CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 1.1510 1.1516 0.0006 0.0% 1.1454
High 1.1530 1.1516 -0.0015 -0.1% 1.1520
Low 1.1494 1.1516 0.0022 0.2% 1.1423
Close 1.1494 1.1516 0.0022 0.2% 1.1465
Range 0.0036 0.0000 -0.0036 -100.0% 0.0097
ATR 0.0062 0.0059 -0.0003 -4.7% 0.0000
Volume 6 0 -6 -100.0% 3
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1516 1.1516 1.1516
R3 1.1516 1.1516 1.1516
R2 1.1516 1.1516 1.1516
R1 1.1516 1.1516 1.1516 1.1516
PP 1.1516 1.1516 1.1516 1.1516
S1 1.1516 1.1516 1.1516 1.1516
S2 1.1516 1.1516 1.1516
S3 1.1516 1.1516 1.1516
S4 1.1516 1.1516 1.1516
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1760 1.1709 1.1518
R3 1.1663 1.1612 1.1491
R2 1.1566 1.1566 1.1482
R1 1.1515 1.1515 1.1473 1.1541
PP 1.1469 1.1469 1.1469 1.1482
S1 1.1418 1.1418 1.1456 1.1444
S2 1.1372 1.1372 1.1447
S3 1.1275 1.1321 1.1438
S4 1.1178 1.1224 1.1411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1530 1.1423 0.0107 0.9% 0.0022 0.2% 86% False False 1
10 1.1540 1.1364 0.0177 1.5% 0.0031 0.3% 86% False False 4
20 1.1540 1.1318 0.0222 1.9% 0.0029 0.2% 89% False False 2
40 1.1670 1.1318 0.0352 3.1% 0.0029 0.3% 56% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1516
2.618 1.1516
1.618 1.1516
1.000 1.1516
0.618 1.1516
HIGH 1.1516
0.618 1.1516
0.500 1.1516
0.382 1.1516
LOW 1.1516
0.618 1.1516
1.000 1.1516
1.618 1.1516
2.618 1.1516
4.250 1.1516
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 1.1516 1.1503
PP 1.1516 1.1490
S1 1.1516 1.1477

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

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