CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary Previous Current 01-Nov-2023 02-Nov-2023 Change Change % Previous Week Open 1.1282 1.1316 0.0034 0.3% 1.1524 High 1.1301 1.1316 0.0015 0.1% 1.1524 Low 1.1270 1.1316 0.0046 0.4% 1.1362 Close 1.1282 1.1316 0.0034 0.3% 1.1382 Range 0.0031 0.0000 -0.0031 -100.0% 0.0162 ATR 0.0052 0.0051 -0.0001 -2.5% 0.0000 Volume
Daily Pivots for day following 02-Nov-2023 Classic Woodie Camarilla DeMark R4 1.1316 1.1316 1.1316 R3 1.1316 1.1316 1.1316 R2 1.1316 1.1316 1.1316 R1 1.1316 1.1316 1.1316 1.1316 PP 1.1316 1.1316 1.1316 1.1316 S1 1.1316 1.1316 1.1316 1.1316 S2 1.1316 1.1316 1.1316 S3 1.1316 1.1316 1.1316 S4 1.1316 1.1316 1.1316	Weekly Pivots for week ending 27-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1908 1.1807 1.1471 R3 1.1746 1.1645 1.1426 R2 1.1584 1.1584 1.1411 R1 1.1483 1.1483 1.1396 1.1453 PP 1.1422 1.1422 1.1422 1.1407 S1 1.1321 1.1321 1.1367 1.1291 S2 1.1260 1.1260 1.1352 S3 1.1098 1.1159 1.1337 S4 1.0936 1.0997 1.1292
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1416 1.1270 0.0146 1.3% 0.0017 0.2% 32% False False 10 1.1529 1.1270 0.0260 2.3% 0.0020 0.2% 18% False False 20 1.1529 1.1216 0.0314 2.8% 0.0035 0.3% 32% False False 1 40 1.1585 1.1145 0.0440 3.9% 0.0027 0.2% 39% False False 1 60 1.1880 1.1145 0.0736 6.5% 0.0030 0.3% 23% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1316 2.618 1.1316 1.618 1.1316 1.000 1.1316 0.618 1.1316 HIGH 1.1316 0.618 1.1316 0.500 1.1316 0.382 1.1316 LOW 1.1316 0.618 1.1316 1.000 1.1316 1.618 1.1316 2.618 1.1316 4.250 1.1316
Fisher Pivots for day following 02-Nov-2023 Pivot 1 day 3 day R1 1.1316 1.1308 PP 1.1316 1.1300 S1 1.1316 1.1293

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