CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 12-Feb-2024

Day Change Summary
	Previous	Current
	09-Feb-2024	12-Feb-2024	Change	Change %	Previous Week
Open	1.1591	1.1572	-0.0019	-0.2%	1.1687
High	1.1605	1.1572	-0.0033	-0.3%	1.1695
Low	1.1567	1.1560	-0.0007	-0.1%	1.1567
Close	1.1576	1.1568	-0.0009	-0.1%	1.1576
Range	0.0038	0.0012	-0.0026	-68.4%	0.0128
ATR	0.0071	0.0067	-0.0004	-5.5%	0.0000
Volume	29	12	-17	-58.6%	201

Daily Pivots for day following 12-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1603	1.1597	1.1574
R3	1.1591	1.1585	1.1571
R2	1.1579	1.1579	1.1570
R1	1.1573	1.1573	1.1569	1.1570
PP	1.1567	1.1567	1.1567	1.1565
S1	1.1561	1.1561	1.1566	1.1558
S2	1.1555	1.1555	1.1565
S3	1.1543	1.1549	1.1564
S4	1.1531	1.1537	1.1561

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1997	1.1914	1.1646
R3	1.1869	1.1786	1.1611
R2	1.1741	1.1741	1.1599
R1	1.1658	1.1658	1.1588	1.1636
PP	1.1613	1.1613	1.1613	1.1601
S1	1.1530	1.1530	1.1564	1.1508
S2	1.1485	1.1485	1.1553
S3	1.1357	1.1402	1.1541
S4	1.1229	1.1274	1.1506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1657	1.1560	0.0097	0.8%	0.0039	0.3%	8%	False	True	25
10	1.1860	1.1560	0.0300	2.6%	0.0064	0.6%	3%	False	True	34
20	1.1897	1.1560	0.0337	2.9%	0.0060	0.5%	2%	False	True	32
40	1.2197	1.1560	0.0637	5.5%	0.0064	0.6%	1%	False	True	38
60	1.2197	1.1508	0.0689	6.0%	0.0054	0.5%	9%	False	False	27
80	1.2197	1.1270	0.0927	8.0%	0.0046	0.4%	32%	False	False	20
100	1.2197	1.1145	0.1052	9.1%	0.0044	0.4%	40%	False	False	16
120	1.2197	1.1145	0.1052	9.1%	0.0040	0.3%	40%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1623
2.618	1.1603
1.618	1.1591
1.000	1.1584
0.618	1.1579
HIGH	1.1572
0.618	1.1567
0.500	1.1566
0.382	1.1565
LOW	1.1560
0.618	1.1553
1.000	1.1548
1.618	1.1541
2.618	1.1529
4.250	1.1509

Fisher Pivots for day following 12-Feb-2024
Pivot	1 day	3 day
R1	1.1567	1.1584
PP	1.1567	1.1579
S1	1.1566	1.1573

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

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