CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 28-Apr-2023

Day Change Summary
	Previous	Current
	27-Apr-2023	28-Apr-2023	Change	Change %	Previous Week
Open	1.1360	1.1328	-0.0032	-0.3%	1.1410
High	1.1360	1.1410	0.0050	0.4%	1.1470
Low	1.1320	1.1316	-0.0004	0.0%	1.1316
Close	1.1358	1.1360	0.0003	0.0%	1.1360
Range	0.0040	0.0094	0.0054	135.0%	0.0154
ATR	0.0070	0.0072	0.0002	2.5%	0.0000
Volume	296	655	359	121.3%	1,305

Daily Pivots for day following 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1644	1.1596	1.1412
R3	1.1550	1.1502	1.1386
R2	1.1456	1.1456	1.1377
R1	1.1408	1.1408	1.1369	1.1432
PP	1.1362	1.1362	1.1362	1.1374
S1	1.1314	1.1314	1.1351	1.1338
S2	1.1268	1.1268	1.1343
S3	1.1174	1.1220	1.1334
S4	1.1080	1.1126	1.1308

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1844	1.1756	1.1445
R3	1.1690	1.1602	1.1402
R2	1.1536	1.1536	1.1388
R1	1.1448	1.1448	1.1374	1.1415
PP	1.1382	1.1382	1.1382	1.1366
S1	1.1294	1.1294	1.1346	1.1261
S2	1.1228	1.1228	1.1332
S3	1.1074	1.1140	1.1318
S4	1.0920	1.0986	1.1275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1470	1.1316	0.0154	1.4%	0.0064	0.6%	29%	False	True	261
10	1.1470	1.1300	0.0170	1.5%	0.0049	0.4%	35%	False	False	149
20	1.1470	1.1140	0.0330	2.9%	0.0052	0.5%	67%	False	False	93

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	0.0008
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1810
2.618	1.1656
1.618	1.1562
1.000	1.1504
0.618	1.1468
HIGH	1.1410
0.618	1.1374
0.500	1.1363
0.382	1.1352
LOW	1.1316
0.618	1.1258
1.000	1.1222
1.618	1.1164
2.618	1.1070
4.250	1.0917

Fisher Pivots for day following 28-Apr-2023
Pivot	1 day	3 day
R1	1.1363	1.1393
PP	1.1362	1.1382
S1	1.1361	1.1371

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols