% False False 8 10 1.0558 1.0220 0.0338 3.2% 0.0049 0.5% 51% False False 15 20 1.0700 1.0220 0.0480 4.6% 0.0047 0.5% 36% False False 25
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0391 2.618 1.0391 1.618 1.0391 1.000 1.0391 0.618 1.0391 HIGH 1.0391 0.618 1.0391 0.500 1.0391 0.382 1.0391 LOW 1.0391 0.618 1.0391 1.000 1.0391 1.618 1.0391 2.618 1.0391 4.250 1.0391
Fisher Pivots for day following 29-Sep-2022 Pivot 1 day 3 day R1 1.0391 1.0370 PP 1.0391 1.0350 S1 1.0391 1.0329

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