CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	1.1763	1.1776	0.0013	0.1%	1.1770
High	1.1763	1.1780	0.0017	0.1%	1.1810
Low	1.1763	1.1674	-0.0089	-0.8%	1.1710
Close	1.1763	1.1674	-0.0089	-0.8%	1.1710
Range	0.0000	0.0106	0.0106		0.0101
ATR	0.0053	0.0057	0.0004	7.1%	0.0000
Volume	0	6	6		15

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2027	1.1957	1.1732
R3	1.1921	1.1851	1.1703
R2	1.1815	1.1815	1.1693
R1	1.1745	1.1745	1.1684	1.1727
PP	1.1709	1.1709	1.1709	1.1701
S1	1.1639	1.1639	1.1664	1.1621
S2	1.1603	1.1603	1.1655
S3	1.1497	1.1533	1.1645
S4	1.1391	1.1427	1.1616

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	1.1780	1.1674	0.0106	0.9%	0.0041	0.3%	0%	True	True	3
10	1.1820	1.1674	0.0146	1.2%	0.0044	0.4%	0%	False	True	2
20	1.1940	1.1674	0.0266	2.3%	0.0047	0.4%	0%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1.2231
2.618	1.2058
1.618	1.1952
1.000	1.1886
0.618	1.1846
HIGH	1.1780
0.618	1.1740
0.500	1.1727
0.382	1.1714
LOW	1.1674
0.618	1.1608
1.000	1.1568
1.618	1.1502
2.618	1.1396
4.250	1.1224

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	1.1727	1.1727
PP	1.1709	1.1709
S1	1.1692	1.1692

Download as Excel Spreadsheet

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

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