CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 18-May-2023

Day Change Summary
	Previous	Current
	17-May-2023	18-May-2023	Change	Change %	Previous Week
Open	1.1309	1.1260	-0.0049	-0.4%	1.1400
High	1.1313	1.1260	-0.0053	-0.5%	1.1430
Low	1.1230	1.1186	-0.0045	-0.4%	1.1282
Close	1.1276	1.1196	-0.0081	-0.7%	1.1293
Range	0.0083	0.0075	-0.0009	-10.2%	0.0148
ATR	0.0071	0.0072	0.0001	2.0%	0.0000
Volume	53	50	-3	-5.7%	1,349

Daily Pivots for day following 18-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1437	1.1391	1.1236
R3	1.1363	1.1316	1.1216
R2	1.1288	1.1288	1.1209
R1	1.1242	1.1242	1.1202	1.1228
PP	1.1214	1.1214	1.1214	1.1207
S1	1.1167	1.1167	1.1189	1.1153
S2	1.1139	1.1139	1.1182
S3	1.1065	1.1093	1.1175
S4	1.0990	1.1018	1.1155

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	1.1394	1.1186	0.0209	1.9%	0.0073	0.7%	5%	False	True	153
10	1.1481	1.1186	0.0296	2.6%	0.0071	0.6%	3%	False	True	175
20	1.1492	1.1186	0.0307	2.7%	0.0066	0.6%	3%	False	True	170
40	1.1492	1.1036	0.0457	4.1%	0.0053	0.5%	35%	False	False	98

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	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1577
2.618	1.1455
1.618	1.1381
1.000	1.1335
0.618	1.1306
HIGH	1.1260
0.618	1.1232
0.500	1.1223
0.382	1.1214
LOW	1.1186
0.618	1.1139
1.000	1.1111
1.618	1.1065
2.618	1.0990
4.250	1.0869

Fisher Pivots for day following 18-May-2023
Pivot	1 day	3 day
R1	1.1223	1.1271
PP	1.1214	1.1246
S1	1.1205	1.1221

Download as Excel Spreadsheet

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

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