CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	1.1285	1.1250	-0.0035	-0.3%	1.1462
High	1.1285	1.1288	0.0003	0.0%	1.1472
Low	1.1278	1.1252	-0.0026	-0.2%	1.1354
Close	1.1285	1.1250	-0.0035	-0.3%	1.1355
Range	0.0007	0.0036	0.0029	446.2%	0.0119
ATR	0.0043	0.0043	-0.0001	-1.3%	0.0000
Volume

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1370	1.1345	1.1270
R3	1.1334	1.1310	1.1260
R2	1.1299	1.1299	1.1257
R1	1.1274	1.1274	1.1253	1.1268
PP	1.1263	1.1263	1.1263	1.1260
S1	1.1239	1.1239	1.1247	1.1232
S2	1.1228	1.1228	1.1243
S3	1.1192	1.1203	1.1240
S4	1.1157	1.1168	1.1230

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1749	1.1671	1.1420
R3	1.1631	1.1552	1.1388
R2	1.1512	1.1512	1.1377
R1	1.1434	1.1434	1.1366	1.1414
PP	1.1394	1.1394	1.1394	1.1384
S1	1.1315	1.1315	1.1344	1.1295
S2	1.1275	1.1275	1.1333
S3	1.1157	1.1197	1.1322
S4	1.1038	1.1078	1.1290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1472	1.1252	0.0220	2.0%	0.0009	0.1%	-1%	False	True
10	1.1530	1.1252	0.0278	2.5%	0.0008	0.1%	-1%	False	True
20	1.1790	1.1252	0.0538	4.8%	0.0013	0.1%	0%	False	True
40	1.1880	1.1252	0.0628	5.6%	0.0027	0.2%	0%	False	True	1

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	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1438
2.618	1.1380
1.618	1.1345
1.000	1.1323
0.618	1.1309
HIGH	1.1288
0.618	1.1274
0.500	1.1270
0.382	1.1266
LOW	1.1252
0.618	1.1230
1.000	1.1217
1.618	1.1195
2.618	1.1159
4.250	1.1101

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	1.1270	1.1304
PP	1.1263	1.1286
S1	1.1257	1.1268

Download as Excel Spreadsheet

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

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