CME Swiss Franc Future June 2024

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Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary Previous Current 23-Oct-2023 24-Oct-2023 Change Change % Previous Week Open 1.1524 1.1491 -0.0034 -0.3% 1.1374 High 1.1524 1.1491 -0.0033 -0.3% 1.1529 Low 1.1471 1.1491 0.0020 0.2% 1.1369 Close 1.1524 1.1491 -0.0034 -0.3% 1.1510 Range 0.0053 0.0000 -0.0053 -100.0% 0.0160 ATR 0.0057 0.0056 -0.0002 -3.0% 0.0000 Volume
Daily Pivots for day following 24-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1491 1.1491 1.1491 R3 1.1491 1.1491 1.1491 R2 1.1491 1.1491 1.1491 R1 1.1491 1.1491 1.1491 1.1491 PP 1.1491 1.1491 1.1491 1.1491 S1 1.1491 1.1491 1.1491 1.1491 S2 1.1491 1.1491 1.1491 S3 1.1491 1.1491 1.1491 S4 1.1491 1.1491 1.1491	Weekly Pivots for week ending 20-Oct-2023 Classic Woodie Camarilla DeMark R4 1.1949 1.1889 1.1598 R3 1.1789 1.1729 1.1554 R2 1.1629 1.1629 1.1539 R1 1.1569 1.1569 1.1524 1.1599 PP 1.1469 1.1469 1.1469 1.1484 S1 1.1409 1.1409 1.1495 1.1439 S2 1.1309 1.1309 1.1480 S3 1.1149 1.1249 1.1466 S4 1.0989 1.1089 1.1422
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1529 1.1428 0.0101 0.9% 0.0028 0.2% 62% False False 2 10 1.1529 1.1315 0.0215 1.9% 0.0037 0.3% 82% False False 2 20 1.1529 1.1145 0.0385 3.3% 0.0040 0.3% 90% False False 2 40 1.1790 1.1145 0.0646 5.6% 0.0027 0.2% 54% False False 1 60 1.1880 1.1145 0.0736 6.4% 0.0032 0.3% 47% False False 1
Crabel Price Patterns NR True NR4 True NR5 True NR7 False 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 0.0002 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.1491 2.618 1.1491 1.618 1.1491 1.000 1.1491 0.618 1.1491 HIGH 1.1491 0.618 1.1491 0.500 1.1491 0.382 1.1491 LOW 1.1491 0.618 1.1491 1.000 1.1491 1.618 1.1491 2.618 1.1491 4.250 1.1491
Fisher Pivots for day following 24-Oct-2023 Pivot 1 day 3 day R1 1.1491 1.1500 PP 1.1491 1.1497 S1 1.1491 1.1494

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