CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary Previous Current 11-Sep-2023 12-Sep-2023 Change Change % Previous Week Open 1.1568 1.1562 -0.0007 -0.1% 1.1600 High 1.1568 1.1562 -0.0007 -0.1% 1.1600 Low 1.1567 1.1562 -0.0006 0.0% 1.1538 Close 1.1567 1.1562 -0.0006 0.0% 1.1538 Range 0.0001 0.0000 -0.0001 -100.0% 0.0062 ATR 0.0050 0.0046 -0.0003 -6.4% 0.0000 Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 12-Sep-2023 Classic Woodie Camarilla DeMark R4 1.1562 1.1562 1.1562 R3 1.1562 1.1562 1.1562 R2 1.1562 1.1562 1.1562 R1 1.1562 1.1562 1.1562 1.1562 PP 1.1562 1.1562 1.1562 1.1562 S1 1.1562 1.1562 1.1562 1.1562 S2 1.1562 1.1562 1.1562 S3 1.1562 1.1562 1.1562 S4 1.1562 1.1562 1.1562	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 1.1585 1.1538 0.0047 0.4% 0.0010 0.1% 51% False False 10 1.1790 1.1538 0.0252 2.2% 0.0019 0.2% 9% False False 1 20 1.1810 1.1538 0.0272 2.4% 0.0028 0.2% 9% False False 1 40 1.2072 1.1538 0.0534 4.6% 0.0030 0.3% 4% False False 1
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1562 2.618 1.1562 1.618 1.1562 1.000 1.1562 0.618 1.1562 HIGH 1.1562 0.618 1.1562 0.500 1.1562 0.382 1.1562 LOW 1.1562 0.618 1.1562 1.000 1.1562 1.618 1.1562 2.618 1.1562 4.250 1.1562
Fisher Pivots for day following 12-Sep-2023 Pivot 1 day 3 day R1 1.1562 1.1561 PP 1.1562 1.1561 S1 1.1562 1.1561

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