CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary Previous Current 16-Oct-2023 17-Oct-2023 Change Change % Previous Week Open 1.1374 1.1411 0.0038 0.3% 1.1340 High 1.1420 1.1411 -0.0009 -0.1% 1.1430 Low 1.1369 1.1411 0.0042 0.4% 1.1277 Close 1.1414 1.1411 -0.0003 0.0% 1.1400 Range 0.0051 0.0000 -0.0051 -100.0% 0.0153 ATR 0.0062 0.0058 -0.0004 -6.9% 0.0000 Volume 2 0 -2 -100.0% 16
Daily Pivots for day following 17-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1411 1.1411 1.1411 R3 1.1411 1.1411 1.1411 R2 1.1411 1.1411 1.1411 R1 1.1411 1.1411 1.1411 1.1411 PP 1.1411 1.1411 1.1411 1.1411 S1 1.1411 1.1411 1.1411 1.1411 S2 1.1411 1.1411 1.1411 S3 1.1411 1.1411 1.1411 S4 1.1411 1.1411 1.1411	Weekly Pivots for week ending 13-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1828 1.1767 1.1484 R3 1.1675 1.1614 1.1442 R2 1.1522 1.1522 1.1428 R1 1.1461 1.1461 1.1414 1.1491 PP 1.1369 1.1369 1.1369 1.1384 S1 1.1308 1.1308 1.1385 1.1338 S2 1.1216 1.1216 1.1371 S3 1.1063 1.1155 1.1357 S4 1.0910 1.1002 1.1315
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1430 1.1315 0.0116 1.0% 0.0046 0.4% 84% False False 2 10 1.1430 1.1210 0.0220 1.9% 0.0051 0.4% 91% False False 3 20 1.1472 1.1145 0.0328 2.9% 0.0035 0.3% 81% False False 2 40 1.1790 1.1145 0.0646 5.7% 0.0028 0.2% 41% False False 1 60 1.2035 1.1145 0.0890 7.8% 0.0032 0.3% 30% False False 1
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0010 Narrowest range in 13 trading days	Fibonacci Retracements and Extensions 4.250 1.1411 2.618 1.1411 1.618 1.1411 1.000 1.1411 0.618 1.1411 HIGH 1.1411 0.618 1.1411 0.500 1.1411 0.382 1.1411 LOW 1.1411 0.618 1.1411 1.000 1.1411 1.618 1.1411 2.618 1.1411 4.250 1.1411
Fisher Pivots for day following 17-Oct-2023 Pivot 1 day 3 day R1 1.1411 1.1406 PP 1.1411 1.1400 S1 1.1411 1.1395

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