CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 08-May-2023

Day Change Summary
	Previous	Current
	05-May-2023	08-May-2023	Change	Change %	Previous Week
Open	1.1440	1.1400	-0.0040	-0.3%	1.1335
High	1.1481	1.1430	-0.0051	-0.4%	1.1492
Low	1.1318	1.1398	0.0081	0.7%	1.1290
Close	1.1398	1.1405	0.0007	0.1%	1.1398
Range	0.0164	0.0032	-0.0132	-80.4%	0.0202
ATR	0.0078	0.0075	-0.0003	-4.2%	0.0000
Volume	205	185	-20	-9.8%	504

Daily Pivots for day following 08-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1507	1.1488	1.1422
R3	1.1475	1.1456	1.1413
R2	1.1443	1.1443	1.1410
R1	1.1424	1.1424	1.1407	1.1433
PP	1.1411	1.1411	1.1411	1.1416
S1	1.1392	1.1392	1.1402	1.1401
S2	1.1379	1.1379	1.1399
S3	1.1347	1.1360	1.1396
S4	1.1315	1.1328	1.1387

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1999	1.1900	1.1509
R3	1.1797	1.1698	1.1453
R2	1.1595	1.1595	1.1435
R1	1.1496	1.1496	1.1416	1.1546
PP	1.1393	1.1393	1.1393	1.1418
S1	1.1294	1.1294	1.1379	1.1344
S2	1.1191	1.1191	1.1360
S3	1.0989	1.1092	1.1342
S4	1.0787	1.0890	1.1286

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%	0.0088	0.8%	57%	False	False	136
10	1.1492	1.1290	0.0202	1.8%	0.0073	0.6%	57%	False	False	198
20	1.1492	1.1241	0.0251	2.2%	0.0063	0.5%	65%	False	False	125
40	1.1492	1.0920	0.0572	5.0%	0.0050	0.4%	85%	False	False	67

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1566
2.618	1.1514
1.618	1.1482
1.000	1.1462
0.618	1.1450
HIGH	1.1430
0.618	1.1418
0.500	1.1414
0.382	1.1410
LOW	1.1398
0.618	1.1378
1.000	1.1366
1.618	1.1346
2.618	1.1314
4.250	1.1262

Fisher Pivots for day following 08-May-2023
Pivot	1 day	3 day
R1	1.1414	1.1405
PP	1.1411	1.1405
S1	1.1408	1.1405

Download as Excel Spreadsheet

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

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