CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	1.1465	1.1490	0.0025	0.2%	1.1522
High	1.1480	1.1520	0.0041	0.4%	1.1522
Low	1.1395	1.1490	0.0096	0.8%	1.1395
Close	1.1465	1.1498	0.0033	0.3%	1.1465
Range	0.0085	0.0030	-0.0055	-64.7%	0.0128
ATR	0.0053	0.0053	0.0000	0.2%	0.0000
Volume	0	4	4		0

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1593	1.1575	1.1515
R3	1.1563	1.1545	1.1506
R2	1.1533	1.1533	1.1504
R1	1.1515	1.1515	1.1501	1.1524
PP	1.1503	1.1503	1.1503	1.1507
S1	1.1485	1.1485	1.1495	1.1494
S2	1.1473	1.1473	1.1493
S3	1.1443	1.1455	1.1490
S4	1.1413	1.1425	1.1482

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1843	1.1782	1.1535
R3	1.1716	1.1654	1.1500
R2	1.1588	1.1588	1.1488
R1	1.1527	1.1527	1.1477	1.1494
PP	1.1461	1.1461	1.1461	1.1444
S1	1.1399	1.1399	1.1453	1.1366
S2	1.1333	1.1333	1.1442
S3	1.1206	1.1272	1.1430
S4	1.1078	1.1144	1.1395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1520	1.1395	0.0126	1.1%	0.0023	0.2%	82%	True	False
10	1.1593	1.1395	0.0199	1.7%	0.0021	0.2%	52%	False	False
20	1.1670	1.1395	0.0276	2.4%	0.0032	0.3%	38%	False	False

Crabel Price Patterns
NR	True
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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1648
2.618	1.1599
1.618	1.1569
1.000	1.1550
0.618	1.1539
HIGH	1.1520
0.618	1.1509
0.500	1.1505
0.382	1.1501
LOW	1.1490
0.618	1.1471
1.000	1.1460
1.618	1.1441
2.618	1.1411
4.250	1.1363

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	1.1505	1.1484
PP	1.1503	1.1471
S1	1.1500	1.1457

Download as Excel Spreadsheet

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

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