CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	16-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	1.1503	1.1496	-0.0007	-0.1%	1.1572
High	1.1515	1.1509	-0.0007	-0.1%	1.1572
Low	1.1461	1.1468	0.0007	0.1%	1.1408
Close	1.1497	1.1486	-0.0011	-0.1%	1.1497
Range	0.0054	0.0041	-0.0014	-25.0%	0.0164
ATR	0.0070	0.0067	-0.0002	-3.0%	0.0000
Volume	31	24	-7	-22.6%	340

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1609	1.1588	1.1508
R3	1.1568	1.1547	1.1497
R2	1.1528	1.1528	1.1493
R1	1.1507	1.1507	1.1489	1.1497
PP	1.1487	1.1487	1.1487	1.1483
S1	1.1466	1.1466	1.1482	1.1457
S2	1.1447	1.1447	1.1478
S3	1.1406	1.1426	1.1474
S4	1.1366	1.1385	1.1463

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	1.1550	1.1408	0.0142	1.2%	0.0069	0.6%	55%	False	False	70
10	1.1657	1.1408	0.0249	2.2%	0.0054	0.5%	31%	False	False	47
20	1.1860	1.1408	0.0452	3.9%	0.0062	0.5%	17%	False	False	38
40	1.2197	1.1408	0.0789	6.9%	0.0063	0.6%	10%	False	False	30
60	1.2197	1.1408	0.0789	6.9%	0.0059	0.5%	10%	False	False	33
80	1.2197	1.1270	0.0927	8.1%	0.0048	0.4%	23%	False	False	24
100	1.2197	1.1145	0.1052	9.2%	0.0047	0.4%	32%	False	False	20
120	1.2197	1.1145	0.1052	9.2%	0.0041	0.4%	32%	False	False	17

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1681
2.618	1.1615
1.618	1.1574
1.000	1.1549
0.618	1.1534
HIGH	1.1509
0.618	1.1493
0.500	1.1488
0.382	1.1483
LOW	1.1468
0.618	1.1443
1.000	1.1428
1.618	1.1402
2.618	1.1362
4.250	1.1296

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	1.1488	1.1483
PP	1.1487	1.1481
S1	1.1486	1.1479

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

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