CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	1.1287	1.1206	-0.0082	-0.7%	1.1242
High	1.1310	1.1300	-0.0010	-0.1%	1.1310
Low	1.1199	1.1206	0.0007	0.1%	1.1199
Close	1.1199	1.1288	0.0089	0.8%	1.1288
Range	0.0111	0.0095	-0.0017	-14.9%	0.0111
ATR	0.0059	0.0062	0.0003	5.1%	0.0000
Volume	11	45	34	309.1%	81

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1548	1.1512	1.1339
R3	1.1453	1.1418	1.1313
R2	1.1359	1.1359	1.1305
R1	1.1323	1.1323	1.1296	1.1341
PP	1.1264	1.1264	1.1264	1.1273
S1	1.1229	1.1229	1.1279	1.1247
S2	1.1170	1.1170	1.1270
S3	1.1075	1.1134	1.1262
S4	1.0981	1.1040	1.1236

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1599	1.1554	1.1349
R3	1.1488	1.1443	1.1318
R2	1.1377	1.1377	1.1308
R1	1.1332	1.1332	1.1298	1.1354
PP	1.1266	1.1266	1.1266	1.1277
S1	1.1221	1.1221	1.1277	1.1243
S2	1.1155	1.1155	1.1267
S3	1.1044	1.1110	1.1257
S4	1.0933	1.0999	1.1226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1310	1.1199	0.0111	1.0%	0.0052	0.5%	80%	False	False	16
10	1.1310	1.1030	0.0280	2.5%	0.0049	0.4%	92%	False	False	12
20	1.1378	1.1030	0.0348	3.1%	0.0047	0.4%	74%	False	False	26
40	1.1674	1.1030	0.0644	5.7%	0.0039	0.3%	40%	False	False	18
60	1.1929	1.1030	0.0899	8.0%	0.0038	0.3%	29%	False	False	14
80	1.1971	1.1030	0.0941	8.3%	0.0037	0.3%	27%	False	False	11
100	1.1971	1.1030	0.0941	8.3%	0.0035	0.3%	27%	False	False	10
120	1.1971	1.1030	0.0941	8.3%	0.0035	0.3%	27%	False	False	8

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1702
2.618	1.1547
1.618	1.1453
1.000	1.1395
0.618	1.1358
HIGH	1.1300
0.618	1.1264
0.500	1.1253
0.382	1.1242
LOW	1.1206
0.618	1.1147
1.000	1.1111
1.618	1.1053
2.618	1.0958
4.250	1.0804

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	1.1276	1.1277
PP	1.1264	1.1266
S1	1.1253	1.1255

Download as Excel Spreadsheet

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

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