CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	1.1810	1.1790	-0.0020	-0.2%	1.1922
High	1.1810	1.1790	-0.0020	-0.2%	1.2035
Low	1.1810	1.1790	-0.0020	-0.2%	1.1847
Close	1.1810	1.1790	-0.0020	-0.2%	1.1902
Range
ATR
Volume	2	0	-2	-100.0%	5

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1790	1.1790	1.1790
R3	1.1790	1.1790	1.1790
R2	1.1790	1.1790	1.1790
R1	1.1790	1.1790	1.1790	1.1790
PP	1.1790	1.1790	1.1790	1.1790
S1	1.1790	1.1790	1.1790	1.1790
S2	1.1790	1.1790	1.1790
S3	1.1790	1.1790	1.1790
S4	1.1790	1.1790	1.1790

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2490	1.2384	1.2005
R3	1.2303	1.2196	1.1954
R2	1.2115	1.2115	1.1936
R1	1.2009	1.2009	1.1919	1.1968
PP	1.1928	1.1928	1.1928	1.1908
S1	1.1821	1.1821	1.1885	1.1781
S2	1.1740	1.1740	1.1868
S3	1.1553	1.1634	1.1850
S4	1.1365	1.1446	1.1799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1940	1.1790	0.0150	1.3%	0.0031	0.3%	0%	False	True	1
10	1.2035	1.1790	0.0245	2.1%	0.0018	0.2%	0%	False	True

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	0.0004

Fibonacci Retracements and Extensions
4.250	1.1790
2.618	1.1790
1.618	1.1790
1.000	1.1790
0.618	1.1790
HIGH	1.1790
0.618	1.1790
0.500	1.1790
0.382	1.1790
LOW	1.1790
0.618	1.1790
1.000	1.1790
1.618	1.1790
2.618	1.1790
4.250	1.1790

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	1.1790	1.1860
PP	1.1790	1.1837
S1	1.1790	1.1813

Download as Excel Spreadsheet

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

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