CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	1.1270	1.1340	0.0070	0.6%	1.1219
High	1.1330	1.1358	0.0028	0.2%	1.1330
Low	1.1216	1.1277	0.0062	0.5%	1.1145
Close	1.1308	1.1354	0.0046	0.4%	1.1308
Range	0.0115	0.0081	-0.0034	-29.7%	0.0186
ATR	0.0057	0.0059	0.0002	3.0%	0.0000
Volume	7	2	-5	-71.4%	14

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1571	1.1543	1.1398
R3	1.1490	1.1462	1.1376
R2	1.1410	1.1410	1.1368
R1	1.1382	1.1382	1.1361	1.1396
PP	1.1329	1.1329	1.1329	1.1336
S1	1.1301	1.1301	1.1346	1.1315
S2	1.1249	1.1249	1.1339
S3	1.1168	1.1221	1.1331
S4	1.1088	1.1140	1.1309

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	1.1358	1.1145	0.0213	1.9%	0.0055	0.5%	98%	True	False	3
10	1.1358	1.1145	0.0213	1.9%	0.0046	0.4%	98%	True	False	2
20	1.1562	1.1145	0.0417	3.7%	0.0025	0.2%	50%	False	False	1
40	1.1810	1.1145	0.0666	5.9%	0.0028	0.2%	31%	False	False	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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1700
2.618	1.1568
1.618	1.1488
1.000	1.1438
0.618	1.1407
HIGH	1.1358
0.618	1.1327
0.500	1.1317
0.382	1.1308
LOW	1.1277
0.618	1.1227
1.000	1.1197
1.618	1.1147
2.618	1.1066
4.250	1.0935

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	1.1341	1.1331
PP	1.1329	1.1309
S1	1.1317	1.1287

Download as Excel Spreadsheet

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

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