CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary Previous Current 21-Aug-2023 22-Aug-2023 Change Change % Previous Week Open 1.1650 1.1629 -0.0021 -0.2% 1.1620 High 1.1650 1.1629 -0.0021 -0.2% 1.1691 Low 1.1650 1.1629 -0.0021 -0.2% 1.1602 Close 1.1650 1.1629 -0.0021 -0.2% 1.1603 Range ATR 0.0052 0.0050 -0.0002 -4.3% 0.0000 Volume 0 1 1 3
Daily Pivots for day following 22-Aug-2023 Classic Woodie Camarilla DeMark R4 1.1629 1.1629 1.1629 R3 1.1629 1.1629 1.1629 R2 1.1629 1.1629 1.1629 R1 1.1629 1.1629 1.1629 1.1629 PP 1.1629 1.1629 1.1629 1.1629 S1 1.1629 1.1629 1.1629 1.1629 S2 1.1629 1.1629 1.1629 S3 1.1629 1.1629 1.1629 S4 1.1629 1.1629 1.1629	Weekly Pivots for week ending 18-Aug-2023 Classic Woodie Camarilla DeMark R4 1.1899 1.1840 1.1652 R3 1.1810 1.1751 1.1627 R2 1.1721 1.1721 1.1619 R1 1.1662 1.1662 1.1611 1.1647 PP 1.1632 1.1632 1.1632 1.1624 S1 1.1573 1.1573 1.1595 1.1558 S2 1.1543 1.1543 1.1587 S3 1.1454 1.1484 1.1579 S4 1.1365 1.1395 1.1554
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1657 1.1602 0.0056 0.5% 0.0014 0.1% 50% False False 10 1.1750 1.1602 0.0149 1.3% 0.0031 0.3% 19% False False 20 1.1929 1.1602 0.0328 2.8% 0.0037 0.3% 8% False False 6 40 1.1971 1.1409 0.0562 4.8% 0.0034 0.3% 39% False False 4 60 1.1971 1.1318 0.0653 5.6% 0.0033 0.3% 48% False False 3 80 1.1971 1.1318 0.0653 5.6% 0.0032 0.3% 48% False False 3
Crabel Price Patterns NR False 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 0.0007	Fibonacci Retracements and Extensions 4.250 1.1629 2.618 1.1629 1.618 1.1629 1.000 1.1629 0.618 1.1629 HIGH 1.1629 0.618 1.1629 0.500 1.1629 0.382 1.1629 LOW 1.1629 0.618 1.1629 1.000 1.1629 1.618 1.1629 2.618 1.1629 4.250 1.1629
Fisher Pivots for day following 22-Aug-2023 Pivot 1 day 3 day R1 1.1629 1.1629 PP 1.1629 1.1629 S1 1.1629 1.1629

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