CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 25-Apr-2023

Day Change Summary
	Previous	Current
	24-Apr-2023	25-Apr-2023	Change	Change %	Previous Week
Open	1.1410	1.1450	0.0040	0.4%	1.1341
High	1.1442	1.1460	0.0018	0.2%	1.1404
Low	1.1410	1.1380	-0.0030	-0.3%	1.1300
Close	1.1442	1.1389	-0.0054	-0.5%	1.1377
Range	0.0032	0.0080	0.0048	150.0%	0.0104
ATR	0.0067	0.0068	0.0001	1.4%	0.0000
Volume	9	91	82	911.1%	189

Daily Pivots for day following 25-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1650	1.1599	1.1433
R3	1.1570	1.1519	1.1411
R2	1.1490	1.1490	1.1403
R1	1.1439	1.1439	1.1396	1.1424
PP	1.1410	1.1410	1.1410	1.1402
S1	1.1359	1.1359	1.1381	1.1344
S2	1.1330	1.1330	1.1374
S3	1.1250	1.1279	1.1367
S4	1.1170	1.1199	1.1345

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	1.1460	1.1300	0.0160	1.4%	0.0045	0.4%	55%	True	False	49
10	1.1460	1.1257	0.0204	1.8%	0.0059	0.5%	65%	True	False	61
20	1.1460	1.1036	0.0425	3.7%	0.0047	0.4%	83%	True	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1800
2.618	1.1669
1.618	1.1589
1.000	1.1540
0.618	1.1509
HIGH	1.1460
0.618	1.1429
0.500	1.1420
0.382	1.1411
LOW	1.1380
0.618	1.1331
1.000	1.1300
1.618	1.1251
2.618	1.1171
4.250	1.1040

Fisher Pivots for day following 25-Apr-2023
Pivot	1 day	3 day
R1	1.1420	1.1404
PP	1.1410	1.1399
S1	1.1399	1.1394

Download as Excel Spreadsheet

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

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