CME Swiss Franc Future September 2023


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 1.1330 1.1341 0.0011 0.1% 1.1367
High 1.1365 1.1420 0.0056 0.5% 1.1444
Low 1.1320 1.1312 -0.0008 -0.1% 1.1291
Close 1.1340 1.1405 0.0066 0.6% 1.1341
Range 0.0045 0.0108 0.0063 140.0% 0.0153
ATR 0.0079 0.0081 0.0002 2.7% 0.0000
Volume 11,548 18,289 6,741 58.4% 86,287
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1703 1.1662 1.1464
R3 1.1595 1.1554 1.1435
R2 1.1487 1.1487 1.1425
R1 1.1446 1.1446 1.1415 1.1467
PP 1.1379 1.1379 1.1379 1.1389
S1 1.1338 1.1338 1.1395 1.1359
S2 1.1271 1.1271 1.1385
S3 1.1163 1.1230 1.1375
S4 1.1055 1.1122 1.1346
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1818 1.1732 1.1425
R3 1.1665 1.1579 1.1383
R2 1.1512 1.1512 1.1369
R1 1.1426 1.1426 1.1355 1.1392
PP 1.1359 1.1359 1.1359 1.1342
S1 1.1273 1.1273 1.1326 1.1239
S2 1.1206 1.1206 1.1312
S3 1.1053 1.1120 1.1298
S4 1.0900 1.0967 1.1256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1444 1.1291 0.0153 1.3% 0.0080 0.7% 75% False False 18,103
10 1.1452 1.1291 0.0161 1.4% 0.0070 0.6% 71% False False 15,607
20 1.1554 1.1291 0.0263 2.3% 0.0078 0.7% 43% False False 15,830
40 1.1765 1.1196 0.0569 5.0% 0.0088 0.8% 37% False False 18,366
60 1.1765 1.1092 0.0673 5.9% 0.0088 0.8% 47% False False 17,289
80 1.1765 1.1070 0.0695 6.1% 0.0084 0.7% 48% False False 13,014
100 1.1765 1.1070 0.0695 6.1% 0.0078 0.7% 48% False False 10,432
120 1.1765 1.0920 0.0845 7.4% 0.0074 0.6% 57% False False 8,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1879
2.618 1.1703
1.618 1.1595
1.000 1.1528
0.618 1.1487
HIGH 1.1420
0.618 1.1379
0.500 1.1366
0.382 1.1353
LOW 1.1312
0.618 1.1245
1.000 1.1204
1.618 1.1137
2.618 1.1029
4.250 1.0853
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 1.1392 1.1389
PP 1.1379 1.1372
S1 1.1366 1.1356

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

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