CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	1.1224	1.1164	-0.0061	-0.5%	1.1427
High	1.1227	1.1167	-0.0060	-0.5%	1.1445
Low	1.1161	1.1120	-0.0041	-0.4%	1.1191
Close	1.1170	1.1140	-0.0031	-0.3%	1.1232
Range	0.0066	0.0048	-0.0019	-28.0%	0.0254
ATR	0.0068	0.0067	-0.0001	-1.8%	0.0000
Volume	25,168	23,221	-1,947	-7.7%	165,584

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1285	1.1260	1.1166
R3	1.1237	1.1212	1.1153
R2	1.1190	1.1190	1.1148
R1	1.1165	1.1165	1.1144	1.1153
PP	1.1142	1.1142	1.1142	1.1136
S1	1.1117	1.1117	1.1135	1.1106
S2	1.1095	1.1095	1.1131
S3	1.1047	1.1070	1.1126
S4	1.1000	1.1022	1.1113

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2051	1.1896	1.1372
R3	1.1797	1.1642	1.1302
R2	1.1543	1.1543	1.1279
R1	1.1388	1.1388	1.1255	1.1339
PP	1.1289	1.1289	1.1289	1.1265
S1	1.1134	1.1134	1.1209	1.1085
S2	1.1035	1.1035	1.1185
S3	1.0781	1.0880	1.1162
S4	1.0527	1.0626	1.1092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1419	1.1120	0.0299	2.7%	0.0082	0.7%	7%	False	True	30,489
10	1.1499	1.1120	0.0380	3.4%	0.0073	0.7%	5%	False	True	31,146
20	1.1577	1.1120	0.0458	4.1%	0.0068	0.6%	4%	False	True	20,142
40	1.1860	1.1120	0.0741	6.6%	0.0064	0.6%	3%	False	True	10,095
60	1.2030	1.1120	0.0911	8.2%	0.0062	0.6%	2%	False	True	6,737
80	1.2197	1.1120	0.1077	9.7%	0.0062	0.6%	2%	False	True	5,063
100	1.2197	1.1120	0.1077	9.7%	0.0053	0.5%	2%	False	True	4,051
120	1.2197	1.1120	0.1077	9.7%	0.0051	0.5%	2%	False	True	3,376

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1369
2.618	1.1291
1.618	1.1244
1.000	1.1215
0.618	1.1196
HIGH	1.1167
0.618	1.1149
0.500	1.1143
0.382	1.1138
LOW	1.1120
0.618	1.1090
1.000	1.1072
1.618	1.1043
2.618	1.0995
4.250	1.0918

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	1.1143	1.1189
PP	1.1142	1.1173
S1	1.1141	1.1156

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

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