CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	1.1465	1.1510	0.0046	0.4%	1.1454
High	1.1494	1.1530	0.0036	0.3%	1.1520
Low	1.1423	1.1494	0.0071	0.6%	1.1423
Close	1.1465	1.1494	0.0030	0.3%	1.1465
Range	0.0071	0.0036	-0.0035	-49.3%	0.0097
ATR	0.0062	0.0062	0.0000	0.4%	0.0000
Volume	0	6	6		3

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1614	1.1590	1.1514
R3	1.1578	1.1554	1.1504
R2	1.1542	1.1542	1.1501
R1	1.1518	1.1518	1.1497	1.1512
PP	1.1506	1.1506	1.1506	1.1503
S1	1.1482	1.1482	1.1491	1.1476
S2	1.1470	1.1470	1.1487
S3	1.1434	1.1446	1.1484
S4	1.1398	1.1410	1.1474

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1760	1.1709	1.1518
R3	1.1663	1.1612	1.1491
R2	1.1566	1.1566	1.1482
R1	1.1515	1.1515	1.1473	1.1541
PP	1.1469	1.1469	1.1469	1.1482
S1	1.1418	1.1418	1.1456	1.1444
S2	1.1372	1.1372	1.1447
S3	1.1275	1.1321	1.1438
S4	1.1178	1.1224	1.1411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1530	1.1423	0.0107	0.9%	0.0022	0.2%	66%	True	False	1
10	1.1540	1.1318	0.0222	1.9%	0.0031	0.3%	79%	False	False	4
20	1.1540	1.1318	0.0222	1.9%	0.0031	0.3%	79%	False	False	2
40	1.1670	1.1318	0.0352	3.1%	0.0031	0.3%	50%	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	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1683
2.618	1.1624
1.618	1.1588
1.000	1.1566
0.618	1.1552
HIGH	1.1530
0.618	1.1516
0.500	1.1512
0.382	1.1508
LOW	1.1494
0.618	1.1472
1.000	1.1458
1.618	1.1436
2.618	1.1400
4.250	1.1341

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	1.1512	1.1488
PP	1.1506	1.1482
S1	1.1500	1.1477

Download as Excel Spreadsheet

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

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