CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary Previous Current 08-Sep-2023 11-Sep-2023 Change Change % Previous Week Open 1.1538 1.1568 0.0030 0.3% 1.1600 High 1.1585 1.1568 -0.0017 -0.1% 1.1600 Low 1.1538 1.1567 0.0029 0.3% 1.1538 Close 1.1538 1.1567 0.0029 0.3% 1.1538 Range 0.0047 0.0001 -0.0046 -97.8% 0.0062 ATR 0.0051 0.0050 -0.0002 -3.0% 0.0000 Volume 0 1 1 1
Daily Pivots for day following 11-Sep-2023 Classic Woodie Camarilla DeMark R4 1.1570 1.1570 1.1568 R3 1.1569 1.1569 1.1567 R2 1.1568 1.1568 1.1567 R1 1.1568 1.1568 1.1567 1.1568 PP 1.1567 1.1567 1.1567 1.1567 S1 1.1567 1.1567 1.1567 1.1567 S2 1.1566 1.1566 1.1567 S3 1.1565 1.1566 1.1567 S4 1.1564 1.1565 1.1566	Weekly Pivots for week ending 08-Sep-2023 Classic Woodie Camarilla DeMark R4 1.1745 1.1703 1.1572 R3 1.1683 1.1641 1.1555 R2 1.1621 1.1621 1.1549 R1 1.1579 1.1579 1.1544 1.1569 PP 1.1559 1.1559 1.1559 1.1554 S1 1.1517 1.1517 1.1532 1.1507 S2 1.1497 1.1497 1.1527 S3 1.1435 1.1455 1.1521 S4 1.1373 1.1393 1.1504
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1600 1.1538 0.0062 0.5% 0.0010 0.1% 47% False False 10 1.1790 1.1538 0.0252 2.2% 0.0019 0.2% 12% False False 1 20 1.1810 1.1538 0.0272 2.4% 0.0032 0.3% 11% False False 1
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1572 2.618 1.1571 1.618 1.1570 1.000 1.1569 0.618 1.1569 HIGH 1.1568 0.618 1.1568 0.500 1.1568 0.382 1.1567 LOW 1.1567 0.618 1.1566 1.000 1.1566 1.618 1.1565 2.618 1.1564 4.250 1.1563
Fisher Pivots for day following 11-Sep-2023 Pivot 1 day 3 day R1 1.1568 1.1565 PP 1.1567 1.1563 S1 1.1567 1.1561

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