CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 23-Feb-2024

Day Change Summary
	Previous	Current
	22-Feb-2024	23-Feb-2024	Change	Change %	Previous Week
Open	1.1399	1.1384	-0.0015	-0.1%	1.1381
High	1.1469	1.1414	-0.0055	-0.5%	1.1469
Low	1.1363	1.1365	0.0002	0.0%	1.1346
Close	1.1377	1.1374	-0.0003	0.0%	1.1374
Range	0.0106	0.0050	-0.0056	-53.1%	0.0123
ATR	0.0083	0.0081	-0.0002	-2.9%	0.0000
Volume	27,714	17,513	-10,201	-36.8%	87,041

Daily Pivots for day following 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1533	1.1503	1.1401
R3	1.1483	1.1453	1.1388
R2	1.1434	1.1434	1.1383
R1	1.1404	1.1404	1.1379	1.1394
PP	1.1384	1.1384	1.1384	1.1379
S1	1.1354	1.1354	1.1369	1.1345
S2	1.1335	1.1335	1.1365
S3	1.1285	1.1305	1.1360
S4	1.1236	1.1255	1.1347

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1765	1.1693	1.1442
R3	1.1642	1.1570	1.1408
R2	1.1519	1.1519	1.1397
R1	1.1447	1.1447	1.1385	1.1421
PP	1.1396	1.1396	1.1396	1.1383
S1	1.1324	1.1324	1.1363	1.1298
S2	1.1273	1.1273	1.1351
S3	1.1150	1.1201	1.1340
S4	1.1027	1.1078	1.1306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1469	1.1346	0.0123	1.1%	0.0064	0.6%	23%	False	False	21,043
10	1.1501	1.1293	0.0209	1.8%	0.0073	0.6%	39%	False	False	24,041
20	1.1753	1.1293	0.0460	4.0%	0.0080	0.7%	18%	False	False	23,592
40	1.2097	1.1293	0.0805	7.1%	0.0093	0.8%	10%	False	False	23,790
60	1.2097	1.1293	0.0805	7.1%	0.0090	0.8%	10%	False	False	20,108
80	1.2097	1.1150	0.0947	8.3%	0.0080	0.7%	24%	False	False	15,092
100	1.2097	1.1030	0.1067	9.4%	0.0072	0.6%	32%	False	False	12,076
120	1.2097	1.1030	0.1067	9.4%	0.0067	0.6%	32%	False	False	10,068

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1624
2.618	1.1544
1.618	1.1494
1.000	1.1464
0.618	1.1445
HIGH	1.1414
0.618	1.1395
0.500	1.1389
0.382	1.1383
LOW	1.1365
0.618	1.1334
1.000	1.1315
1.618	1.1284
2.618	1.1235
4.250	1.1154

Fisher Pivots for day following 23-Feb-2024
Pivot	1 day	3 day
R1	1.1389	1.1416
PP	1.1384	1.1402
S1	1.1379	1.1388

Download as Excel Spreadsheet

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

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