CME Swiss Franc Future December 2023

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Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary Previous Current 24-Mar-2023 27-Mar-2023 Change Change % Previous Week Open 1.1144 1.1195 0.0051 0.5% 1.1068 High 1.1144 1.1195 0.0051 0.5% 1.1220 Low 1.1119 1.1195 0.0077 0.7% 1.1068 Close 1.1144 1.1195 0.0051 0.5% 1.1144 Range 0.0026 0.0000 -0.0026 -100.0% 0.0152 ATR 0.0063 0.0063 -0.0001 -1.4% 0.0000 Volume
Daily Pivots for day following 27-Mar-2023 Classic Woodie Camarilla DeMark R4 1.1195 1.1195 1.1195 R3 1.1195 1.1195 1.1195 R2 1.1195 1.1195 1.1195 R1 1.1195 1.1195 1.1195 1.1195 PP 1.1195 1.1195 1.1195 1.1195 S1 1.1195 1.1195 1.1195 1.1195 S2 1.1195 1.1195 1.1195 S3 1.1195 1.1195 1.1195 S4 1.1195 1.1195 1.1195	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 1.1119 0.0102 0.9% 0.0020 0.2% 75% False False 1 10 1.1254 1.1052 0.0202 1.8% 0.0025 0.2% 71% False False 1 20 1.1294 1.0937 0.0357 3.2% 0.0025 0.2% 72% False False 40 1.1375 1.0937 0.0439 3.9% 0.0027 0.2% 59% False False
Crabel Price Patterns NR True NR4 True 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 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1195 2.618 1.1195 1.618 1.1195 1.000 1.1195 0.618 1.1195 HIGH 1.1195 0.618 1.1195 0.500 1.1195 0.382 1.1195 LOW 1.1195 0.618 1.1195 1.000 1.1195 1.618 1.1195 2.618 1.1195 4.250 1.1195
Fisher Pivots for day following 27-Mar-2023 Pivot 1 day 3 day R1 1.1195 1.1186 PP 1.1195 1.1178 S1 1.1195 1.1169

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