CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 07-Apr-2023

Day Change Summary
	Previous	Current
	06-Apr-2023	07-Apr-2023	Change	Change %	Previous Week
Open	1.1229	1.1251	0.0023	0.2%	1.1145
High	1.1246	1.1251	0.0005	0.0%	1.1280
Low	1.1224	1.1209	-0.0016	-0.1%	1.1140
Close	1.1246	1.1251	0.0005	0.0%	1.1251
Range	0.0022	0.0043	0.0021	93.2%	0.0140
ATR	0.0071	0.0069	-0.0002	-2.9%	0.0000
Volume	3	0	-3	-100.0%	49

Daily Pivots for day following 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1364	1.1350	1.1274
R3	1.1322	1.1308	1.1263
R2	1.1279	1.1279	1.1259
R1	1.1265	1.1265	1.1255	1.1272
PP	1.1237	1.1237	1.1237	1.1240
S1	1.1223	1.1223	1.1247	1.1230
S2	1.1194	1.1194	1.1243
S3	1.1152	1.1180	1.1239
S4	1.1109	1.1138	1.1228

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1644	1.1587	1.1328
R3	1.1504	1.1447	1.1290
R2	1.1364	1.1364	1.1277
R1	1.1307	1.1307	1.1264	1.1336
PP	1.1224	1.1224	1.1224	1.1238
S1	1.1167	1.1167	1.1238	1.1196
S2	1.1084	1.1084	1.1225
S3	1.0944	1.1027	1.1213
S4	1.0804	1.0887	1.1174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1280	1.1140	0.0140	1.2%	0.0042	0.4%	79%	False	False	9
10	1.1280	1.1036	0.0245	2.2%	0.0032	0.3%	88%	False	False	5
20	1.1280	1.0920	0.0360	3.2%	0.0045	0.4%	92%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1432
2.618	1.1362
1.618	1.1320
1.000	1.1294
0.618	1.1277
HIGH	1.1251
0.618	1.1235
0.500	1.1230
0.382	1.1225
LOW	1.1209
0.618	1.1182
1.000	1.1166
1.618	1.1140
2.618	1.1097
4.250	1.1028

Fisher Pivots for day following 07-Apr-2023
Pivot	1 day	3 day
R1	1.1244	1.1249
PP	1.1237	1.1247
S1	1.1230	1.1244

Download as Excel Spreadsheet

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

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