CME Swiss Franc Future December 2023

Trading Metrics calculated at close of trading on 07-Apr-2023

Day Change Summary
	Previous	Current
	06-Apr-2023	07-Apr-2023	Change	Change %	Previous Week
Open	1.1335	1.1340	0.0005	0.0%	1.1150
High	1.1335	1.1340	0.0005	0.0%	1.1340
Low	1.1335	1.1309	-0.0026	-0.2%	1.1150
Close	1.1335	1.1340	0.0005	0.0%	1.1340
Range	0.0000	0.0031	0.0031		0.0190
ATR	0.0057	0.0056	-0.0002	-3.4%	0.0000
Volume

Daily Pivots for day following 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1421	1.1411	1.1356
R3	1.1390	1.1380	1.1348
R2	1.1360	1.1360	1.1345
R1	1.1350	1.1350	1.1342	1.1355
PP	1.1329	1.1329	1.1329	1.1332
S1	1.1319	1.1319	1.1337	1.1324
S2	1.1299	1.1299	1.1334
S3	1.1268	1.1289	1.1331
S4	1.1238	1.1258	1.1323

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1847	1.1783	1.1444
R3	1.1657	1.1593	1.1392
R2	1.1467	1.1467	1.1374
R1	1.1403	1.1403	1.1357	1.1435
PP	1.1277	1.1277	1.1277	1.1292
S1	1.1213	1.1213	1.1322	1.1245
S2	1.1087	1.1087	1.1305
S3	1.0897	1.1023	1.1287
S4	1.0707	1.0833	1.1235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1340	1.1150	0.0190	1.7%	0.0044	0.4%	100%	False	False	4
10	1.1340	1.1137	0.0203	1.8%	0.0032	0.3%	100%	False	False	2
20	1.1340	1.1052	0.0288	2.5%	0.0034	0.3%	100%	False	False	1
40	1.1340	1.0937	0.0404	3.6%	0.0027	0.2%	100%	False	False	1

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1469
2.618	1.1419
1.618	1.1389
1.000	1.1370
0.618	1.1358
HIGH	1.1340
0.618	1.1328
0.500	1.1324
0.382	1.1321
LOW	1.1309
0.618	1.1290
1.000	1.1279
1.618	1.1260
2.618	1.1229
4.250	1.1179

Fisher Pivots for day following 07-Apr-2023
Pivot	1 day	3 day
R1	1.1334	1.1335
PP	1.1329	1.1330
S1	1.1324	1.1325

Download as Excel Spreadsheet

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

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