CME Swiss Franc Future December 2023

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

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	1.1341	1.1350	0.0009	0.1%	1.1150
High	1.1353	1.1450	0.0098	0.9%	1.1340
Low	1.1341	1.1350	0.0009	0.1%	1.1150
Close	1.1353	1.1446	0.0094	0.8%	1.1340
Range	0.0012	0.0100	0.0089	769.6%	0.0190
ATR	0.0057	0.0060	0.0003	5.3%	0.0000
Volume	1	22	21	2,100.0%	20

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1715	1.1681	1.1501
R3	1.1615	1.1581	1.1474
R2	1.1515	1.1515	1.1464
R1	1.1481	1.1481	1.1455	1.1498
PP	1.1415	1.1415	1.1415	1.1424
S1	1.1381	1.1381	1.1437	1.1398
S2	1.1315	1.1315	1.1428
S3	1.1215	1.1281	1.1419
S4	1.1115	1.1181	1.1391

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	1.1450	1.1278	0.0172	1.5%	0.0028	0.2%	98%	True	False	4
10	1.1450	1.1150	0.0300	2.6%	0.0041	0.4%	99%	True	False	4
20	1.1450	1.1057	0.0393	3.4%	0.0027	0.2%	99%	True	False	2
40	1.1450	1.0937	0.0514	4.5%	0.0028	0.2%	99%	True	False	1
60	1.1450	1.0937	0.0514	4.5%	0.0029	0.3%	99%	True	False	1

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	0.0000
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.1875
2.618	1.1712
1.618	1.1612
1.000	1.1550
0.618	1.1512
HIGH	1.1450
0.618	1.1412
0.500	1.1400
0.382	1.1388
LOW	1.1350
0.618	1.1288
1.000	1.1250
1.618	1.1188
2.618	1.1088
4.250	1.0925

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	1.1431	1.1419
PP	1.1415	1.1391
S1	1.1400	1.1364

Download as Excel Spreadsheet

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

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