CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 12-May-2023

Day Change Summary
	Previous	Current
	11-May-2023	12-May-2023	Change	Change %	Previous Week
Open	1.1404	1.1360	-0.0044	-0.4%	1.1400
High	1.1404	1.1394	-0.0010	-0.1%	1.1430
Low	1.1320	1.1282	-0.0038	-0.3%	1.1282
Close	1.1337	1.1293	-0.0044	-0.4%	1.1293
Range	0.0084	0.0112	0.0029	34.1%	0.0148
ATR	0.0070	0.0073	0.0003	4.3%	0.0000
Volume	418	567	149	35.6%	1,349

Daily Pivots for day following 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1659	1.1588	1.1355
R3	1.1547	1.1476	1.1324
R2	1.1435	1.1435	1.1314
R1	1.1364	1.1364	1.1303	1.1344
PP	1.1323	1.1323	1.1323	1.1313
S1	1.1252	1.1252	1.1283	1.1232
S2	1.1211	1.1211	1.1272
S3	1.1099	1.1140	1.1262
S4	1.0987	1.1028	1.1231

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1779	1.1684	1.1374
R3	1.1631	1.1536	1.1334
R2	1.1483	1.1483	1.1320
R1	1.1388	1.1388	1.1307	1.1362
PP	1.1335	1.1335	1.1335	1.1322
S1	1.1240	1.1240	1.1279	1.1214
S2	1.1187	1.1187	1.1266
S3	1.1039	1.1092	1.1252
S4	1.0891	1.0944	1.1212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1430	1.1282	0.0148	1.3%	0.0058	0.5%	7%	False	True	269
10	1.1492	1.1282	0.0210	1.9%	0.0070	0.6%	5%	False	True	185
20	1.1492	1.1282	0.0210	1.9%	0.0059	0.5%	5%	False	True	167
40	1.1492	1.0989	0.0504	4.5%	0.0051	0.4%	60%	False	False	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1870
2.618	1.1687
1.618	1.1575
1.000	1.1506
0.618	1.1463
HIGH	1.1394
0.618	1.1351
0.500	1.1338
0.382	1.1325
LOW	1.1282
0.618	1.1213
1.000	1.1170
1.618	1.1101
2.618	1.0989
4.250	1.0806

Fisher Pivots for day following 12-May-2023
Pivot	1 day	3 day
R1	1.1338	1.1347
PP	1.1323	1.1329
S1	1.1308	1.1311

Download as Excel Spreadsheet

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

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