CME Swiss Franc Future September 2023

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Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary Previous Current 17-May-2023 18-May-2023 Change Change % Previous Week Open 1.1309 1.1260 -0.0049 -0.4% 1.1400 High 1.1313 1.1260 -0.0053 -0.5% 1.1430 Low 1.1230 1.1186 -0.0045 -0.4% 1.1282 Close 1.1276 1.1196 -0.0081 -0.7% 1.1293 Range 0.0083 0.0075 -0.0009 -10.2% 0.0148 ATR 0.0071 0.0072 0.0001 2.0% 0.0000 Volume 53 50 -3 -5.7% 1,349
Daily Pivots for day following 18-May-2023 Classic Woodie Camarilla DeMark R4 1.1437 1.1391 1.1236 R3 1.1363 1.1316 1.1216 R2 1.1288 1.1288 1.1209 R1 1.1242 1.1242 1.1202 1.1228 PP 1.1214 1.1214 1.1214 1.1207 S1 1.1167 1.1167 1.1189 1.1153 S2 1.1139 1.1139 1.1182 S3 1.1065 1.1093 1.1175 S4 1.0990 1.1018 1.1155	Weekly Pivots for week ending 12-May-2023 Classic Woodie Camarilla DeMark R4 1.1779 1.1684 1.1374 R3 1.1631 1.1536 1.1334 R2 1.1483 1.1483 1.1320 R1 1.1388 1.1388 1.1307 1.1362 PP 1.1335 1.1335 1.1335 1.1322 S1 1.1240 1.1240 1.1279 1.1214 S2 1.1187 1.1187 1.1266 S3 1.1039 1.1092 1.1252 S4 1.0891 1.0944 1.1212
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1394 1.1186 0.0209 1.9% 0.0073 0.7% 5% False True 153 10 1.1481 1.1186 0.0296 2.6% 0.0071 0.6% 3% False True 175 20 1.1492 1.1186 0.0307 2.7% 0.0066 0.6% 3% False True 170 40 1.1492 1.1036 0.0457 4.1% 0.0053 0.5% 35% False False 98
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 0.0012 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1577 2.618 1.1455 1.618 1.1381 1.000 1.1335 0.618 1.1306 HIGH 1.1260 0.618 1.1232 0.500 1.1223 0.382 1.1214 LOW 1.1186 0.618 1.1139 1.000 1.1111 1.618 1.1065 2.618 1.0990 4.250 1.0869
Fisher Pivots for day following 18-May-2023 Pivot 1 day 3 day R1 1.1223 1.1271 PP 1.1214 1.1246 S1 1.1205 1.1221

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