CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 1.1490 1.1434 -0.0057 -0.5% 1.1510
High 1.1490 1.1434 -0.0057 -0.5% 1.1530
Low 1.1468 1.1434 -0.0035 -0.3% 1.1409
Close 1.1468 1.1434 -0.0035 -0.3% 1.1488
Range 0.0022 0.0000 -0.0022 -100.0% 0.0121
ATR 0.0057 0.0055 -0.0002 -2.8% 0.0000
Volume 2 0 -2 -100.0% 6
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1434 1.1434 1.1434
R3 1.1434 1.1434 1.1434
R2 1.1434 1.1434 1.1434
R1 1.1434 1.1434 1.1434 1.1434
PP 1.1434 1.1434 1.1434 1.1434
S1 1.1434 1.1434 1.1434 1.1434
S2 1.1434 1.1434 1.1434
S3 1.1434 1.1434 1.1434
S4 1.1434 1.1434 1.1434
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1839 1.1784 1.1555
R3 1.1718 1.1663 1.1521
R2 1.1597 1.1597 1.1510
R1 1.1542 1.1542 1.1499 1.1509
PP 1.1476 1.1476 1.1476 1.1459
S1 1.1421 1.1421 1.1477 1.1388
S2 1.1355 1.1355 1.1466
S3 1.1234 1.1300 1.1455
S4 1.1113 1.1179 1.1421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1499 1.1409 0.0090 0.8% 0.0022 0.2% 27% False False
10 1.1530 1.1409 0.0121 1.1% 0.0022 0.2% 20% False False 1
20 1.1540 1.1318 0.0222 1.9% 0.0031 0.3% 52% False False 2
40 1.1620 1.1318 0.0302 2.6% 0.0025 0.2% 38% 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 False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1434
2.618 1.1434
1.618 1.1434
1.000 1.1434
0.618 1.1434
HIGH 1.1434
0.618 1.1434
0.500 1.1434
0.382 1.1434
LOW 1.1434
0.618 1.1434
1.000 1.1434
1.618 1.1434
2.618 1.1434
4.250 1.1434
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 1.1434 1.1454
PP 1.1434 1.1447
S1 1.1434 1.1440

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

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