CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	1.1460	1.1510	0.0050	0.4%	1.1318
High	1.1540	1.1510	-0.0030	-0.3%	1.1540
Low	1.1368	1.1541	0.0173	1.5%	1.1318
Close	1.1543	1.1510	-0.0033	-0.3%	1.1510
Range	0.0172	-0.0031	-0.0203	-117.7%	0.0222
ATR	0.0065	0.0063	-0.0002	-3.6%	0.0000
Volume	18	0	-18	-100.0%	34

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1429	1.1439	1.1493
R3	1.1459	1.1469	1.1502
R2	1.1490	1.1490	1.1504
R1	1.1500	1.1500	1.1507	1.1495
PP	1.1520	1.1520	1.1520	1.1518
S1	1.1530	1.1530	1.1513	1.1525
S2	1.1551	1.1551	1.1516
S3	1.1581	1.1561	1.1518
S4	1.1612	1.1591	1.1527

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2122	1.2038	1.1632
R3	1.1900	1.1816	1.1571
R2	1.1678	1.1678	1.1551
R1	1.1594	1.1594	1.1530	1.1636
PP	1.1456	1.1456	1.1456	1.1477
S1	1.1372	1.1372	1.1490	1.1414
S2	1.1234	1.1234	1.1469
S3	1.1012	1.1150	1.1449
S4	1.0790	1.0928	1.1388

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%	0.0040	0.4%	86%	False	False	6
10	1.1540	1.1318	0.0222	1.9%	0.0040	0.4%	86%	False	False	4
20	1.1540	1.1318	0.0222	1.9%	0.0034	0.3%	86%	False	False	3
40	1.1670	1.1318	0.0352	3.1%	0.0031	0.3%	55%	False	False	1

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.1380
2.618	1.1430
1.618	1.1461
1.000	1.1480
0.618	1.1491
HIGH	1.1510
0.618	1.1522
0.500	1.1525
0.382	1.1529
LOW	1.1541
0.618	1.1559
1.000	1.1571
1.618	1.1590
2.618	1.1620
4.250	1.1670

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	1.1525	1.1491
PP	1.1520	1.1473
S1	1.1515	1.1454

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

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