CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	1.1370	1.1390	0.0020	0.2%	1.1390
High	1.1380	1.1402	0.0022	0.2%	1.1402
Low	1.1370	1.1351	-0.0019	-0.2%	1.1324
Close	1.1380	1.1351	-0.0029	-0.3%	1.1351
Range	0.0010	0.0051	0.0041	410.0%	0.0079
ATR	0.0051	0.0051	0.0000	0.0%	0.0000
Volume	2	2	0	0.0%	4

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1521	1.1487	1.1379
R3	1.1470	1.1436	1.1365
R2	1.1419	1.1419	1.1360
R1	1.1385	1.1385	1.1356	1.1377
PP	1.1368	1.1368	1.1368	1.1364
S1	1.1334	1.1334	1.1346	1.1326
S2	1.1317	1.1317	1.1342
S3	1.1266	1.1283	1.1337
S4	1.1215	1.1232	1.1323

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1594	1.1551	1.1394
R3	1.1516	1.1473	1.1373
R2	1.1437	1.1437	1.1365
R1	1.1394	1.1394	1.1358	1.1377
PP	1.1359	1.1359	1.1359	1.1350
S1	1.1316	1.1316	1.1344	1.1298
S2	1.1280	1.1280	1.1337
S3	1.1202	1.1237	1.1329
S4	1.1123	1.1159	1.1308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1431	1.1324	0.0107	0.9%	0.0023	0.2%	26%	False	False
10	1.1520	1.1324	0.0197	1.7%	0.0027	0.2%	14%	False	False	1
20	1.1654	1.1324	0.0330	2.9%	0.0027	0.2%	8%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1619
2.618	1.1536
1.618	1.1485
1.000	1.1453
0.618	1.1434
HIGH	1.1402
0.618	1.1383
0.500	1.1377
0.382	1.1370
LOW	1.1351
0.618	1.1319
1.000	1.1300
1.618	1.1268
2.618	1.1217
4.250	1.1134

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	1.1377	1.1363
PP	1.1368	1.1359
S1	1.1360	1.1355

Download as Excel Spreadsheet

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

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