CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary Previous Current 05-Sep-2023 06-Sep-2023 Change Change % Previous Week Open 1.1600 1.1571 -0.0029 -0.3% 1.1684 High 1.1600 1.1571 -0.0029 -0.3% 1.1790 Low 1.1596 1.1571 -0.0025 -0.2% 1.1642 Close 1.1596 1.1571 -0.0025 -0.2% 1.1650 Range 0.0005 0.0000 -0.0005 -100.0% 0.0148 ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000 Volume 1 0 -1 -100.0% 10
Daily Pivots for day following 06-Sep-2023 Classic Woodie Camarilla DeMark R4 1.1571 1.1571 1.1571 R3 1.1571 1.1571 1.1571 R2 1.1571 1.1571 1.1571 R1 1.1571 1.1571 1.1571 1.1571 PP 1.1571 1.1571 1.1571 1.1571 S1 1.1571 1.1571 1.1571 1.1571 S2 1.1571 1.1571 1.1571 S3 1.1571 1.1571 1.1571 S4 1.1571 1.1571 1.1571	Weekly Pivots for week ending 01-Sep-2023 Classic Woodie Camarilla DeMark R4 1.2138 1.2042 1.1731 R3 1.1990 1.1894 1.1690 R2 1.1842 1.1842 1.1677 R1 1.1746 1.1746 1.1663 1.1720 PP 1.1694 1.1694 1.1694 1.1681 S1 1.1598 1.1598 1.1636 1.1572 S2 1.1546 1.1546 1.1622 S3 1.1398 1.1450 1.1609 S4 1.1250 1.1302 1.1568
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1790 1.1571 0.0219 1.9% 0.0025 0.2% 0% False True 1 10 1.1790 1.1571 0.0219 1.9% 0.0029 0.3% 0% False True 1 20 1.1880 1.1571 0.0309 2.7% 0.0038 0.3% 0% False True 2
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1571 2.618 1.1571 1.618 1.1571 1.000 1.1571 0.618 1.1571 HIGH 1.1571 0.618 1.1571 0.500 1.1571 0.382 1.1571 LOW 1.1571 0.618 1.1571 1.000 1.1571 1.618 1.1571 2.618 1.1571 4.250 1.1571
Fisher Pivots for day following 06-Sep-2023 Pivot 1 day 3 day R1 1.1571 1.1646 PP 1.1571 1.1621 S1 1.1571 1.1596

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