CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary Previous Current 06-Jun-2023 07-Jun-2023 Change Change % Previous Week Open 1.1400 1.1337 -0.0064 -0.6% 1.1390 High 1.1400 1.1337 -0.0064 -0.6% 1.1402 Low 1.1364 1.1337 -0.0028 -0.2% 1.1324 Close 1.1364 1.1337 -0.0028 -0.2% 1.1351 Range 0.0036 0.0000 -0.0036 -100.0% 0.0079 ATR 0.0049 0.0048 -0.0002 -3.2% 0.0000 Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 07-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1337 1.1337 1.1337 R3 1.1337 1.1337 1.1337 R2 1.1337 1.1337 1.1337 R1 1.1337 1.1337 1.1337 1.1337 PP 1.1337 1.1337 1.1337 1.1337 S1 1.1337 1.1337 1.1337 1.1337 S2 1.1337 1.1337 1.1337 S3 1.1337 1.1337 1.1337 S4 1.1337 1.1337 1.1337	Weekly Pivots for week ending 02-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1594 1.1551 1.1394 R3 1.1516 1.1473 1.1373 R2 1.1437 1.1437 1.1365 R1 1.1394 1.1394 1.1358 1.1377 PP 1.1359 1.1359 1.1359 1.1350 S1 1.1316 1.1316 1.1344 1.1298 S2 1.1280 1.1280 1.1337 S3 1.1202 1.1237 1.1329 S4 1.1123 1.1159 1.1308
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1402 1.1337 0.0066 0.6% 0.0019 0.2% 0% False True 1 10 1.1431 1.1324 0.0107 0.9% 0.0018 0.2% 12% False False 1 20 1.1590 1.1324 0.0266 2.3% 0.0020 0.2% 5% False False 1
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 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1337 2.618 1.1337 1.618 1.1337 1.000 1.1337 0.618 1.1337 HIGH 1.1337 0.618 1.1337 0.500 1.1337 0.382 1.1337 LOW 1.1337 0.618 1.1337 1.000 1.1337 1.618 1.1337 2.618 1.1337 4.250 1.1337
Fisher Pivots for day following 07-Jun-2023 Pivot 1 day 3 day R1 1.1337 1.1368 PP 1.1337 1.1358 S1 1.1337 1.1347

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