CME Swiss Franc Future September 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	1.1177	1.1174	-0.0004	0.0%	1.1270
High	1.1217	1.1174	-0.0043	-0.4%	1.1321
Low	1.1150	1.1070	-0.0080	-0.7%	1.1160
Close	1.1172	1.1109	-0.0063	-0.6%	1.1193
Range	0.0067	0.0104	0.0037	55.6%	0.0162
ATR	0.0070	0.0072	0.0002	3.5%	0.0000
Volume	77	264	187	242.9%	939

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1428	1.1372	1.1166
R3	1.1325	1.1269	1.1137
R2	1.1221	1.1221	1.1128
R1	1.1165	1.1165	1.1118	1.1141
PP	1.1118	1.1118	1.1118	1.1106
S1	1.1062	1.1062	1.1100	1.1038
S2	1.1014	1.1014	1.1090
S3	1.0911	1.0958	1.1081
S4	1.0807	1.0855	1.1052

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	1.1245	1.1070	0.0175	1.6%	0.0069	0.6%	22%	False	True	130
10	1.1321	1.1070	0.0251	2.3%	0.0072	0.6%	16%	False	True	146
20	1.1492	1.1070	0.0422	3.8%	0.0072	0.6%	9%	False	True	169
40	1.1492	1.1070	0.0422	3.8%	0.0061	0.6%	9%	False	True	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1613
2.618	1.1444
1.618	1.1341
1.000	1.1277
0.618	1.1237
HIGH	1.1174
0.618	1.1134
0.500	1.1122
0.382	1.1110
LOW	1.1070
0.618	1.1006
1.000	1.0967
1.618	1.0903
2.618	1.0799
4.250	1.0630

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	1.1122	1.1148
PP	1.1118	1.1135
S1	1.1113	1.1122

Download as Excel Spreadsheet

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

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