CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	1.1194	1.1190	-0.0004	0.0%	1.1270
High	1.1202	1.1227	0.0025	0.2%	1.1321
Low	1.1166	1.1160	-0.0006	-0.1%	1.1160
Close	1.1174	1.1193	0.0019	0.2%	1.1193
Range	0.0037	0.0067	0.0031	83.6%	0.0162
ATR	0.0070	0.0070	0.0000	-0.3%	0.0000
Volume	97	123	26	26.8%	939

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1394	1.1360	1.1229
R3	1.1327	1.1293	1.1211
R2	1.1260	1.1260	1.1205
R1	1.1226	1.1226	1.1199	1.1243
PP	1.1193	1.1193	1.1193	1.1201
S1	1.1159	1.1159	1.1186	1.1176
S2	1.1126	1.1126	1.1180
S3	1.1059	1.1092	1.1174
S4	1.0992	1.1025	1.1156

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1709	1.1612	1.1281
R3	1.1547	1.1451	1.1237
R2	1.1386	1.1386	1.1222
R1	1.1289	1.1289	1.1207	1.1257
PP	1.1224	1.1224	1.1224	1.1208
S1	1.1128	1.1128	1.1178	1.1095
S2	1.1063	1.1063	1.1163
S3	1.0901	1.0966	1.1148
S4	1.0740	1.0805	1.1104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1321	1.1160	0.0162	1.4%	0.0059	0.5%	20%	False	True	187
10	1.1357	1.1160	0.0198	1.8%	0.0065	0.6%	17%	False	True	122
20	1.1492	1.1160	0.0333	3.0%	0.0067	0.6%	10%	False	True	153
40	1.1492	1.1140	0.0352	3.1%	0.0060	0.5%	15%	False	False	123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1511
2.618	1.1402
1.618	1.1335
1.000	1.1294
0.618	1.1268
HIGH	1.1227
0.618	1.1201
0.500	1.1193
0.382	1.1185
LOW	1.1160
0.618	1.1118
1.000	1.1093
1.618	1.1051
2.618	1.0984
4.250	1.0875

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	1.1193	1.1202
PP	1.1193	1.1199
S1	1.1193	1.1196

Download as Excel Spreadsheet

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

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