CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	1.1310	1.1372	0.0062	0.5%	1.1410
High	1.1367	1.1480	0.0114	1.0%	1.1470
Low	1.1290	1.1371	0.0081	0.7%	1.1316
Close	1.1366	1.1462	0.0097	0.8%	1.1360
Range	0.0077	0.0110	0.0033	43.1%	0.0154
ATR	0.0069	0.0072	0.0003	4.7%	0.0000
Volume	24	128	104	433.3%	1,305

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1766	1.1724	1.1522
R3	1.1657	1.1614	1.1492
R2	1.1547	1.1547	1.1482
R1	1.1505	1.1505	1.1472	1.1526
PP	1.1438	1.1438	1.1438	1.1448
S1	1.1395	1.1395	1.1452	1.1416
S2	1.1328	1.1328	1.1442
S3	1.1219	1.1286	1.1432
S4	1.1109	1.1176	1.1402

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	1.1480	1.1290	0.0190	1.7%	0.0064	0.6%	91%	True	False	221
10	1.1480	1.1290	0.0190	1.7%	0.0059	0.5%	91%	True	False	160
20	1.1480	1.1175	0.0305	2.7%	0.0054	0.5%	94%	True	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.1945
2.618	1.1767
1.618	1.1657
1.000	1.1590
0.618	1.1548
HIGH	1.1480
0.618	1.1438
0.500	1.1425
0.382	1.1412
LOW	1.1371
0.618	1.1303
1.000	1.1261
1.618	1.1193
2.618	1.1084
4.250	1.0905

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	1.1450	1.1436
PP	1.1438	1.1411
S1	1.1425	1.1385

Download as Excel Spreadsheet

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

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