CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	1.1538	1.1568	0.0030	0.3%	1.1600
High	1.1585	1.1568	-0.0017	-0.1%	1.1600
Low	1.1538	1.1567	0.0029	0.3%	1.1538
Close	1.1538	1.1567	0.0029	0.3%	1.1538
Range	0.0047	0.0001	-0.0046	-97.8%	0.0062
ATR	0.0051	0.0050	-0.0002	-3.0%	0.0000
Volume	0	1	1		1

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1570	1.1570	1.1568
R3	1.1569	1.1569	1.1567
R2	1.1568	1.1568	1.1567
R1	1.1568	1.1568	1.1567	1.1568
PP	1.1567	1.1567	1.1567	1.1567
S1	1.1567	1.1567	1.1567	1.1567
S2	1.1566	1.1566	1.1567
S3	1.1565	1.1566	1.1567
S4	1.1564	1.1565	1.1566

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1745	1.1703	1.1572
R3	1.1683	1.1641	1.1555
R2	1.1621	1.1621	1.1549
R1	1.1579	1.1579	1.1544	1.1569
PP	1.1559	1.1559	1.1559	1.1554
S1	1.1517	1.1517	1.1532	1.1507
S2	1.1497	1.1497	1.1527
S3	1.1435	1.1455	1.1521
S4	1.1373	1.1393	1.1504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1600	1.1538	0.0062	0.5%	0.0010	0.1%	47%	False	False
10	1.1790	1.1538	0.0252	2.2%	0.0019	0.2%	12%	False	False	1
20	1.1810	1.1538	0.0272	2.4%	0.0032	0.3%	11%	False	False	1

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1572
2.618	1.1571
1.618	1.1570
1.000	1.1569
0.618	1.1569
HIGH	1.1568
0.618	1.1568
0.500	1.1568
0.382	1.1567
LOW	1.1567
0.618	1.1566
1.000	1.1566
1.618	1.1565
2.618	1.1564
4.250	1.1563

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	1.1568	1.1565
PP	1.1567	1.1563
S1	1.1567	1.1561

Download as Excel Spreadsheet

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

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