CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 1.1370 1.1390 0.0020 0.2% 1.1390
High 1.1380 1.1402 0.0022 0.2% 1.1402
Low 1.1370 1.1351 -0.0019 -0.2% 1.1324
Close 1.1380 1.1351 -0.0029 -0.3% 1.1351
Range 0.0010 0.0051 0.0041 410.0% 0.0079
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 2 2 0 0.0% 4
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1521 1.1487 1.1379
R3 1.1470 1.1436 1.1365
R2 1.1419 1.1419 1.1360
R1 1.1385 1.1385 1.1356 1.1377
PP 1.1368 1.1368 1.1368 1.1364
S1 1.1334 1.1334 1.1346 1.1326
S2 1.1317 1.1317 1.1342
S3 1.1266 1.1283 1.1337
S4 1.1215 1.1232 1.1323
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1594 1.1551 1.1394
R3 1.1516 1.1473 1.1373
R2 1.1437 1.1437 1.1365
R1 1.1394 1.1394 1.1358 1.1377
PP 1.1359 1.1359 1.1359 1.1350
S1 1.1316 1.1316 1.1344 1.1298
S2 1.1280 1.1280 1.1337
S3 1.1202 1.1237 1.1329
S4 1.1123 1.1159 1.1308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1431 1.1324 0.0107 0.9% 0.0023 0.2% 26% False False
10 1.1520 1.1324 0.0197 1.7% 0.0027 0.2% 14% False False 1
20 1.1654 1.1324 0.0330 2.9% 0.0027 0.2% 8% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1619
2.618 1.1536
1.618 1.1485
1.000 1.1453
0.618 1.1434
HIGH 1.1402
0.618 1.1383
0.500 1.1377
0.382 1.1370
LOW 1.1351
0.618 1.1319
1.000 1.1300
1.618 1.1268
2.618 1.1217
4.250 1.1134
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 1.1377 1.1363
PP 1.1368 1.1359
S1 1.1360 1.1355

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

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