CME Swiss Franc Future September 2024

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Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary Previous Current 11-Dec-2023 12-Dec-2023 Change Change % Previous Week Open 1.1729 1.1761 0.0032 0.3% 1.1805 High 1.1730 1.1761 0.0031 0.3% 1.1805 Low 1.1691 1.1761 0.0070 0.6% 1.1688 Close 1.1729 1.1761 0.0032 0.3% 1.1703 Range 0.0039 0.0000 -0.0039 -100.0% 0.0118 ATR 0.0046 0.0045 -0.0001 -2.2% 0.0000 Volume
Daily Pivots for day following 12-Dec-2023 Classic Woodie Camarilla DeMark R4 1.1761 1.1761 1.1761 R3 1.1761 1.1761 1.1761 R2 1.1761 1.1761 1.1761 R1 1.1761 1.1761 1.1761 1.1761 PP 1.1761 1.1761 1.1761 1.1761 S1 1.1761 1.1761 1.1761 1.1761 S2 1.1761 1.1761 1.1761 S3 1.1761 1.1761 1.1761 S4 1.1761 1.1761 1.1761	Weekly Pivots for week ending 08-Dec-2023 Classic Woodie Camarilla DeMark R4 1.2084 1.2011 1.1767 R3 1.1967 1.1893 1.1735 R2 1.1849 1.1849 1.1724 R1 1.1776 1.1776 1.1713 1.1754 PP 1.1732 1.1732 1.1732 1.1721 S1 1.1658 1.1658 1.1692 1.1636 S2 1.1614 1.1614 1.1681 S3 1.1497 1.1541 1.1670 S4 1.1379 1.1423 1.1638
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1800 1.1688 0.0112 1.0% 0.0030 0.3% 65% False False 10 1.1866 1.1688 0.0179 1.5% 0.0025 0.2% 41% False False 20 1.1866 1.1614 0.0252 2.1% 0.0018 0.2% 58% False False 40 1.1866 1.1380 0.0487 4.1% 0.0021 0.2% 78% False False 1
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.1761 2.618 1.1761 1.618 1.1761 1.000 1.1761 0.618 1.1761 HIGH 1.1761 0.618 1.1761 0.500 1.1761 0.382 1.1761 LOW 1.1761 0.618 1.1761 1.000 1.1761 1.618 1.1761 2.618 1.1761 4.250 1.1761
Fisher Pivots for day following 12-Dec-2023 Pivot 1 day 3 day R1 1.1761 1.1748 PP 1.1761 1.1736 S1 1.1761 1.1724

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