CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	1.1488	1.1490	0.0002	0.0%	1.1510
High	1.1499	1.1490	-0.0009	-0.1%	1.1530
Low	1.1409	1.1468	0.0059	0.5%	1.1409
Close	1.1488	1.1468	-0.0020	-0.2%	1.1488
Range	0.0090	0.0022	-0.0068	-75.6%	0.0121
ATR	0.0059	0.0057	-0.0003	-4.5%	0.0000
Volume	0	2	2		6

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1541	1.1527	1.1480
R3	1.1519	1.1505	1.1474
R2	1.1497	1.1497	1.1472
R1	1.1483	1.1483	1.1470	1.1479
PP	1.1475	1.1475	1.1475	1.1474
S1	1.1461	1.1461	1.1466	1.1457
S2	1.1453	1.1453	1.1464
S3	1.1431	1.1439	1.1462
S4	1.1409	1.1417	1.1456

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	1.1516	1.1409	0.0107	0.9%	0.0022	0.2%	55%	False	False
10	1.1530	1.1409	0.0121	1.1%	0.0022	0.2%	49%	False	False	1
20	1.1540	1.1318	0.0222	1.9%	0.0031	0.3%	68%	False	False	2
40	1.1654	1.1318	0.0336	2.9%	0.0029	0.3%	45%	False	False	1

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1584
2.618	1.1548
1.618	1.1526
1.000	1.1512
0.618	1.1504
HIGH	1.1490
0.618	1.1482
0.500	1.1479
0.382	1.1476
LOW	1.1468
0.618	1.1454
1.000	1.1446
1.618	1.1432
2.618	1.1410
4.250	1.1375

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	1.1479	1.1463
PP	1.1475	1.1459
S1	1.1472	1.1454

Download as Excel Spreadsheet

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

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