CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	1.1590	1.1527	-0.0063	-0.5%	1.1520
High	1.1590	1.1527	-0.0063	-0.5%	1.1670
Low	1.1590	1.1527	-0.0063	-0.5%	1.1506
Close	1.1590	1.1527	-0.0063	-0.5%	1.1584
Range
ATR	0.0050	0.0051	0.0001	1.9%	0.0000
Volume

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1527	1.1527	1.1527
R3	1.1527	1.1527	1.1527
R2	1.1527	1.1527	1.1527
R1	1.1527	1.1527	1.1527	1.1527
PP	1.1527	1.1527	1.1527	1.1527
S1	1.1527	1.1527	1.1527	1.1527
S2	1.1527	1.1527	1.1527
S3	1.1527	1.1527	1.1527
S4	1.1527	1.1527	1.1527

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2079	1.1995	1.1674
R3	1.1915	1.1831	1.1629
R2	1.1751	1.1751	1.1614
R1	1.1667	1.1667	1.1599	1.1709
PP	1.1587	1.1587	1.1587	1.1608
S1	1.1503	1.1503	1.1569	1.1545
S2	1.1423	1.1423	1.1554
S3	1.1259	1.1339	1.1539
S4	1.1095	1.1175	1.1494

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1654	1.1506	0.0148	1.3%	0.0034	0.3%	14%	False	False
10	1.1670	1.1501	0.0170	1.5%	0.0037	0.3%	16%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011

Fibonacci Retracements and Extensions
4.250	1.1527
2.618	1.1527
1.618	1.1527
1.000	1.1527
0.618	1.1527
HIGH	1.1527
0.618	1.1527
0.500	1.1527
0.382	1.1527
LOW	1.1527
0.618	1.1527
1.000	1.1527
1.618	1.1527
2.618	1.1527
4.250	1.1527

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	1.1527	1.1560
PP	1.1527	1.1549
S1	1.1527	1.1538

Download as Excel Spreadsheet

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

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