CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 10-Apr-2023

Day Change Summary
	Previous	Current
	07-Apr-2023	10-Apr-2023	Change	Change %	Previous Week
Open	1.1251	1.1175	-0.0076	-0.7%	1.1145
High	1.1251	1.1183	-0.0069	-0.6%	1.1280
Low	1.1209	1.1175	-0.0034	-0.3%	1.1140
Close	1.1251	1.1183	-0.0069	-0.6%	1.1251
Range	0.0043	0.0008	-0.0035	-82.4%	0.0140
ATR	0.0069	0.0070	0.0000	0.7%	0.0000
Volume	0	1	1		49

Daily Pivots for day following 10-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1203	1.1200	1.1187
R3	1.1195	1.1193	1.1185
R2	1.1188	1.1188	1.1184
R1	1.1185	1.1185	1.1183	1.1186
PP	1.1180	1.1180	1.1180	1.1181
S1	1.1178	1.1178	1.1182	1.1179
S2	1.1173	1.1173	1.1181
S3	1.1165	1.1170	1.1180
S4	1.1158	1.1163	1.1178

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	1.3%	0.0044	0.4%	30%	False	False	10
10	1.1280	1.1036	0.0245	2.2%	0.0033	0.3%	60%	False	False	5
20	1.1280	1.0920	0.0360	3.2%	0.0037	0.3%	73%	False	False	8

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1214
2.618	1.1202
1.618	1.1195
1.000	1.1190
0.618	1.1187
HIGH	1.1183
0.618	1.1180
0.500	1.1179
0.382	1.1178
LOW	1.1175
0.618	1.1170
1.000	1.1168
1.618	1.1163
2.618	1.1155
4.250	1.1143

Fisher Pivots for day following 10-Apr-2023
Pivot	1 day	3 day
R1	1.1181	1.1213
PP	1.1180	1.1203
S1	1.1179	1.1193

Download as Excel Spreadsheet

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

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