CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	1.1548	1.1620	0.0073	0.6%	1.1626
High	1.1548	1.1660	0.0113	1.0%	1.1643
Low	1.1548	1.1620	0.0073	0.6%	1.1501
Close	1.1548	1.1645	0.0098	0.8%	1.1544
Range	0.0000	0.0040	0.0040		0.0142
ATR
Volume	0	5	5		0

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1762	1.1743	1.1667
R3	1.1722	1.1703	1.1656
R2	1.1682	1.1682	1.1652
R1	1.1663	1.1663	1.1649	1.1673
PP	1.1642	1.1642	1.1642	1.1646
S1	1.1623	1.1623	1.1641	1.1633
S2	1.1602	1.1602	1.1638
S3	1.1562	1.1583	1.1634
S4	1.1522	1.1543	1.1623

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1988	1.1908	1.1622
R3	1.1846	1.1766	1.1583
R2	1.1704	1.1704	1.1570
R1	1.1624	1.1624	1.1557	1.1593
PP	1.1562	1.1562	1.1562	1.1547
S1	1.1482	1.1482	1.1530	1.1451
S2	1.1420	1.1420	1.1517
S3	1.1278	1.1340	1.1504
S4	1.1136	1.1198	1.1465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1660	1.1501	0.0160	1.4%	0.0026	0.2%	91%	True	False	1
10	1.1660	1.1501	0.0160	1.4%	0.0023	0.2%	91%	True	False

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1830
2.618	1.1765
1.618	1.1725
1.000	1.1700
0.618	1.1685
HIGH	1.1660
0.618	1.1645
0.500	1.1640
0.382	1.1635
LOW	1.1620
0.618	1.1595
1.000	1.1580
1.618	1.1555
2.618	1.1515
4.250	1.1450

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	1.1643	1.1627
PP	1.1642	1.1608
S1	1.1640	1.1590

Download as Excel Spreadsheet

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

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