CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	1.1762	1.1738	-0.0024	-0.2%	1.1770
High	1.1762	1.1763	0.0002	0.0%	1.1810
Low	1.1738	1.1710	-0.0028	-0.2%	1.1710
Close	1.1738	1.1710	-0.0028	-0.2%	1.1710
Range	0.0024	0.0054	0.0030	122.9%	0.0101
ATR	0.0057	0.0057	0.0000	-0.5%	0.0000
Volume	1	4	3	300.0%	15

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1888	1.1852	1.1739
R3	1.1834	1.1799	1.1724
R2	1.1781	1.1781	1.1719
R1	1.1745	1.1745	1.1714	1.1736
PP	1.1727	1.1727	1.1727	1.1723
S1	1.1692	1.1692	1.1705	1.1683
S2	1.1674	1.1674	1.1700
S3	1.1620	1.1638	1.1695
S4	1.1567	1.1585	1.1680

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2045	1.1978	1.1765
R3	1.1944	1.1877	1.1737
R2	1.1844	1.1844	1.1728
R1	1.1777	1.1777	1.1719	1.1760
PP	1.1743	1.1743	1.1743	1.1735
S1	1.1676	1.1676	1.1700	1.1659
S2	1.1643	1.1643	1.1691
S3	1.1542	1.1576	1.1682
S4	1.1442	1.1475	1.1654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1810	1.1710	0.0101	0.9%	0.0050	0.4%	0%	False	True	3
10	1.1880	1.1710	0.0171	1.5%	0.0052	0.4%	0%	False	True	2
20	1.2035	1.1710	0.0325	2.8%	0.0039	0.3%	0%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1990
2.618	1.1903
1.618	1.1850
1.000	1.1817
0.618	1.1796
HIGH	1.1763
0.618	1.1743
0.500	1.1736
0.382	1.1730
LOW	1.1710
0.618	1.1676
1.000	1.1656
1.618	1.1623
2.618	1.1569
4.250	1.1482

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	1.1736	1.1741
PP	1.1727	1.1730
S1	1.1718	1.1720

Download as Excel Spreadsheet

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

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