CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary Previous Current 26-Sep-2023 27-Sep-2023 Change Change % Previous Week Open 1.1250 1.1180 -0.0070 -0.6% 1.1462 High 1.1288 1.1180 -0.0108 -1.0% 1.1472 Low 1.1252 1.1180 -0.0072 -0.6% 1.1354 Close 1.1250 1.1180 -0.0070 -0.6% 1.1355 Range 0.0036 0.0000 -0.0036 -100.0% 0.0119 ATR 0.0043 0.0045 0.0002 4.6% 0.0000 Volume
Daily Pivots for day following 27-Sep-2023 Classic Woodie Camarilla DeMark R4 1.1180 1.1180 1.1180 R3 1.1180 1.1180 1.1180 R2 1.1180 1.1180 1.1180 R1 1.1180 1.1180 1.1180 1.1180 PP 1.1180 1.1180 1.1180 1.1180 S1 1.1180 1.1180 1.1180 1.1180 S2 1.1180 1.1180 1.1180 S3 1.1180 1.1180 1.1180 S4 1.1180 1.1180 1.1180	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 1.1392 1.1180 0.0212 1.9% 0.0009 0.1% 0% False True 10 1.1504 1.1180 0.0324 2.9% 0.0008 0.1% 0% False True 20 1.1790 1.1180 0.0610 5.5% 0.0012 0.1% 0% False True 40 1.1880 1.1180 0.0700 6.3% 0.0027 0.2% 0% False True 1
Crabel Price Patterns NR True NR4 True 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 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1180 2.618 1.1180 1.618 1.1180 1.000 1.1180 0.618 1.1180 HIGH 1.1180 0.618 1.1180 0.500 1.1180 0.382 1.1180 LOW 1.1180 0.618 1.1180 1.000 1.1180 1.618 1.1180 2.618 1.1180 4.250 1.1180
Fisher Pivots for day following 27-Sep-2023 Pivot 1 day 3 day R1 1.1180 1.1234 PP 1.1180 1.1216 S1 1.1180 1.1198

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