CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	1.1260	1.1219	-0.0042	-0.4%	1.1285
High	1.1300	1.1285	-0.0016	-0.1%	1.1300
Low	1.1237	1.1199	-0.0039	-0.3%	1.1180
Close	1.1239	1.1219	-0.0020	-0.2%	1.1239
Range	0.0063	0.0086	0.0023	36.5%	0.0120
ATR	0.0047	0.0050	0.0003	6.0%	0.0000
Volume	8	0	-8	-100.0%	8

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1492	1.1441	1.1266
R3	1.1406	1.1355	1.1242
R2	1.1320	1.1320	1.1234
R1	1.1269	1.1269	1.1226	1.1262
PP	1.1234	1.1234	1.1234	1.1230
S1	1.1183	1.1183	1.1211	1.1176
S2	1.1148	1.1148	1.1203
S3	1.1062	1.1097	1.1195
S4	1.0976	1.1011	1.1171

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1600	1.1539	1.1305
R3	1.1480	1.1419	1.1272
R2	1.1360	1.1360	1.1261
R1	1.1299	1.1299	1.1250	1.1269
PP	1.1240	1.1240	1.1240	1.1225
S1	1.1179	1.1179	1.1228	1.1149
S2	1.1120	1.1120	1.1217
S3	1.1000	1.1059	1.1206
S4	1.0880	1.0939	1.1173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1300	1.1180	0.0120	1.1%	0.0037	0.3%	32%	False	False	1
10	1.1472	1.1180	0.0292	2.6%	0.0019	0.2%	13%	False	False
20	1.1600	1.1180	0.0420	3.7%	0.0014	0.1%	9%	False	False
40	1.1880	1.1180	0.0700	6.2%	0.0028	0.3%	6%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.1650
2.618	1.1510
1.618	1.1424
1.000	1.1371
0.618	1.1338
HIGH	1.1285
0.618	1.1252
0.500	1.1242
0.382	1.1231
LOW	1.1199
0.618	1.1145
1.000	1.1113
1.618	1.1059
2.618	1.0973
4.250	1.0833

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	1.1242	1.1249
PP	1.1234	1.1239
S1	1.1226	1.1229

Download as Excel Spreadsheet

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

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