CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 01-May-2023

Day Change Summary
	Previous	Current
	28-Apr-2023	01-May-2023	Change	Change %	Previous Week
Open	1.1328	1.1335	0.0007	0.1%	1.1410
High	1.1410	1.1335	-0.0075	-0.7%	1.1470
Low	1.1316	1.1333	0.0017	0.2%	1.1316
Close	1.1360	1.1333	-0.0027	-0.2%	1.1360
Range	0.0094	0.0002	-0.0092	-97.9%	0.0154
ATR	0.0072	0.0068	-0.0003	-4.5%	0.0000
Volume	655	6	-649	-99.1%	1,305

Daily Pivots for day following 01-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1340	1.1338	1.1334
R3	1.1338	1.1336	1.1334
R2	1.1336	1.1336	1.1333
R1	1.1334	1.1334	1.1333	1.1334
PP	1.1334	1.1334	1.1334	1.1334
S1	1.1332	1.1332	1.1333	1.1332
S2	1.1332	1.1332	1.1333
S3	1.1330	1.1330	1.1332
S4	1.1328	1.1328	1.1332

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%	0.0058	0.5%	11%	False	False	260
10	1.1470	1.1300	0.0170	1.5%	0.0043	0.4%	19%	False	False	146
20	1.1470	1.1140	0.0330	2.9%	0.0052	0.5%	58%	False	False	93

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1344
2.618	1.1340
1.618	1.1338
1.000	1.1337
0.618	1.1336
HIGH	1.1335
0.618	1.1334
0.500	1.1334
0.382	1.1334
LOW	1.1333
0.618	1.1332
1.000	1.1331
1.618	1.1330
2.618	1.1328
4.250	1.1325

Fisher Pivots for day following 01-May-2023
Pivot	1 day	3 day
R1	1.1334	1.1363
PP	1.1334	1.1353
S1	1.1333	1.1343

Download as Excel Spreadsheet

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

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