CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary Previous Current 09-Jun-2023 12-Jun-2023 Change Change % Previous Week Open 1.1450 1.1318 -0.0132 -1.2% 1.1390 High 1.1451 1.1318 -0.0133 -1.2% 1.1451 Low 1.1409 1.1318 -0.0091 -0.8% 1.1322 Close 1.1402 1.1318 -0.0084 -0.7% 1.1402 Range 0.0042 0.0000 -0.0042 -100.0% 0.0129 ATR 0.0053 0.0055 0.0002 4.3% 0.0000 Volume 2 0 -2 -100.0% 7
Daily Pivots for day following 12-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1318 1.1318 1.1318 R3 1.1318 1.1318 1.1318 R2 1.1318 1.1318 1.1318 R1 1.1318 1.1318 1.1318 1.1318 PP 1.1318 1.1318 1.1318 1.1318 S1 1.1318 1.1318 1.1318 1.1318 S2 1.1318 1.1318 1.1318 S3 1.1318 1.1318 1.1318 S4 1.1318 1.1318 1.1318	Weekly Pivots for week ending 09-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1777 1.1718 1.1473 R3 1.1649 1.1590 1.1437 R2 1.1520 1.1520 1.1426 R1 1.1461 1.1461 1.1414 1.1491 PP 1.1392 1.1392 1.1392 1.1406 S1 1.1333 1.1333 1.1390 1.1362 S2 1.1263 1.1263 1.1378 S3 1.1135 1.1204 1.1367 S4 1.1006 1.1076 1.1331
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1451 1.1318 0.0133 1.2% 0.0040 0.4% 0% False True 1 10 1.1451 1.1318 0.0133 1.2% 0.0026 0.2% 0% False True 1 20 1.1522 1.1318 0.0204 1.8% 0.0024 0.2% 0% False True 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 0.0005 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1318 2.618 1.1318 1.618 1.1318 1.000 1.1318 0.618 1.1318 HIGH 1.1318 0.618 1.1318 0.500 1.1318 0.382 1.1318 LOW 1.1318 0.618 1.1318 1.000 1.1318 1.618 1.1318 2.618 1.1318 4.250 1.1318
Fisher Pivots for day following 12-Jun-2023 Pivot 1 day 3 day R1 1.1318 1.1384 PP 1.1318 1.1362 S1 1.1318 1.1340

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