CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 1.1410 1.1450 0.0040 0.4% 1.1390
High 1.1446 1.1451 0.0005 0.0% 1.1451
Low 1.1322 1.1409 0.0087 0.8% 1.1322
Close 1.1453 1.1402 -0.0051 -0.4% 1.1402
Range 0.0124 0.0042 -0.0083 -66.5% 0.0129
ATR 0.0053 0.0053 -0.0001 -1.3% 0.0000
Volume 4 2 -2 -50.0% 7
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1545 1.1515 1.1425
R3 1.1504 1.1474 1.1413
R2 1.1462 1.1462 1.1410
R1 1.1432 1.1432 1.1406 1.1426
PP 1.1421 1.1421 1.1421 1.1418
S1 1.1391 1.1391 1.1398 1.1385
S2 1.1379 1.1379 1.1394
S3 1.1338 1.1349 1.1391
S4 1.1296 1.1308 1.1379
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1777 1.1718 1.1473
R3 1.1649 1.1590 1.1437
R2 1.1520 1.1520 1.1426
R1 1.1461 1.1461 1.1414 1.1491
PP 1.1392 1.1392 1.1392 1.1406
S1 1.1333 1.1333 1.1390 1.1362
S2 1.1263 1.1263 1.1378
S3 1.1135 1.1204 1.1367
S4 1.1006 1.1076 1.1331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1322 0.0129 1.1% 0.0040 0.4% 62% True False 1
10 1.1451 1.1322 0.0129 1.1% 0.0032 0.3% 62% True False 1
20 1.1575 1.1322 0.0253 2.2% 0.0029 0.3% 32% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1627
2.618 1.1559
1.618 1.1518
1.000 1.1492
0.618 1.1476
HIGH 1.1451
0.618 1.1435
0.500 1.1430
0.382 1.1425
LOW 1.1409
0.618 1.1383
1.000 1.1368
1.618 1.1342
2.618 1.1300
4.250 1.1233
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 1.1430 1.1397
PP 1.1421 1.1392
S1 1.1411 1.1386

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

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