CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 25-May-2023

Day Change Summary
	Previous	Current
	24-May-2023	25-May-2023	Change	Change %	Previous Week
Open	1.1240	1.1194	-0.0046	-0.4%	1.1285
High	1.1245	1.1202	-0.0043	-0.4%	1.1357
Low	1.1173	1.1166	-0.0008	-0.1%	1.1186
Close	1.1190	1.1174	-0.0016	-0.1%	1.1262
Range	0.0072	0.0037	-0.0036	-49.3%	0.0172
ATR	0.0073	0.0070	-0.0003	-3.6%	0.0000
Volume	93	97	4	4.3%	281

Daily Pivots for day following 25-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1290	1.1269	1.1194
R3	1.1254	1.1232	1.1184
R2	1.1217	1.1217	1.1181
R1	1.1196	1.1196	1.1177	1.1188
PP	1.1181	1.1181	1.1181	1.1177
S1	1.1159	1.1159	1.1171	1.1152
S2	1.1144	1.1144	1.1167
S3	1.1108	1.1123	1.1164
S4	1.1071	1.1086	1.1154

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1783	1.1694	1.1356
R3	1.1611	1.1522	1.1309
R2	1.1440	1.1440	1.1293
R1	1.1351	1.1351	1.1277	1.1309
PP	1.1268	1.1268	1.1268	1.1247
S1	1.1179	1.1179	1.1246	1.1138
S2	1.1097	1.1097	1.1230
S3	1.0925	1.1008	1.1214
S4	1.0754	1.0836	1.1167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1321	1.1166	0.0156	1.4%	0.0065	0.6%	5%	False	True	179
10	1.1394	1.1166	0.0229	2.0%	0.0069	0.6%	4%	False	True	166
20	1.1492	1.1166	0.0327	2.9%	0.0069	0.6%	3%	False	True	180
40	1.1492	1.1087	0.0406	3.6%	0.0060	0.5%	22%	False	False	120

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1357
2.618	1.1298
1.618	1.1261
1.000	1.1239
0.618	1.1225
HIGH	1.1202
0.618	1.1188
0.500	1.1184
0.382	1.1179
LOW	1.1166
0.618	1.1143
1.000	1.1129
1.618	1.1106
2.618	1.1070
4.250	1.1010

Fisher Pivots for day following 25-May-2023
Pivot	1 day	3 day
R1	1.1184	1.1222
PP	1.1181	1.1206
S1	1.1177	1.1190

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

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