CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary Previous Current 23-Jun-2023 26-Jun-2023 Change Change % Previous Week Open 1.1465 1.1510 0.0046 0.4% 1.1454 High 1.1494 1.1530 0.0036 0.3% 1.1520 Low 1.1423 1.1494 0.0071 0.6% 1.1423 Close 1.1465 1.1494 0.0030 0.3% 1.1465 Range 0.0071 0.0036 -0.0035 -49.3% 0.0097 ATR 0.0062 0.0062 0.0000 0.4% 0.0000 Volume 0 6 6 3
Daily Pivots for day following 26-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1614 1.1590 1.1514 R3 1.1578 1.1554 1.1504 R2 1.1542 1.1542 1.1501 R1 1.1518 1.1518 1.1497 1.1512 PP 1.1506 1.1506 1.1506 1.1503 S1 1.1482 1.1482 1.1491 1.1476 S2 1.1470 1.1470 1.1487 S3 1.1434 1.1446 1.1484 S4 1.1398 1.1410 1.1474	Weekly Pivots for week ending 23-Jun-2023 Classic Woodie Camarilla DeMark R4 1.1760 1.1709 1.1518 R3 1.1663 1.1612 1.1491 R2 1.1566 1.1566 1.1482 R1 1.1515 1.1515 1.1473 1.1541 PP 1.1469 1.1469 1.1469 1.1482 S1 1.1418 1.1418 1.1456 1.1444 S2 1.1372 1.1372 1.1447 S3 1.1275 1.1321 1.1438 S4 1.1178 1.1224 1.1411
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1530 1.1423 0.0107 0.9% 0.0022 0.2% 66% True False 1 10 1.1540 1.1318 0.0222 1.9% 0.0031 0.3% 79% False False 4 20 1.1540 1.1318 0.0222 1.9% 0.0031 0.3% 79% False False 2 40 1.1670 1.1318 0.0352 3.1% 0.0031 0.3% 50% 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 0.0010 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1683 2.618 1.1624 1.618 1.1588 1.000 1.1566 0.618 1.1552 HIGH 1.1530 0.618 1.1516 0.500 1.1512 0.382 1.1508 LOW 1.1494 0.618 1.1472 1.000 1.1458 1.618 1.1436 2.618 1.1400 4.250 1.1341
Fisher Pivots for day following 26-Jun-2023 Pivot 1 day 3 day R1 1.1512 1.1488 PP 1.1506 1.1482 S1 1.1500 1.1477

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