CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	1.1410	1.1450	0.0040	0.4%	1.1390
High	1.1446	1.1451	0.0005	0.0%	1.1451
Low	1.1322	1.1409	0.0087	0.8%	1.1322
Close	1.1453	1.1402	-0.0051	-0.4%	1.1402
Range	0.0124	0.0042	-0.0083	-66.5%	0.0129
ATR	0.0053	0.0053	-0.0001	-1.3%	0.0000
Volume	4	2	-2	-50.0%	7

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1545	1.1515	1.1425
R3	1.1504	1.1474	1.1413
R2	1.1462	1.1462	1.1410
R1	1.1432	1.1432	1.1406	1.1426
PP	1.1421	1.1421	1.1421	1.1418
S1	1.1391	1.1391	1.1398	1.1385
S2	1.1379	1.1379	1.1394
S3	1.1338	1.1349	1.1391
S4	1.1296	1.1308	1.1379

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1777	1.1718	1.1473
R3	1.1649	1.1590	1.1437
R2	1.1520	1.1520	1.1426
R1	1.1461	1.1461	1.1414	1.1491
PP	1.1392	1.1392	1.1392	1.1406
S1	1.1333	1.1333	1.1390	1.1362
S2	1.1263	1.1263	1.1378
S3	1.1135	1.1204	1.1367
S4	1.1006	1.1076	1.1331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1451	1.1322	0.0129	1.1%	0.0040	0.4%	62%	True	False	1
10	1.1451	1.1322	0.0129	1.1%	0.0032	0.3%	62%	True	False	1
20	1.1575	1.1322	0.0253	2.2%	0.0029	0.3%	32%	False	False	1

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	True
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1627
2.618	1.1559
1.618	1.1518
1.000	1.1492
0.618	1.1476
HIGH	1.1451
0.618	1.1435
0.500	1.1430
0.382	1.1425
LOW	1.1409
0.618	1.1383
1.000	1.1368
1.618	1.1342
2.618	1.1300
4.250	1.1233

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	1.1430	1.1397
PP	1.1421	1.1392
S1	1.1411	1.1386

Download as Excel Spreadsheet

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

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