CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	1.1487	1.1473	-0.0015	-0.1%	1.1568
High	1.1487	1.1504	0.0017	0.1%	1.1568
Low	1.1487	1.1473	-0.0015	-0.1%	1.1473
Close	1.1487	1.1473	-0.0015	-0.1%	1.1473
Range	0.0000	0.0032	0.0032		0.0096
ATR	0.0045	0.0044	-0.0001	-2.2%	0.0000
Volume

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1578	1.1557	1.1490
R3	1.1546	1.1525	1.1481
R2	1.1515	1.1515	1.1478
R1	1.1494	1.1494	1.1475	1.1488
PP	1.1483	1.1483	1.1483	1.1480
S1	1.1462	1.1462	1.1470	1.1457
S2	1.1452	1.1452	1.1467
S3	1.1420	1.1431	1.1464
S4	1.1389	1.1399	1.1455

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1791	1.1727	1.1525
R3	1.1695	1.1632	1.1499
R2	1.1600	1.1600	1.1490
R1	1.1536	1.1536	1.1481	1.1520
PP	1.1504	1.1504	1.1504	1.1496
S1	1.1441	1.1441	1.1464	1.1425
S2	1.1409	1.1409	1.1455
S3	1.1313	1.1345	1.1446
S4	1.1218	1.1250	1.1420

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1568	1.1473	0.0096	0.8%	0.0007	0.1%	0%	False	True
10	1.1722	1.1473	0.0249	2.2%	0.0016	0.1%	0%	False	True
20	1.1790	1.1473	0.0318	2.8%	0.0024	0.2%	0%	False	True	1
40	1.2035	1.1473	0.0562	4.9%	0.0031	0.3%	0%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1638
2.618	1.1586
1.618	1.1555
1.000	1.1536
0.618	1.1523
HIGH	1.1504
0.618	1.1492
0.500	1.1488
0.382	1.1485
LOW	1.1473
0.618	1.1453
1.000	1.1441
1.618	1.1422
2.618	1.1390
4.250	1.1339

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	1.1488	1.1501
PP	1.1483	1.1492
S1	1.1478	1.1482

Download as Excel Spreadsheet

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

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