CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 28-Mar-2023

Day Change Summary
	Previous	Current
	27-Mar-2023	28-Mar-2023	Change	Change %	Previous Week
Open	1.1117	1.1074	-0.0043	-0.4%	1.1011
High	1.1117	1.1074	-0.0043	-0.4%	1.1150
Low	1.1117	1.1074	-0.0043	-0.4%	1.0989
Close	1.1117	1.1074	-0.0043	-0.4%	1.1071
Range
ATR	0.0000	0.0086	0.0086		0.0000
Volume	3	0	-3	-100.0%	43

Daily Pivots for day following 28-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1074	1.1074	1.1074
R3	1.1074	1.1074	1.1074
R2	1.1074	1.1074	1.1074
R1	1.1074	1.1074	1.1074	1.1074
PP	1.1074	1.1074	1.1074	1.1074
S1	1.1074	1.1074	1.1074	1.1074
S2	1.1074	1.1074	1.1074
S3	1.1074	1.1074	1.1074
S4	1.1074	1.1074	1.1074

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1554	1.1474	1.1160
R3	1.1393	1.1313	1.1115
R2	1.1231	1.1231	1.1101
R1	1.1151	1.1151	1.1086	1.1191
PP	1.1070	1.1070	1.1070	1.1090
S1	1.0990	1.0990	1.1056	1.1030
S2	1.0908	1.0908	1.1041
S3	1.0747	1.0828	1.1027
S4	1.0585	1.0667	1.0982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1150	1.1036	0.0115	1.0%	0.0030	0.3%	34%	False	False	3
10	1.1150	1.0920	0.0230	2.1%	0.0038	0.3%	67%	False	False	6

Crabel Price Patterns
NR	False
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	0.0003

Fibonacci Retracements and Extensions
4.250	1.1074
2.618	1.1074
1.618	1.1074
1.000	1.1074
0.618	1.1074
HIGH	1.1074
0.618	1.1074
0.500	1.1074
0.382	1.1074
LOW	1.1074
0.618	1.1074
1.000	1.1074
1.618	1.1074
2.618	1.1074
4.250	1.1074

Fisher Pivots for day following 28-Mar-2023
Pivot	1 day	3 day
R1	1.1074	1.1083
PP	1.1074	1.1080
S1	1.1074	1.1077

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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