CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 09-Jan-2024

Day Change Summary
	Previous	Current
	08-Jan-2024	09-Jan-2024	Change	Change %	Previous Week
Open	1.1851	1.1881	0.0030	0.3%	1.1990
High	1.1907	1.1899	-0.0008	-0.1%	1.1991
Low	1.1822	1.1805	-0.0017	-0.1%	1.1740
Close	1.1892	1.1817	-0.0076	-0.6%	1.1857
Range	0.0085	0.0094	0.0009	10.0%	0.0251
ATR	0.0100	0.0100	0.0000	-0.5%	0.0000
Volume	13,456	16,131	2,675	19.9%	98,942

Daily Pivots for day following 09-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2121	1.2062	1.1868
R3	1.2027	1.1969	1.1842
R2	1.1934	1.1934	1.1834
R1	1.1875	1.1875	1.1825	1.1858
PP	1.1840	1.1840	1.1840	1.1831
S1	1.1782	1.1782	1.1808	1.1764
S2	1.1747	1.1747	1.1799
S3	1.1653	1.1688	1.1791
S4	1.1560	1.1595	1.1765

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2616	1.2487	1.1995
R3	1.2365	1.2236	1.1926
R2	1.2114	1.2114	1.1903
R1	1.1985	1.1985	1.1880	1.1924
PP	1.1863	1.1863	1.1863	1.1832
S1	1.1734	1.1734	1.1834	1.1673
S2	1.1612	1.1612	1.1811
S3	1.1361	1.1483	1.1788
S4	1.1110	1.1232	1.1719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1916	1.1740	0.0176	1.5%	0.0103	0.9%	44%	False	False	20,959
10	1.2097	1.1740	0.0357	3.0%	0.0122	1.0%	21%	False	False	24,710
20	1.2097	1.1468	0.0630	5.3%	0.0105	0.9%	55%	False	False	24,225
40	1.2097	1.1205	0.0893	7.6%	0.0086	0.7%	69%	False	False	12,346
60	1.2097	1.1150	0.0947	8.0%	0.0071	0.6%	70%	False	False	8,236
80	1.2097	1.1030	0.1067	9.0%	0.0064	0.5%	74%	False	False	6,183
100	1.2097	1.1030	0.1067	9.0%	0.0057	0.5%	74%	False	False	4,949
120	1.2097	1.1030	0.1067	9.0%	0.0054	0.5%	74%	False	False	4,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2296
2.618	1.2143
1.618	1.2050
1.000	1.1992
0.618	1.1956
HIGH	1.1899
0.618	1.1863
0.500	1.1852
0.382	1.1841
LOW	1.1805
0.618	1.1747
1.000	1.1712
1.618	1.1654
2.618	1.1560
4.250	1.1408

Fisher Pivots for day following 09-Jan-2024
Pivot	1 day	3 day
R1	1.1852	1.1828
PP	1.1840	1.1824
S1	1.1828	1.1820

Download as Excel Spreadsheet

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

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