CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	1.1800	1.1740	-0.0060	-0.5%	1.1843
High	1.1810	1.1772	-0.0038	-0.3%	1.1880
Low	1.1761	1.1733	-0.0028	-0.2%	1.1779
Close	1.1761	1.1750	-0.0011	-0.1%	1.1794
Range	0.0050	0.0040	-0.0010	-20.2%	0.0102
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	5	2	-3	-60.0%	11

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1870	1.1849	1.1771
R3	1.1830	1.1810	1.1760
R2	1.1791	1.1791	1.1757
R1	1.1770	1.1770	1.1753	1.1781
PP	1.1751	1.1751	1.1751	1.1757
S1	1.1731	1.1731	1.1746	1.1741
S2	1.1712	1.1712	1.1742
S3	1.1672	1.1691	1.1739
S4	1.1633	1.1652	1.1728

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2122	1.2060	1.1850
R3	1.2021	1.1958	1.1822
R2	1.1919	1.1919	1.1813
R1	1.1857	1.1857	1.1803	1.1837
PP	1.1818	1.1818	1.1818	1.1808
S1	1.1755	1.1755	1.1785	1.1736
S2	1.1716	1.1716	1.1775
S3	1.1615	1.1654	1.1766
S4	1.1513	1.1552	1.1738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1880	1.1716	0.0165	1.4%	0.0059	0.5%	21%	False	False	3
10	1.1880	1.1716	0.0165	1.4%	0.0055	0.5%	21%	False	False	2
20	1.2035	1.1716	0.0319	2.7%	0.0037	0.3%	11%	False	False	1

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1940
2.618	1.1875
1.618	1.1836
1.000	1.1812
0.618	1.1796
HIGH	1.1772
0.618	1.1757
0.500	1.1752
0.382	1.1748
LOW	1.1733
0.618	1.1708
1.000	1.1693
1.618	1.1669
2.618	1.1629
4.250	1.1565

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	1.1752	1.1763
PP	1.1751	1.1758
S1	1.1750	1.1754

Download as Excel Spreadsheet

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

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