CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	1.1250	1.1270	0.0020	0.2%	1.1219
High	1.1266	1.1330	0.0065	0.6%	1.1330
Low	1.1218	1.1216	-0.0002	0.0%	1.1145
Close	1.1260	1.1308	0.0048	0.4%	1.1308
Range	0.0048	0.0115	0.0067	138.5%	0.0186
ATR	0.0052	0.0057	0.0004	8.4%	0.0000
Volume	2	7	5	250.0%	14

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1628	1.1582	1.1370
R3	1.1513	1.1468	1.1339
R2	1.1399	1.1399	1.1328
R1	1.1353	1.1353	1.1318	1.1376
PP	1.1284	1.1284	1.1284	1.1296
S1	1.1239	1.1239	1.1297	1.1262
S2	1.1170	1.1170	1.1287
S3	1.1055	1.1124	1.1276
S4	1.0941	1.1010	1.1245

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1817	1.1748	1.1410
R3	1.1632	1.1562	1.1359
R2	1.1446	1.1446	1.1342
R1	1.1377	1.1377	1.1325	1.1412
PP	1.1261	1.1261	1.1261	1.1278
S1	1.1191	1.1191	1.1290	1.1226
S2	1.1075	1.1075	1.1273
S3	1.0890	1.1006	1.1256
S4	1.0704	1.0820	1.1205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1330	1.1145	0.0186	1.6%	0.0056	0.5%	88%	True	False	2
10	1.1330	1.1145	0.0186	1.6%	0.0039	0.3%	88%	True	False	2
20	1.1568	1.1145	0.0424	3.7%	0.0021	0.2%	38%	False	False	1
40	1.1820	1.1145	0.0675	6.0%	0.0027	0.2%	24%	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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	1.1817
2.618	1.1630
1.618	1.1515
1.000	1.1445
0.618	1.1401
HIGH	1.1330
0.618	1.1286
0.500	1.1273
0.382	1.1259
LOW	1.1216
0.618	1.1145
1.000	1.1101
1.618	1.1030
2.618	1.0916
4.250	1.0729

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	1.1296	1.1295
PP	1.1284	1.1283
S1	1.1273	1.1270

Download as Excel Spreadsheet

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

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