CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	1.1219	1.1147	-0.0072	-0.6%	1.1285
High	1.1285	1.1147	-0.0138	-1.2%	1.1300
Low	1.1199	1.1145	-0.0054	-0.5%	1.1180
Close	1.1219	1.1170	-0.0049	-0.4%	1.1239
Range	0.0086	0.0002	-0.0084	-97.7%	0.0120
ATR	0.0050	0.0051	0.0002	3.5%	0.0000
Volume	0	1	1		8

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1160	1.1167	1.1171
R3	1.1158	1.1165	1.1171
R2	1.1156	1.1156	1.1170
R1	1.1163	1.1163	1.1170	1.1159
PP	1.1154	1.1154	1.1154	1.1152
S1	1.1161	1.1161	1.1170	1.1157
S2	1.1152	1.1152	1.1170
S3	1.1150	1.1159	1.1169
S4	1.1148	1.1157	1.1169

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	1.1145	0.0156	1.4%	0.0030	0.3%	16%	False	True	1
10	1.1472	1.1145	0.0328	2.9%	0.0019	0.2%	8%	False	True
20	1.1585	1.1145	0.0440	3.9%	0.0014	0.1%	6%	False	True
40	1.1880	1.1145	0.0736	6.6%	0.0027	0.2%	3%	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	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1155
2.618	1.1152
1.618	1.1150
1.000	1.1149
0.618	1.1148
HIGH	1.1147
0.618	1.1146
0.500	1.1146
0.382	1.1145
LOW	1.1145
0.618	1.1143
1.000	1.1143
1.618	1.1141
2.618	1.1139
4.250	1.1136

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	1.1162	1.1222
PP	1.1154	1.1205
S1	1.1146	1.1187

Download as Excel Spreadsheet

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

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