CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	1.1400	1.1460	0.0060	0.5%	1.1390
High	1.1460	1.1540	0.0080	0.7%	1.1451
Low	1.1400	1.1368	-0.0032	-0.3%	1.1322
Close	1.1440	1.1543	0.0103	0.9%	1.1402
Range	0.0060	0.0172	0.0112	186.7%	0.0129
ATR	0.0057	0.0065	0.0008	14.4%	0.0000
Volume	16	18	2	12.5%	7

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2000	1.1943	1.1637
R3	1.1828	1.1771	1.1590
R2	1.1656	1.1656	1.1574
R1	1.1599	1.1599	1.1558	1.1627
PP	1.1484	1.1484	1.1484	1.1498
S1	1.1427	1.1427	1.1527	1.1455
S2	1.1312	1.1312	1.1511
S3	1.1140	1.1255	1.1495
S4	1.0968	1.1083	1.1448

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	1.1540	1.1318	0.0222	1.9%	0.0055	0.5%	101%	True	False	7
10	1.1540	1.1318	0.0222	1.9%	0.0048	0.4%	101%	True	False	4
20	1.1540	1.1318	0.0222	1.9%	0.0035	0.3%	101%	True	False	3
40	1.1670	1.1318	0.0352	3.0%	0.0032	0.3%	64%	False	False	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	0.0013
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.2271
2.618	1.1990
1.618	1.1818
1.000	1.1712
0.618	1.1646
HIGH	1.1540
0.618	1.1474
0.500	1.1454
0.382	1.1434
LOW	1.1368
0.618	1.1262
1.000	1.1196
1.618	1.1090
2.618	1.0918
4.250	1.0637

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	1.1513	1.1512
PP	1.1484	1.1482
S1	1.1454	1.1452

Download as Excel Spreadsheet

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

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