CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 24-Apr-2023

Day Change Summary
	Previous	Current
	21-Apr-2023	24-Apr-2023	Change	Change %	Previous Week
Open	1.1375	1.1410	0.0035	0.3%	1.1341
High	1.1404	1.1442	0.0038	0.3%	1.1404
Low	1.1349	1.1410	0.0062	0.5%	1.1300
Close	1.1377	1.1442	0.0065	0.6%	1.1377
Range	0.0056	0.0032	-0.0024	-42.3%	0.0104
ATR	0.0067	0.0067	0.0000	-0.2%	0.0000
Volume	49	9	-40	-81.6%	189

Daily Pivots for day following 24-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1527	1.1517	1.1460
R3	1.1495	1.1485	1.1451
R2	1.1463	1.1463	1.1448
R1	1.1453	1.1453	1.1445	1.1458
PP	1.1431	1.1431	1.1431	1.1434
S1	1.1421	1.1421	1.1439	1.1426
S2	1.1399	1.1399	1.1436
S3	1.1367	1.1389	1.1433
S4	1.1335	1.1357	1.1424

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	1.1442	1.1300	0.0142	1.2%	0.0029	0.3%	100%	True	False	32
10	1.1460	1.1241	0.0219	1.9%	0.0053	0.5%	92%	False	False	52
20	1.1460	1.1036	0.0425	3.7%	0.0043	0.4%	96%	False	False	29

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	1.1578
2.618	1.1526
1.618	1.1494
1.000	1.1474
0.618	1.1462
HIGH	1.1442
0.618	1.1430
0.500	1.1426
0.382	1.1422
LOW	1.1410
0.618	1.1390
1.000	1.1378
1.618	1.1358
2.618	1.1326
4.250	1.1274

Fisher Pivots for day following 24-Apr-2023
Pivot	1 day	3 day
R1	1.1437	1.1426
PP	1.1431	1.1409
S1	1.1426	1.1393

Download as Excel Spreadsheet

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

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