CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	1.1332	1.1300	-0.0032	-0.3%	1.1175
High	1.1332	1.1325	-0.0007	-0.1%	1.1460
Low	1.1332	1.1300	-0.0032	-0.3%	1.1175
Close	1.1332	1.1325	-0.0007	-0.1%	1.1373
Range	0.0000	0.0025	0.0025		0.0285
ATR	0.0073	0.0070	-0.0003	-4.0%	0.0000
Volume	4	7	3	75.0%	330

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1390	1.1382	1.1338
R3	1.1365	1.1357	1.1331
R2	1.1341	1.1341	1.1329
R1	1.1333	1.1333	1.1327	1.1337
PP	1.1316	1.1316	1.1316	1.1318
S1	1.1308	1.1308	1.1322	1.1312
S2	1.1292	1.1292	1.1320
S3	1.1267	1.1284	1.1318
S4	1.1243	1.1259	1.1311

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	1.1300	0.0160	1.4%	0.0056	0.5%	15%	False	True	23
10	1.1460	1.1175	0.0285	2.5%	0.0048	0.4%	52%	False	False	38
20	1.1460	1.1036	0.0425	3.7%	0.0040	0.4%	68%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1429
2.618	1.1389
1.618	1.1364
1.000	1.1349
0.618	1.1340
HIGH	1.1325
0.618	1.1315
0.500	1.1312
0.382	1.1309
LOW	1.1300
0.618	1.1285
1.000	1.1276
1.618	1.1260
2.618	1.1236
4.250	1.1196

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	1.1320	1.1334
PP	1.1316	1.1331
S1	1.1312	1.1328

Download as Excel Spreadsheet

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

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