CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 16-Feb-2024

Day Change Summary
	Previous	Current
	15-Feb-2024	16-Feb-2024	Change	Change %	Previous Week
Open	1.1442	1.1503	0.0061	0.5%	1.1572
High	1.1518	1.1515	-0.0003	0.0%	1.1572
Low	1.1441	1.1461	0.0021	0.2%	1.1408
Close	1.1512	1.1497	-0.0015	-0.1%	1.1497
Range	0.0077	0.0054	-0.0023	-29.9%	0.0164
ATR	0.0071	0.0070	-0.0001	-1.7%	0.0000
Volume	59	31	-28	-47.5%	340

Daily Pivots for day following 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1653	1.1629	1.1526
R3	1.1599	1.1575	1.1511
R2	1.1545	1.1545	1.1506
R1	1.1521	1.1521	1.1501	1.1506
PP	1.1491	1.1491	1.1491	1.1483
S1	1.1467	1.1467	1.1492	1.1452
S2	1.1437	1.1437	1.1487
S3	1.1383	1.1413	1.1482
S4	1.1329	1.1359	1.1467

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1984	1.1904	1.1587
R3	1.1820	1.1740	1.1542
R2	1.1656	1.1656	1.1527
R1	1.1576	1.1576	1.1512	1.1534
PP	1.1492	1.1492	1.1492	1.1471
S1	1.1412	1.1412	1.1481	1.1370
S2	1.1328	1.1328	1.1466
S3	1.1164	1.1248	1.1451
S4	1.1000	1.1084	1.1406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1572	1.1408	0.0164	1.4%	0.0063	0.5%	54%	False	False	68
10	1.1695	1.1408	0.0287	2.5%	0.0055	0.5%	31%	False	False	54
20	1.1860	1.1408	0.0452	3.9%	0.0060	0.5%	20%	False	False	37
40	1.2197	1.1408	0.0789	6.9%	0.0064	0.6%	11%	False	False	29
60	1.2197	1.1408	0.0789	6.9%	0.0058	0.5%	11%	False	False	32
80	1.2197	1.1270	0.0927	8.1%	0.0048	0.4%	24%	False	False	24
100	1.2197	1.1145	0.1052	9.2%	0.0047	0.4%	33%	False	False	20
120	1.2197	1.1145	0.1052	9.2%	0.0041	0.4%	33%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1745
2.618	1.1656
1.618	1.1602
1.000	1.1569
0.618	1.1548
HIGH	1.1515
0.618	1.1494
0.500	1.1488
0.382	1.1482
LOW	1.1461
0.618	1.1428
1.000	1.1407
1.618	1.1374
2.618	1.1320
4.250	1.1232

Fisher Pivots for day following 16-Feb-2024
Pivot	1 day	3 day
R1	1.1494	1.1485
PP	1.1491	1.1474
S1	1.1488	1.1463

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

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