CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 26-Apr-2023

Day Change Summary
	Previous	Current
	25-Apr-2023	26-Apr-2023	Change	Change %	Previous Week
Open	1.1450	1.1470	0.0020	0.2%	1.1341
High	1.1460	1.1470	0.0010	0.1%	1.1404
Low	1.1380	1.1398	0.0018	0.2%	1.1300
Close	1.1389	1.1402	0.0013	0.1%	1.1377
Range	0.0080	0.0072	-0.0008	-10.0%	0.0104
ATR	0.0068	0.0069	0.0001	1.4%	0.0000
Volume	91	254	163	179.1%	189

Daily Pivots for day following 26-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1639	1.1592	1.1441
R3	1.1567	1.1520	1.1421
R2	1.1495	1.1495	1.1415
R1	1.1448	1.1448	1.1408	1.1436
PP	1.1423	1.1423	1.1423	1.1417
S1	1.1376	1.1376	1.1395	1.1364
S2	1.1351	1.1351	1.1388
S3	1.1279	1.1304	1.1382
S4	1.1207	1.1232	1.1362

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	1.1470	1.1343	0.0127	1.1%	0.0054	0.5%	46%	True	False	99
10	1.1470	1.1300	0.0170	1.5%	0.0055	0.5%	60%	True	False	61
20	1.1470	1.1087	0.0384	3.4%	0.0048	0.4%	82%	True	False	46

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1776
2.618	1.1658
1.618	1.1586
1.000	1.1542
0.618	1.1514
HIGH	1.1470
0.618	1.1442
0.500	1.1434
0.382	1.1426
LOW	1.1398
0.618	1.1354
1.000	1.1326
1.618	1.1282
2.618	1.1210
4.250	1.1092

Fisher Pivots for day following 26-Apr-2023
Pivot	1 day	3 day
R1	1.1434	1.1425
PP	1.1423	1.1417
S1	1.1412	1.1409

Download as Excel Spreadsheet

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

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