CME Swiss Franc Future June 2024

Trading Metrics calculated at close of trading on 25-Apr-2024

Day Change Summary
	Previous	Current
	24-Apr-2024	25-Apr-2024	Change	Change %	Previous Week
Open	1.1040	1.1000	-0.0040	-0.4%	1.1026
High	1.1040	1.1032	-0.0008	-0.1%	1.1169
Low	1.0992	1.0984	-0.0008	-0.1%	1.1005
Close	1.0998	1.1023	0.0025	0.2%	1.1061
Range	0.0048	0.0048	0.0001	1.1%	0.0164
ATR	0.0067	0.0066	-0.0001	-2.0%	0.0000
Volume	32,445	26,004	-6,441	-19.9%	126,592

Daily Pivots for day following 25-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1157	1.1138	1.1049
R3	1.1109	1.1090	1.1036
R2	1.1061	1.1061	1.1032
R1	1.1042	1.1042	1.1027	1.1052
PP	1.1013	1.1013	1.1013	1.1018
S1	1.0994	1.0994	1.1019	1.1004
S2	1.0965	1.0965	1.1014
S3	1.0917	1.0946	1.1010
S4	1.0869	1.0898	1.0997

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.1570	1.1479	1.1151
R3	1.1406	1.1315	1.1106
R2	1.1242	1.1242	1.1091
R1	1.1151	1.1151	1.1076	1.1197
PP	1.1078	1.1078	1.1078	1.1101
S1	1.0987	1.0987	1.1045	1.1033
S2	1.0914	1.0914	1.1030
S3	1.0750	1.0823	1.1015
S4	1.0586	1.0659	1.0970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1169	1.0984	0.0185	1.7%	0.0065	0.6%	21%	False	True	28,340
10	1.1169	1.0984	0.0185	1.7%	0.0057	0.5%	21%	False	True	26,539
20	1.1207	1.0984	0.0223	2.0%	0.0069	0.6%	17%	False	True	27,402
40	1.1577	1.0984	0.0593	5.4%	0.0068	0.6%	7%	False	True	23,772
60	1.1860	1.0984	0.0876	7.9%	0.0066	0.6%	4%	False	True	15,864
80	1.2030	1.0984	0.1046	9.5%	0.0063	0.6%	4%	False	True	11,903
100	1.2197	1.0984	0.1213	11.0%	0.0063	0.6%	3%	False	True	9,531
120	1.2197	1.0984	0.1213	11.0%	0.0056	0.5%	3%	False	True	7,943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1236
2.618	1.1158
1.618	1.1110
1.000	1.1080
0.618	1.1062
HIGH	1.1032
0.618	1.1014
0.500	1.1008
0.382	1.1002
LOW	1.0984
0.618	1.0954
1.000	1.0936
1.618	1.0906
2.618	1.0858
4.250	1.0780

Fisher Pivots for day following 25-Apr-2024
Pivot	1 day	3 day
R1	1.1018	1.1029
PP	1.1013	1.1027
S1	1.1008	1.1025

Download as Excel Spreadsheet

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

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