CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 1.1388 1.1422 0.0034 0.3% 1.1452
High 1.1429 1.1444 0.0016 0.1% 1.1478
Low 1.1372 1.1323 -0.0049 -0.4% 1.1363
Close 1.1421 1.1333 -0.0089 -0.8% 1.1373
Range 0.0057 0.0121 0.0064 112.3% 0.0115
ATR 0.0079 0.0082 0.0003 3.8% 0.0000
Volume 18,130 21,873 3,743 20.6% 72,946
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1730 1.1652 1.1399
R3 1.1609 1.1531 1.1366
R2 1.1488 1.1488 1.1355
R1 1.1410 1.1410 1.1344 1.1388
PP 1.1367 1.1367 1.1367 1.1356
S1 1.1289 1.1289 1.1321 1.1267
S2 1.1246 1.1246 1.1310
S3 1.1125 1.1168 1.1299
S4 1.1004 1.1047 1.1266
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1749 1.1676 1.1436
R3 1.1634 1.1561 1.1404
R2 1.1519 1.1519 1.1394
R1 1.1446 1.1446 1.1383 1.1425
PP 1.1404 1.1404 1.1404 1.1394
S1 1.1331 1.1331 1.1362 1.1310
S2 1.1289 1.1289 1.1351
S3 1.1174 1.1216 1.1341
S4 1.1059 1.1101 1.1309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1444 1.1323 0.0121 1.1% 0.0073 0.6% 8% True True 16,581
10 1.1493 1.1323 0.0170 1.5% 0.0071 0.6% 6% False True 15,279
20 1.1607 1.1323 0.0284 2.5% 0.0081 0.7% 3% False True 16,303
40 1.1765 1.1179 0.0586 5.2% 0.0088 0.8% 26% False False 18,509
60 1.1765 1.1070 0.0695 6.1% 0.0089 0.8% 38% False False 16,462
80 1.1765 1.1070 0.0695 6.1% 0.0084 0.7% 38% False False 12,386
100 1.1765 1.1070 0.0695 6.1% 0.0078 0.7% 38% False False 9,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1958
2.618 1.1761
1.618 1.1640
1.000 1.1565
0.618 1.1519
HIGH 1.1444
0.618 1.1398
0.500 1.1384
0.382 1.1369
LOW 1.1323
0.618 1.1248
1.000 1.1202
1.618 1.1127
2.618 1.1006
4.250 1.0809
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 1.1384 1.1384
PP 1.1367 1.1367
S1 1.1350 1.1350

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These figures are updated between 7pm and 10pm EST after a trading day.

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