CME Swiss Franc Future March 2024

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Trading Metrics calculated at close of trading on 19-Jul-2023
Day Change Summary Previous Current 18-Jul-2023 19-Jul-2023 Change Change % Previous Week Open 1.1971 1.1950 -0.0021 -0.2% 1.1570 High 1.1971 1.1950 -0.0021 -0.2% 1.1969 Low 1.1971 1.1950 -0.0021 -0.2% 1.1570 Close 1.1971 1.1950 -0.0021 -0.2% 1.1909 Range ATR 0.0063 0.0060 -0.0003 -4.8% 0.0000 Volume 3 2 -1 -33.3% 37
Daily Pivots for day following 19-Jul-2023 Classic Woodie Camarilla DeMark R4 1.1950 1.1950 1.1950 R3 1.1950 1.1950 1.1950 R2 1.1950 1.1950 1.1950 R1 1.1950 1.1950 1.1950 1.1950 PP 1.1950 1.1950 1.1950 1.1950 S1 1.1950 1.1950 1.1950 1.1950 S2 1.1950 1.1950 1.1950 S3 1.1950 1.1950 1.1950 S4 1.1950 1.1950 1.1950	Weekly Pivots for week ending 14-Jul-2023 Classic Woodie Camarilla DeMark R4 1.3013 1.2860 1.2128 R3 1.2614 1.2461 1.2019 R2 1.2215 1.2215 1.1982 R1 1.2062 1.2062 1.1946 1.2139 PP 1.1816 1.1816 1.1816 1.1854 S1 1.1663 1.1663 1.1872 1.1740 S2 1.1417 1.1417 1.1836 S3 1.1018 1.1264 1.1799 S4 1.0619 1.0865 1.1690
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1971 1.1900 0.0071 0.6% 0.0014 0.1% 71% False False 1 10 1.1971 1.1466 0.0505 4.2% 0.0044 0.4% 96% False False 6 20 1.1971 1.1409 0.0562 4.7% 0.0033 0.3% 96% False False 3 40 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 97% False False 3 60 1.1971 1.1318 0.0653 5.5% 0.0031 0.3% 97% False False 2
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002	Fibonacci Retracements and Extensions 4.250 1.1950 2.618 1.1950 1.618 1.1950 1.000 1.1950 0.618 1.1950 HIGH 1.1950 0.618 1.1950 0.500 1.1950 0.382 1.1950 LOW 1.1950 0.618 1.1950 1.000 1.1950 1.618 1.1950 2.618 1.1950 4.250 1.1950
Fisher Pivots for day following 19-Jul-2023 Pivot 1 day 3 day R1 1.1950 1.1952 PP 1.1950 1.1952 S1 1.1950 1.1951

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