CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 20-Apr-2023

Day Change Summary
	Previous	Current
	19-Apr-2023	20-Apr-2023	Change	Change %	Previous Week
Open	1.1300	1.1344	0.0044	0.4%	1.1175
High	1.1325	1.1375	0.0050	0.4%	1.1460
Low	1.1300	1.1343	0.0043	0.4%	1.1175
Close	1.1325	1.1375	0.0050	0.4%	1.1373
Range	0.0025	0.0032	0.0007	28.6%	0.0285
ATR	0.0070	0.0068	-0.0001	-2.0%	0.0000
Volume	7	93	86	1,228.6%	330

Daily Pivots for day following 20-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1459	1.1448	1.1392
R3	1.1427	1.1417	1.1383
R2	1.1396	1.1396	1.1380
R1	1.1385	1.1385	1.1377	1.1390
PP	1.1364	1.1364	1.1364	1.1367
S1	1.1354	1.1354	1.1372	1.1359
S2	1.1333	1.1333	1.1369
S3	1.1301	1.1322	1.1366
S4	1.1270	1.1291	1.1357

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	1.1458	1.1300	0.0158	1.4%	0.0045	0.4%	47%	False	False	35
10	1.1460	1.1175	0.0285	2.5%	0.0049	0.4%	70%	False	False	47
20	1.1460	1.1036	0.0425	3.7%	0.0040	0.3%	80%	False	False	26

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1508
2.618	1.1457
1.618	1.1425
1.000	1.1406
0.618	1.1394
HIGH	1.1375
0.618	1.1362
0.500	1.1359
0.382	1.1355
LOW	1.1343
0.618	1.1324
1.000	1.1312
1.618	1.1292
2.618	1.1261
4.250	1.1209

Fisher Pivots for day following 20-Apr-2023
Pivot	1 day	3 day
R1	1.1369	1.1362
PP	1.1364	1.1350
S1	1.1359	1.1337

Download as Excel Spreadsheet

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

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