CME Swiss Franc Future June 2023

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Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary Previous Current 10-Mar-2023 13-Mar-2023 Change Change % Previous Week Open 1.0837 1.0994 0.0157 1.4% 1.0799 High 1.1021 1.1153 0.0132 1.2% 1.1021 Low 1.0827 1.0986 0.0160 1.5% 1.0714 Close 1.0975 1.1107 0.0132 1.2% 1.0975 Range 0.0194 0.0167 -0.0028 -14.2% 0.0307 ATR 0.0091 0.0098 0.0006 6.7% 0.0000 Volume 39,684 37,153 -2,531 -6.4% 112,745
Daily Pivots for day following 13-Mar-2023 Classic Woodie Camarilla DeMark R4 1.1581 1.1510 1.1198 R3 1.1415 1.1344 1.1152 R2 1.1248 1.1248 1.1137 R1 1.1177 1.1177 1.1122 1.1213 PP 1.1082 1.1082 1.1082 1.1099 S1 1.1011 1.1011 1.1091 1.1046 S2 1.0915 1.0915 1.1076 S3 1.0749 1.0844 1.1061 S4 1.0582 1.0678 1.1015	Weekly Pivots for week ending 10-Mar-2023 Classic Woodie Camarilla DeMark R4 1.1823 1.1705 1.1144 R3 1.1516 1.1399 1.1059 R2 1.1210 1.1210 1.1031 R1 1.1092 1.1092 1.1003 1.1151 PP 1.0903 1.0903 1.0903 1.0933 S1 1.0786 1.0786 1.0947 1.0845 S2 1.0597 1.0597 1.0919 S3 1.0290 1.0479 1.0891 S4 0.9984 1.0173 1.0806
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1153 1.0714 0.0439 3.9% 0.0135 1.2% 90% True False 27,996 10 1.1153 1.0714 0.0439 3.9% 0.0103 0.9% 90% True False 15,346 20 1.1153 1.0714 0.0439 3.9% 0.0089 0.8% 90% True False 7,710 40 1.1190 1.0714 0.0476 4.3% 0.0079 0.7% 82% False False 3,866
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 0.0010 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1860 2.618 1.1588 1.618 1.1422 1.000 1.1319 0.618 1.1255 HIGH 1.1153 0.618 1.1089 0.500 1.1069 0.382 1.1050 LOW 1.0986 0.618 1.0883 1.000 1.0820 1.618 1.0717 2.618 1.0550 4.250 1.0278
Fisher Pivots for day following 13-Mar-2023 Pivot 1 day 3 day R1 1.1094 1.1052 PP 1.1082 1.0998 S1 1.1069 1.0944

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