CME Swiss Franc Future September 2023

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

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	1.1214	1.1233	0.0019	0.2%	1.1307
High	1.1249	1.1240	-0.0009	-0.1%	1.1338
Low	1.1210	1.1200	-0.0011	-0.1%	1.1193
Close	1.1231	1.1227	-0.0004	0.0%	1.1202
Range	0.0039	0.0041	0.0002	5.2%	0.0145
ATR	0.0075	0.0073	-0.0002	-3.3%	0.0000
Volume	22,130	24,612	2,482	11.2%	73,222

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1344	1.1326	1.1249
R3	1.1303	1.1285	1.1238
R2	1.1263	1.1263	1.1234
R1	1.1245	1.1245	1.1230	1.1233
PP	1.1222	1.1222	1.1222	1.1216
S1	1.1204	1.1204	1.1223	1.1193
S2	1.1182	1.1182	1.1219
S3	1.1141	1.1164	1.1215
S4	1.1101	1.1123	1.1204

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1679	1.1585	1.1281
R3	1.1534	1.1440	1.1241
R2	1.1389	1.1389	1.1228
R1	1.1295	1.1295	1.1215	1.1270
PP	1.1244	1.1244	1.1244	1.1231
S1	1.1150	1.1150	1.1188	1.1125
S2	1.1099	1.1099	1.1175
S3	1.0954	1.1005	1.1162
S4	1.0809	1.0860	1.1122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1274	1.1193	0.0081	0.7%	0.0050	0.4%	42%	False	False	19,342
10	1.1459	1.1193	0.0266	2.4%	0.0071	0.6%	13%	False	False	19,378
20	1.1478	1.1193	0.0285	2.5%	0.0069	0.6%	12%	False	False	17,402
40	1.1765	1.1193	0.0573	5.1%	0.0081	0.7%	6%	False	False	17,779
60	1.1765	1.1179	0.0586	5.2%	0.0083	0.7%	8%	False	False	18,391
80	1.1765	1.1070	0.0695	6.2%	0.0083	0.7%	23%	False	False	15,186
100	1.1765	1.1070	0.0695	6.2%	0.0080	0.7%	23%	False	False	12,183
120	1.1765	1.1036	0.0730	6.5%	0.0073	0.7%	26%	False	False	10,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1412
2.618	1.1346
1.618	1.1306
1.000	1.1281
0.618	1.1265
HIGH	1.1240
0.618	1.1225
0.500	1.1220
0.382	1.1215
LOW	1.1200
0.618	1.1174
1.000	1.1159
1.618	1.1134
2.618	1.1093
4.250	1.1027

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	1.1224	1.1226
PP	1.1222	1.1226
S1	1.1220	1.1225

Download as Excel Spreadsheet

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

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