CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 1.1454 1.1520 0.0067 0.6% 1.1318
High 1.1454 1.1520 0.0067 0.6% 1.1540
Low 1.1454 1.1519 0.0065 0.6% 1.1318
Close 1.1454 1.1519 0.0065 0.6% 1.1510
Range 0.0000 0.0002 0.0002 0.0222
ATR 0.0063 0.0063 0.0000 0.5% 0.0000
Volume 0 2 2 34
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1524 1.1523 1.1519
R3 1.1522 1.1521 1.1519
R2 1.1521 1.1521 1.1519
R1 1.1520 1.1520 1.1519 1.1519
PP 1.1519 1.1519 1.1519 1.1519
S1 1.1518 1.1518 1.1518 1.1518
S2 1.1518 1.1518 1.1518
S3 1.1516 1.1517 1.1518
S4 1.1515 1.1515 1.1518
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.2122 1.2038 1.1632
R3 1.1900 1.1816 1.1571
R2 1.1678 1.1678 1.1551
R1 1.1594 1.1594 1.1530 1.1636
PP 1.1456 1.1456 1.1456 1.1477
S1 1.1372 1.1372 1.1490 1.1414
S2 1.1234 1.1234 1.1469
S3 1.1012 1.1150 1.1449
S4 1.0790 1.0928 1.1388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1540 1.1368 0.0172 1.5% 0.0041 0.4% 88% False False 7
10 1.1540 1.1318 0.0222 1.9% 0.0037 0.3% 90% False False 4
20 1.1540 1.1318 0.0222 1.9% 0.0028 0.2% 90% False False 2
40 1.1670 1.1318 0.0352 3.1% 0.0030 0.3% 57% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1526
2.618 1.1524
1.618 1.1522
1.000 1.1522
0.618 1.1521
HIGH 1.1520
0.618 1.1519
0.500 1.1519
0.382 1.1519
LOW 1.1519
0.618 1.1518
1.000 1.1517
1.618 1.1516
2.618 1.1515
4.250 1.1512
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 1.1519 1.1508
PP 1.1519 1.1497
S1 1.1519 1.1487

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

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