CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary Previous Current 03-Jul-2023 05-Jul-2023 Change Change % Previous Week Open 1.1490 1.1434 -0.0057 -0.5% 1.1510 High 1.1490 1.1434 -0.0057 -0.5% 1.1530 Low 1.1468 1.1434 -0.0035 -0.3% 1.1409 Close 1.1468 1.1434 -0.0035 -0.3% 1.1488 Range 0.0022 0.0000 -0.0022 -100.0% 0.0121 ATR 0.0057 0.0055 -0.0002 -2.8% 0.0000 Volume 2 0 -2 -100.0% 6
Daily Pivots for day following 05-Jul-2023 Classic Woodie Camarilla DeMark R4 1.1434 1.1434 1.1434 R3 1.1434 1.1434 1.1434 R2 1.1434 1.1434 1.1434 R1 1.1434 1.1434 1.1434 1.1434 PP 1.1434 1.1434 1.1434 1.1434 S1 1.1434 1.1434 1.1434 1.1434 S2 1.1434 1.1434 1.1434 S3 1.1434 1.1434 1.1434 S4 1.1434 1.1434 1.1434	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 1.1499 1.1409 0.0090 0.8% 0.0022 0.2% 27% False False 10 1.1530 1.1409 0.0121 1.1% 0.0022 0.2% 20% False False 1 20 1.1540 1.1318 0.0222 1.9% 0.0031 0.3% 52% False False 2 40 1.1620 1.1318 0.0302 2.6% 0.0025 0.2% 38% 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 0.0006 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1434 2.618 1.1434 1.618 1.1434 1.000 1.1434 0.618 1.1434 HIGH 1.1434 0.618 1.1434 0.500 1.1434 0.382 1.1434 LOW 1.1434 0.618 1.1434 1.000 1.1434 1.618 1.1434 2.618 1.1434 4.250 1.1434
Fisher Pivots for day following 05-Jul-2023 Pivot 1 day 3 day R1 1.1434 1.1454 PP 1.1434 1.1447 S1 1.1434 1.1440

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