CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary Previous Current 21-Jun-2023 22-Jun-2023 Change Change % Previous Week Open 1.1520 1.1479 -0.0041 -0.4% 1.1318 High 1.1520 1.1479 -0.0041 -0.4% 1.1540 Low 1.1519 1.1479 -0.0040 -0.3% 1.1318 Close 1.1519 1.1479 -0.0040 -0.3% 1.1510 Range 0.0002 0.0000 -0.0002 -100.0% 0.0222 ATR 0.0063 0.0061 -0.0002 -2.7% 0.0000 Volume 2 1 -1 -50.0% 34
Daily Pivots for day following 22-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1479 1.1479 1.1479 R3 1.1479 1.1479 1.1479 R2 1.1479 1.1479 1.1479 R1 1.1479 1.1479 1.1479 1.1479 PP 1.1479 1.1479 1.1479 1.1479 S1 1.1479 1.1479 1.1479 1.1479 S2 1.1479 1.1479 1.1479 S3 1.1479 1.1479 1.1479 S4 1.1479 1.1479 1.1479	Weekly Pivots for week ending 16-Jun-2023 Classic Woodie Camarilla DeMark R4 1.2122 1.2038 1.1632 R3 1.1900 1.1816 1.1571 R2 1.1678 1.1678 1.1551 R1 1.1594 1.1594 1.1530 1.1636 PP 1.1456 1.1456 1.1456 1.1477 S1 1.1372 1.1372 1.1490 1.1414 S2 1.1234 1.1234 1.1469 S3 1.1012 1.1150 1.1449 S4 1.0790 1.0928 1.1388
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1540 1.1368 0.0172 1.5% 0.0029 0.2% 65% False False 4 10 1.1540 1.1318 0.0222 1.9% 0.0037 0.3% 73% False False 4 20 1.1540 1.1318 0.0222 1.9% 0.0027 0.2% 73% False False 2 40 1.1670 1.1318 0.0352 3.1% 0.0030 0.3% 46% 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 0.0009 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1479 2.618 1.1479 1.618 1.1479 1.000 1.1479 0.618 1.1479 HIGH 1.1479 0.618 1.1479 0.500 1.1479 0.382 1.1479 LOW 1.1479 0.618 1.1479 1.000 1.1479 1.618 1.1479 2.618 1.1479 4.250 1.1479
Fisher Pivots for day following 22-Jun-2023 Pivot 1 day 3 day R1 1.1479 1.1487 PP 1.1479 1.1484 S1 1.1479 1.1482

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