CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary Previous Current 23-Oct-2023 24-Oct-2023 Change Change % Previous Week Open 1.1411 1.1376 -0.0035 -0.3% 1.1304 High 1.1411 1.1376 -0.0035 -0.3% 1.1418 Low 1.1411 1.1376 -0.0035 -0.3% 1.1274 Close 1.1411 1.1376 -0.0035 -0.3% 1.1398 Range ATR 0.0054 0.0053 -0.0001 -2.6% 0.0000 Volume 1 2 1 100.0% 29
Daily Pivots for day following 24-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1376 1.1376 1.1376 R3 1.1376 1.1376 1.1376 R2 1.1376 1.1376 1.1376 R1 1.1376 1.1376 1.1376 1.1376 PP 1.1376 1.1376 1.1376 1.1376 S1 1.1376 1.1376 1.1376 1.1376 S2 1.1376 1.1376 1.1376 S3 1.1376 1.1376 1.1376 S4 1.1376 1.1376 1.1376	Weekly Pivots for week ending 20-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1797 1.1742 1.1477 R3 1.1652 1.1597 1.1437 R2 1.1508 1.1508 1.1424 R1 1.1453 1.1453 1.1411 1.1480 PP 1.1363 1.1363 1.1363 1.1377 S1 1.1308 1.1308 1.1384 1.1336 S2 1.1219 1.1219 1.1371 S3 1.1074 1.1164 1.1358 S4 1.0930 1.1019 1.1318
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1418 1.1315 0.0104 0.9% 0.0027 0.2% 59% False False 4 10 1.1418 1.1199 0.0219 1.9% 0.0039 0.3% 81% False False 10 20 1.1418 1.1030 0.0388 3.4% 0.0043 0.4% 89% False False 11 40 1.1640 1.1030 0.0610 5.4% 0.0037 0.3% 57% False False 19 60 1.1769 1.1030 0.0739 6.5% 0.0037 0.3% 47% False False 15 80 1.1971 1.1030 0.0941 8.3% 0.0036 0.3% 37% False False 12 100 1.1971 1.1030 0.0941 8.3% 0.0036 0.3% 37% False False 10 120 1.1971 1.1030 0.0941 8.3% 0.0034 0.3% 37% False False 8
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005	Fibonacci Retracements and Extensions 4.250 1.1376 2.618 1.1376 1.618 1.1376 1.000 1.1376 0.618 1.1376 HIGH 1.1376 0.618 1.1376 0.500 1.1376 0.382 1.1376 LOW 1.1376 0.618 1.1376 1.000 1.1376 1.618 1.1376 2.618 1.1376 4.250 1.1376
Fisher Pivots for day following 24-Oct-2023 Pivot 1 day 3 day R1 1.1376 1.1397 PP 1.1376 1.1390 S1 1.1376 1.1383

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