CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 13-Apr-2023

Day Change Summary
	Previous	Current
	12-Apr-2023	13-Apr-2023	Change	Change %	Previous Week
Open	1.1257	1.1370	0.0114	1.0%	1.1145
High	1.1365	1.1460	0.0095	0.8%	1.1280
Low	1.1257	1.1370	0.0114	1.0%	1.1140
Close	1.1352	1.1446	0.0094	0.8%	1.1251
Range	0.0109	0.0090	-0.0019	-17.1%	0.0140
ATR	0.0073	0.0075	0.0003	3.4%	0.0000
Volume	254	34	-220	-86.6%	49

Daily Pivots for day following 13-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1695	1.1660	1.1495
R3	1.1605	1.1570	1.1470
R2	1.1515	1.1515	1.1462
R1	1.1480	1.1480	1.1454	1.1498
PP	1.1425	1.1425	1.1425	1.1434
S1	1.1390	1.1390	1.1437	1.1408
S2	1.1335	1.1335	1.1429
S3	1.1245	1.1300	1.1421
S4	1.1155	1.1210	1.1396

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	1.1460	1.1175	0.0285	2.5%	0.0054	0.5%	95%	True	False	58
10	1.1460	1.1087	0.0374	3.3%	0.0050	0.4%	96%	True	False	34
20	1.1460	1.0989	0.0472	4.1%	0.0038	0.3%	97%	True	False	19

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1843
2.618	1.1696
1.618	1.1606
1.000	1.1550
0.618	1.1516
HIGH	1.1460
0.618	1.1426
0.500	1.1415
0.382	1.1404
LOW	1.1370
0.618	1.1314
1.000	1.1280
1.618	1.1224
2.618	1.1134
4.250	1.0988

Fisher Pivots for day following 13-Apr-2023
Pivot	1 day	3 day
R1	1.1435	1.1414
PP	1.1425	1.1382
S1	1.1415	1.1351

Download as Excel Spreadsheet

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

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