CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	1.1337	1.1410	0.0074	0.6%	1.1390
High	1.1337	1.1446	0.0110	1.0%	1.1402
Low	1.1337	1.1322	-0.0015	-0.1%	1.1324
Close	1.1337	1.1453	0.0116	1.0%	1.1351
Range	0.0000	0.0124	0.0124		0.0079
ATR	0.0048	0.0053	0.0005	11.4%	0.0000
Volume	0	4	4		4

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1779	1.1740	1.1521
R3	1.1655	1.1616	1.1487
R2	1.1531	1.1531	1.1475
R1	1.1492	1.1492	1.1464	1.1511
PP	1.1407	1.1407	1.1407	1.1417
S1	1.1368	1.1368	1.1441	1.1387
S2	1.1283	1.1283	1.1430
S3	1.1159	1.1244	1.1418
S4	1.1035	1.1120	1.1384

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	1.1446	1.1322	0.0124	1.1%	0.0042	0.4%	105%	True	True	1
10	1.1446	1.1322	0.0124	1.1%	0.0030	0.3%	105%	True	True	2
20	1.1575	1.1322	0.0253	2.2%	0.0026	0.2%	52%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.1973
2.618	1.1771
1.618	1.1647
1.000	1.1570
0.618	1.1523
HIGH	1.1446
0.618	1.1399
0.500	1.1384
0.382	1.1369
LOW	1.1322
0.618	1.1245
1.000	1.1198
1.618	1.1121
2.618	1.0997
4.250	1.0795

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	1.1430	1.1430
PP	1.1407	1.1407
S1	1.1384	1.1384

Download as Excel Spreadsheet

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

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