CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 17-Apr-2023

Day Change Summary
	Previous	Current
	14-Apr-2023	17-Apr-2023	Change	Change %	Previous Week
Open	1.1449	1.1341	-0.0109	-0.9%	1.1175
High	1.1458	1.1369	-0.0089	-0.8%	1.1460
Low	1.1350	1.1310	-0.0041	-0.4%	1.1175
Close	1.1373	1.1311	-0.0062	-0.5%	1.1373
Range	0.0108	0.0059	-0.0049	-45.1%	0.0285
ATR	0.0078	0.0077	-0.0001	-1.3%	0.0000
Volume	38	36	-2	-5.3%	330

Daily Pivots for day following 17-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1507	1.1468	1.1343
R3	1.1448	1.1409	1.1327
R2	1.1389	1.1389	1.1322
R1	1.1350	1.1350	1.1316	1.1340
PP	1.1330	1.1330	1.1330	1.1325
S1	1.1291	1.1291	1.1306	1.1281
S2	1.1271	1.1271	1.1300
S3	1.1212	1.1232	1.1295
S4	1.1153	1.1173	1.1279

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2191	1.2067	1.1529
R3	1.1906	1.1782	1.1451
R2	1.1621	1.1621	1.1425
R1	1.1497	1.1497	1.1399	1.1559
PP	1.1336	1.1336	1.1336	1.1367
S1	1.1212	1.1212	1.1346	1.1274
S2	1.1051	1.1051	1.1320
S3	1.0766	1.0927	1.1294
S4	1.0481	1.0642	1.1216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1460	1.1241	0.0219	1.9%	0.0077	0.7%	32%	False	False	73
10	1.1460	1.1140	0.0320	2.8%	0.0060	0.5%	53%	False	False	41
20	1.1460	1.1036	0.0425	3.8%	0.0044	0.4%	65%	False	False	21

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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1619
2.618	1.1523
1.618	1.1464
1.000	1.1428
0.618	1.1405
HIGH	1.1369
0.618	1.1346
0.500	1.1339
0.382	1.1332
LOW	1.1310
0.618	1.1273
1.000	1.1251
1.618	1.1214
2.618	1.1155
4.250	1.1059

Fisher Pivots for day following 17-Apr-2023
Pivot	1 day	3 day
R1	1.1339	1.1385
PP	1.1330	1.1360
S1	1.1320	1.1336

Download as Excel Spreadsheet

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

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