CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	1.1431	1.1488	0.0058	0.5%	1.1510
High	1.1431	1.1499	0.0069	0.6%	1.1530
Low	1.1431	1.1409	-0.0022	-0.2%	1.1409
Close	1.1431	1.1488	0.0058	0.5%	1.1488
Range	0.0000	0.0090	0.0090		0.0121
ATR	0.0057	0.0059	0.0002	4.2%	0.0000
Volume

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1735	1.1702	1.1538
R3	1.1645	1.1612	1.1513
R2	1.1555	1.1555	1.1505
R1	1.1522	1.1522	1.1496	1.1533
PP	1.1465	1.1465	1.1465	1.1471
S1	1.1432	1.1432	1.1480	1.1443
S2	1.1375	1.1375	1.1472
S3	1.1285	1.1342	1.1463
S4	1.1195	1.1252	1.1439

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1839	1.1784	1.1555
R3	1.1718	1.1663	1.1521
R2	1.1597	1.1597	1.1510
R1	1.1542	1.1542	1.1499	1.1509
PP	1.1476	1.1476	1.1476	1.1459
S1	1.1421	1.1421	1.1477	1.1388
S2	1.1355	1.1355	1.1466
S3	1.1234	1.1300	1.1455
S4	1.1113	1.1179	1.1421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1530	1.1409	0.0121	1.1%	0.0025	0.2%	65%	False	True	1
10	1.1530	1.1409	0.0121	1.1%	0.0017	0.1%	65%	False	True
20	1.1540	1.1318	0.0222	1.9%	0.0033	0.3%	77%	False	False	2
40	1.1670	1.1318	0.0352	3.1%	0.0030	0.3%	48%	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	0.0003
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1882
2.618	1.1735
1.618	1.1645
1.000	1.1589
0.618	1.1555
HIGH	1.1499
0.618	1.1465
0.500	1.1454
0.382	1.1443
LOW	1.1409
0.618	1.1353
1.000	1.1319
1.618	1.1263
2.618	1.1173
4.250	1.1027

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	1.1477	1.1477
PP	1.1465	1.1465
S1	1.1454	1.1454

Download as Excel Spreadsheet

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

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