CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	1.1738	1.1757	0.0020	0.2%	1.1770
High	1.1763	1.1759	-0.0005	0.0%	1.1810
Low	1.1710	1.1757	0.0048	0.4%	1.1710
Close	1.1710	1.1758	0.0049	0.4%	1.1710
Range	0.0054	0.0002	-0.0052	-97.2%	0.0101
ATR	0.0057	0.0056	-0.0001	-1.0%	0.0000
Volume	4	2	-2	-50.0%	15

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1762	1.1762	1.1759
R3	1.1761	1.1760	1.1758
R2	1.1759	1.1759	1.1758
R1	1.1759	1.1759	1.1758	1.1759
PP	1.1758	1.1758	1.1758	1.1758
S1	1.1757	1.1757	1.1758	1.1758
S2	1.1756	1.1756	1.1758
S3	1.1755	1.1756	1.1758
S4	1.1753	1.1754	1.1757

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%	0.0034	0.3%	48%	False	False	2
10	1.1880	1.1710	0.0171	1.5%	0.0047	0.4%	28%	False	False	2
20	1.2035	1.1710	0.0325	2.8%	0.0039	0.3%	15%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.1765
2.618	1.1762
1.618	1.1761
1.000	1.1760
0.618	1.1759
HIGH	1.1759
0.618	1.1758
0.500	1.1758
0.382	1.1758
LOW	1.1757
0.618	1.1756
1.000	1.1756
1.618	1.1755
2.618	1.1753
4.250	1.1751

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	1.1758	1.1751
PP	1.1758	1.1744
S1	1.1758	1.1736

Download as Excel Spreadsheet

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

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