CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 04-May-2023

Day Change Summary
	Previous	Current
	03-May-2023	04-May-2023	Change	Change %	Previous Week
Open	1.1372	1.1490	0.0119	1.0%	1.1410
High	1.1480	1.1492	0.0012	0.1%	1.1470
Low	1.1371	1.1435	0.0065	0.6%	1.1316
Close	1.1462	1.1457	-0.0006	0.0%	1.1360
Range	0.0110	0.0057	-0.0053	-47.9%	0.0154
ATR	0.0072	0.0071	-0.0001	-1.5%	0.0000
Volume	128	141	13	10.2%	1,305

Daily Pivots for day following 04-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1632	1.1601	1.1488
R3	1.1575	1.1544	1.1472
R2	1.1518	1.1518	1.1467
R1	1.1487	1.1487	1.1462	1.1474
PP	1.1461	1.1461	1.1461	1.1455
S1	1.1430	1.1430	1.1451	1.1417
S2	1.1404	1.1404	1.1446
S3	1.1347	1.1373	1.1441
S4	1.1290	1.1316	1.1425

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	1.1492	1.1290	0.0202	1.8%	0.0068	0.6%	82%	True	False	190
10	1.1492	1.1290	0.0202	1.8%	0.0062	0.5%	82%	True	False	165
20	1.1492	1.1175	0.0317	2.8%	0.0055	0.5%	89%	True	False	106
40	1.1492	1.0920	0.0572	5.0%	0.0053	0.5%	94%	True	False	58

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	True
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1734
2.618	1.1641
1.618	1.1584
1.000	1.1549
0.618	1.1527
HIGH	1.1492
0.618	1.1470
0.500	1.1464
0.382	1.1457
LOW	1.1435
0.618	1.1400
1.000	1.1378
1.618	1.1343
2.618	1.1286
4.250	1.1193

Fisher Pivots for day following 04-May-2023
Pivot	1 day	3 day
R1	1.1464	1.1435
PP	1.1461	1.1413
S1	1.1459	1.1391

Download as Excel Spreadsheet

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

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