CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	1.1344	1.1375	0.0031	0.3%	1.1341
High	1.1375	1.1404	0.0030	0.3%	1.1404
Low	1.1343	1.1349	0.0006	0.0%	1.1300
Close	1.1375	1.1377	0.0003	0.0%	1.1377
Range	0.0032	0.0056	0.0024	76.2%	0.0104
ATR	0.0068	0.0067	-0.0001	-1.3%	0.0000
Volume	93	49	-44	-47.3%	189

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1543	1.1516	1.1408
R3	1.1488	1.1460	1.1392
R2	1.1432	1.1432	1.1387
R1	1.1405	1.1405	1.1382	1.1418
PP	1.1377	1.1377	1.1377	1.1383
S1	1.1349	1.1349	1.1372	1.1363
S2	1.1321	1.1321	1.1367
S3	1.1266	1.1294	1.1362
S4	1.1210	1.1238	1.1346

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1672	1.1629	1.1434
R3	1.1568	1.1525	1.1406
R2	1.1464	1.1464	1.1396
R1	1.1421	1.1421	1.1387	1.1443
PP	1.1360	1.1360	1.1360	1.1371
S1	1.1317	1.1317	1.1367	1.1339
S2	1.1256	1.1256	1.1358
S3	1.1152	1.1213	1.1348
S4	1.1048	1.1109	1.1320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1404	1.1300	0.0104	0.9%	0.0034	0.3%	74%	True	False	37
10	1.1460	1.1175	0.0285	2.5%	0.0050	0.4%	71%	False	False	51
20	1.1460	1.1036	0.0425	3.7%	0.0041	0.4%	80%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1640
2.618	1.1549
1.618	1.1494
1.000	1.1460
0.618	1.1438
HIGH	1.1404
0.618	1.1383
0.500	1.1376
0.382	1.1370
LOW	1.1349
0.618	1.1314
1.000	1.1293
1.618	1.1259
2.618	1.1203
4.250	1.1113

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	1.1377	1.1369
PP	1.1377	1.1360
S1	1.1376	1.1352

Download as Excel Spreadsheet

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

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