CME Swiss Franc Future September 2023

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Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary Previous Current 26-May-2023 30-May-2023 Change Change % Previous Week Open 1.1190 1.1177 -0.0013 -0.1% 1.1270 High 1.1227 1.1217 -0.0010 -0.1% 1.1321 Low 1.1160 1.1150 -0.0010 -0.1% 1.1160 Close 1.1193 1.1172 -0.0021 -0.2% 1.1193 Range 0.0067 0.0067 -0.0001 -0.7% 0.0162 ATR 0.0070 0.0070 0.0000 -0.4% 0.0000 Volume 123 77 -46 -37.4% 939
Daily Pivots for day following 30-May-2023 Classic Woodie Camarilla DeMark R4 1.1379 1.1342 1.1209 R3 1.1313 1.1276 1.1190 R2 1.1246 1.1246 1.1184 R1 1.1209 1.1209 1.1178 1.1194 PP 1.1180 1.1180 1.1180 1.1172 S1 1.1143 1.1143 1.1166 1.1128 S2 1.1113 1.1113 1.1160 S3 1.1047 1.1076 1.1154 S4 1.0980 1.1010 1.1135	Weekly Pivots for week ending 26-May-2023 Classic Woodie Camarilla DeMark R4 1.1709 1.1612 1.1281 R3 1.1547 1.1451 1.1237 R2 1.1386 1.1386 1.1222 R1 1.1289 1.1289 1.1207 1.1257 PP 1.1224 1.1224 1.1224 1.1208 S1 1.1128 1.1128 1.1178 1.1095 S2 1.1063 1.1063 1.1163 S3 1.0901 1.0966 1.1148 S4 1.0740 1.0805 1.1104
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1279 1.1150 0.0129 1.2% 0.0060 0.5% 17% False True 150 10 1.1357 1.1150 0.0207 1.9% 0.0067 0.6% 11% False True 126 20 1.1492 1.1150 0.0342 3.1% 0.0071 0.6% 6% False True 157 40 1.1492 1.1140 0.0352 3.2% 0.0061 0.5% 9% False False 125
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 0.0011 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1499 2.618 1.1391 1.618 1.1324 1.000 1.1283 0.618 1.1258 HIGH 1.1217 0.618 1.1191 0.500 1.1183 0.382 1.1175 LOW 1.1150 0.618 1.1109 1.000 1.1084 1.618 1.1042 2.618 1.0976 4.250 1.0867
Fisher Pivots for day following 30-May-2023 Pivot 1 day 3 day R1 1.1183 1.1188 PP 1.1180 1.1183 S1 1.1176 1.1177

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