CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary Previous Current 13-Sep-2023 14-Sep-2023 Change Change % Previous Week Open 1.1530 1.1487 -0.0043 -0.4% 1.1600 High 1.1530 1.1487 -0.0043 -0.4% 1.1600 Low 1.1529 1.1487 -0.0042 -0.4% 1.1538 Close 1.1530 1.1487 -0.0043 -0.4% 1.1538 Range 0.0002 0.0000 -0.0002 -100.0% 0.0062 ATR 0.0046 0.0045 0.0000 -0.4% 0.0000 Volume
Daily Pivots for day following 14-Sep-2023 Classic Woodie Camarilla DeMark R4 1.1487 1.1487 1.1487 R3 1.1487 1.1487 1.1487 R2 1.1487 1.1487 1.1487 R1 1.1487 1.1487 1.1487 1.1487 PP 1.1487 1.1487 1.1487 1.1487 S1 1.1487 1.1487 1.1487 1.1487 S2 1.1487 1.1487 1.1487 S3 1.1487 1.1487 1.1487 S4 1.1487 1.1487 1.1487	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 1.1487 0.0098 0.8% 0.0010 0.1% 0% False True 10 1.1722 1.1487 0.0235 2.0% 0.0013 0.1% 0% False True 20 1.1790 1.1487 0.0303 2.6% 0.0023 0.2% 0% False True 1 40 1.2035 1.1487 0.0548 4.8% 0.0030 0.3% 0% False True 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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1487 2.618 1.1487 1.618 1.1487 1.000 1.1487 0.618 1.1487 HIGH 1.1487 0.618 1.1487 0.500 1.1487 0.382 1.1487 LOW 1.1487 0.618 1.1487 1.000 1.1487 1.618 1.1487 2.618 1.1487 4.250 1.1487
Fisher Pivots for day following 14-Sep-2023 Pivot 1 day 3 day R1 1.1487 1.1524 PP 1.1487 1.1512 S1 1.1487 1.1499

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